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Kenneth R. French

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Personal Details

First Name: Kenneth
Middle Name: R.
Last Name: French
Suffix:

RePEc Short-ID: pfr33

Email:
Homepage: http://www.dartmouth.edu/~kfrench
Postal Address: 85 Trescott Rd Etna, NH 03750
Phone: 603-643-5750

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Kenneth French in Wikipedia (French)
  2. Kenneth French in Wikipedia (English)

Works

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Working papers

  1. Kenneth R. French & James M. Poterba, 1991. "Investor Diversification and International Equity Markets," NBER Working Papers 3609, National Bureau of Economic Research, Inc.
  2. French, K.R. & Poterba, J.M., 1990. "Are Japanese Stock Prices Too High?," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics 547, Massachusetts Institute of Technology (MIT), Department of Economics.
  3. Eugene F. Fama & Kenneth R. French, . "Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 509, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  4. Eugene F. Fama & Kenneth R. French, . "Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 506, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  5. James L. Davis & Eugene F. Fama & Kenneth R. French, . "Characteristics, Covariances, and Average Returns: 1929 to 1997," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 359, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  6. Eugene F. Fama & Kenneth R. French, . "The Corporate Cost of Capital and the Return on Corporate Investment," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 355, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  7. Eugene F. Fama & Kenneth R. French, . "Newly Listed Firms: Fundamentals, Survival Rates, and Returns," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 530, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  8. Eugene F. Fama & Kenneth R. French, . "Taxes, Financing Decisions, and Firm Value," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 334, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  9. Eugene Fama & F. & Kenneth R. French, . "The Equity Premium."," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 522, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  10. Eugene F. Fama & Kenneth R. French, . "Value versus Growth: The International Evidence," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 341, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  11. James Davis & Eugene F. Fama & Kenneth R. French, . "Characteristics, Covariances, and Average Returns: 1929-1997," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 471, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  12. Eugene F. Fama & Kenneth R. French, . "Forecasting Profitability and Earnings," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago 358, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

