Eugene Fama
#232
Most Influential Person Now
American economist and Nobel laureate in Economics
Eugene Fama's AcademicInfluence.com Rankings
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Economics
Eugene Fama's Degrees
- PhD Economics University of Chicago
- Masters Finance University of Chicago
- Bachelors French and Romance Philology Tufts University
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Why Is Eugene Fama Influential?
(Suggest an Edit or Addition)According to Wikipedia, Eugene Francis "Gene" Fama is an American economist, best known for his empirical work on portfolio theory, asset pricing, and the efficient-market hypothesis. He is currently Robert R. McCormick Distinguished Service Professor of Finance at the University of Chicago Booth School of Business. In 2013, he shared the Nobel Memorial Prize in Economic Sciences jointly with Robert J. Shiller and Lars Peter Hansen. The Research Papers in Economics project ranked him as the 9th-most influential economist of all time based on his academic contributions, . He is regarded as "the father of modern finance", as his works built the foundation of financial economics and have been cited widely.
Eugene Fama's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Common risk factors in the returns on stocks and bonds (1993) (23905)
- EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970) (19036)
- Separation of Ownership and Control (1983) (17912)
- Risk, Return, and Equilibrium: Empirical Tests (1973) (13372)
- The Behavior of Stock-Market Prices (1965) (8243)
- The Cross‐Section of Expected Stock Returns (1992) (7662)
- Multifactor Explanations of Asset Pricing Anomalies (1996) (6603)
- Agency Problems and the Theory of the Firm (1980) (5557)
- Industry costs of equity (1997) (5553)
- Efficient Capital Markets: II (1991) (5486)
- Problems and the Theory of the Firm Author ( s ) : (2003) (4728)
- The Adjustment of Stock Prices to New Information (1969) (4648)
- Agency Problems and Residual Claims (1983) (4525)
- A Five-Factor Asset Pricing Model (2014) (4453)
- Market Efficiency, Long-Term Returns, and Behavioral Finance (1997) (4065)
- BUSINESS CONDITIONS AND EXPECTED RETURNS ON STOCKS AND BONDS (1989) (3947)
- Size and Book-to-Market Factors in Earnings and Returns (1995) (3638)
- Dividend yields and expected stock returns (1988) (3620)
- Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay? (2000) (3085)
- Permanent and Temporary Components of Stock Prices (1988) (2971)
- Stock Returns, Real Activity, Inflation, and Money (1981) (2821)
- What's different about banks?☆ (1985) (2241)
- Forward and spot exchange rates (1984) (2079)
- Value Versus Growth: The International Evidence (1997) (1938)
- Profitability of Momentum Strategies : An Evaluation of Alternative Explanations (2001) (1849)
- Testing Tradeoff and Pecking Order Predictions About Dividends and Debt (2000) (1799)
- Size, Value, and Momentum in International Stock Returns (2011) (1712)
- Asset returns and inflation (1977) (1706)
- Stock Returns, Expected Returns, and Real Activity (1990) (1584)
- The Information in Long-Maturity Forward Rates (1987) (1579)
- The Capital Asset Pricing Model: Theory and Evidence (2003) (1576)
- Random Walks in Stock Market Prices (1965) (1533)
- Luck Versus Skill in the Cross Section of Mutual Fund Returns (2009) (1519)
- Migration (2007) (1490)
- Dissecting Anomalies (2007) (1350)
- Foundations of Finance. (1977) (1334)
- The Theory of Finance (1974) (1240)
- Characteristics, Covariances, and Average Returns: 1929-1997 (1999) (1112)
- Commodity futures prices: some evidence on forecast power (1987) (1069)
- Short-Term Interest Rates as Predictors of Inflation (1975) (1035)
- Taxes, Financing Decisions, and Firm Value (1997) (988)
- Dividend Policy: An Empirical Analysis (1968) (956)
- Testing Tradeoff and Pecking Order Predictions about Dividends and Debt. (1999) (951)
- Financing Decisions: Who Issues Stock? (2004) (903)
- Filter Rules and Stock-Market Trading (1966) (884)
- Profitability, investment and average returns (2006) (879)
- Forecasting Profitability and Earnings (1999) (839)
- Banking in the theory of finance (1980) (838)
- Mandelbrot and the Stable Paretian Hypothesis (1963) (806)
- The Equity Premium (2001) (795)