Articles

  1. Eugene F. Fama & Kenneth R. French, 2008. "Dissecting Anomalies," Journal of Finance, American Finance Association, American Finance Association, vol. 63(4), pages 1653-1678, 08.
  2. Eugene F. Fama & Kenneth R. French, 2008. "Average Returns, B/M, and Share Issues," Journal of Finance, American Finance Association, American Finance Association, vol. 63(6), pages 2971-2995, December.
  3. Kenneth R. French, 2008. "Presidential Address: The Cost of Active Investing," Journal of Finance, American Finance Association, American Finance Association, vol. 63(4), pages 1537-1573, 08.
  4. Fama, Eugene F. & French, Kenneth R., 2007. "Disagreement, tastes, and asset prices," Journal of Financial Economics, Elsevier, Elsevier, vol. 83(3), pages 667-689, March.
  5. Eugene F. Fama & Kenneth R. French, 2006. "The Value Premium and the CAPM," Journal of Finance, American Finance Association, American Finance Association, vol. 61(5), pages 2163-2185, October.
  6. Fama, Eugene F. & French, Kenneth R., 2006. "Profitability, investment and average returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 82(3), pages 491-518, December.
  7. Fama, Eugene F. & French, Kenneth R., 2005. "Financing decisions: who issues stock?," Journal of Financial Economics, Elsevier, Elsevier, vol. 76(3), pages 549-582, June.
  8. Fama, Eugene F. & French, Kenneth R., 2004. "New lists: Fundamentals and survival rates," Journal of Financial Economics, Elsevier, Elsevier, vol. 73(2), pages 229-269, August.
  9. Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 18(3), pages 25-46, Summer.
  10. Eugene F. Fama & Kenneth R. French, 2002. "The Equity Premium," Journal of Finance, American Finance Association, American Finance Association, vol. 57(2), pages 637-659, 04.
  11. Fama, Eugene F. & French, Kenneth R., 2001. "Disappearing dividends: changing firm characteristics or lower propensity to pay?," Journal of Financial Economics, Elsevier, Elsevier, vol. 60(1), pages 3-43, April.
  12. Fama, Eugene F & French, Kenneth R, 2000. "Forecasting Profitability and Earnings," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 73(2), pages 161-75, April.
  13. James L. Davis & Eugene F. Fama & Kenneth R. French, 2000. "Characteristics, Covariances, and Average Returns: 1929 to 1997," Journal of Finance, American Finance Association, American Finance Association, vol. 55(1), pages 389-406, 02.
  14. Eugene F. Fama & Kenneth R. French, 1999. "The Corporate Cost of Capital and the Return on Corporate Investment," Journal of Finance, American Finance Association, American Finance Association, vol. 54(6), pages 1939-1967, December.
  15. Eugene F. Fama & Kenneth R. French, 1998. "Value versus Growth: The International Evidence," Journal of Finance, American Finance Association, American Finance Association, vol. 53(6), pages 1975-1999, December.
  16. Eugene F. Fama & Kenneth R. French, 1998. "Taxes, Financing Decisions, and Firm Value," Journal of Finance, American Finance Association, American Finance Association, vol. 53(3), pages 819-843, 06.
  17. Fama, Eugene F. & French, Kenneth R., 1997. "Industry costs of equity," Journal of Financial Economics, Elsevier, Elsevier, vol. 43(2), pages 153-193, February.
  18. Fama, Eugene F & French, Kenneth R, 1996. " Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, American Finance Association, vol. 51(1), pages 55-84, March.
  19. Fama, Eugene F & French, Kenneth R, 1996. " The CAPM Is Wanted, Dead or Alive," Journal of Finance, American Finance Association, American Finance Association, vol. 51(5), pages 1947-58, December.
  20. Fama, Eugene F & French, Kenneth R, 1995. " Size and Book-to-Market Factors in Earnings and Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 50(1), pages 131-55, March.
  21. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, Elsevier, vol. 33(1), pages 3-56, February.
  22. Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, American Finance Association, vol. 47(2), pages 427-65, June.
  23. French, Kenneth R & Poterba, James M, 1991. "Investor Diversification and International Equity Markets," American Economic Review, American Economic Association, American Economic Association, vol. 81(2), pages 222-26, May.
  24. French, Kenneth R. & Poterba, James M., 1991. "Were Japanese stock prices too high?," Journal of Financial Economics, Elsevier, Elsevier, vol. 29(2), pages 337-363, October.
  25. French, Kenneth R., 1991. "Trading mechanisms and value-discovery: Cross-national evidence and policy implications : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, Elsevier, vol. 34(1), pages 131-134, January.
  26. French, Kenneth R. & Poterba, James M., 1990. "Japanese and U.S. cross-border common stock investments," Journal of the Japanese and International Economies, Elsevier, vol. 4(4), pages 476-493, December.
  27. Fama, Eugene F. & French, Kenneth R., 1989. "Business conditions and expected returns on stocks and bonds," Journal of Financial Economics, Elsevier, Elsevier, vol. 25(1), pages 23-49, November.
  28. Kenneth R. French, 1989. "Pricing Financial Futures Contracts: An Introduction," Journal of Applied Corporate Finance, Morgan Stanley, Morgan Stanley, vol. 1(4), pages 59-66.
  29. Fama, Eugene F & French, Kenneth R, 1988. " Business Cycles and the Behavior of Metals Prices," Journal of Finance, American Finance Association, American Finance Association, vol. 43(5), pages 1075-93, December.
  30. Fama, Eugene F. & French, Kenneth R., 1988. "Dividend yields and expected stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 22(1), pages 3-25, October.
  31. Fama, Eugene F & French, Kenneth R, 1988. "Permanent and Temporary Components of Stock Prices," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 96(2), pages 246-73, April.
  32. Fama, Eugene F & French, Kenneth R, 1987. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 60(1), pages 55-73, January.
  33. French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, Elsevier, vol. 19(1), pages 3-29, September.
  34. French, Kenneth R. & Roll, Richard, 1986. "Stock return variances : The arrival of information and the reaction of traders," Journal of Financial Economics, Elsevier, Elsevier, vol. 17(1), pages 5-26, September.
  35. French, Kenneth R, 1986. "Detecting Spot Price Forecasts in Futures Prices," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 59(2), pages S39-54, April.
  36. French, Kenneth R, 1984. " Anomalies in Security Returns and the Specification of the Market Model: Discussion," Journal of Finance, American Finance Association, American Finance Association, vol. 39(3), pages 815-17, July.
  37. French, Kenneth R & McCormick, Robert E, 1984. "Sealed Bids, Sunk Costs, and the Process of Competition," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 57(4), pages 417-41, October.
  38. French, Kenneth R., 1983. "A comparison of futures and forward prices," Journal of Financial Economics, Elsevier, Elsevier, vol. 12(3), pages 311-342, November.
  39. Cornell, Bradford & French, Kenneth R, 1983. " Taxes and the Pricing of Stock Index Futures," Journal of Finance, American Finance Association, American Finance Association, vol. 38(3), pages 675-94, June.
  40. French, Kenneth R & Ruback, Richard S & Schwert, G William, 1983. "Effects of Nominal Contracting on Stock Returns," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 91(1), pages 70-96, February.
  41. French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, Elsevier, vol. 8(1), pages 55-69, March.

Chapters

  1. Kenneth French, 1988. "Crash Testing the Efficient Market Hypothesis," NBER Chapters, in: NBER Macroeconomics Annual 1988, Volume 3, pages 277-286 National Bureau of Economic Research, Inc.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2001-08-21. Author is listed
  2. NEP-FMK: Financial Markets (1) 2001-08-21. Author is listed
  3. NEP-MIC: Microeconomics (1) 2001-08-21. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
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  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
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  21. Number of Journal Pages
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  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Abstract Views in RePEc Services over the past 12 months
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  29. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  30. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Breadth of citations across fields
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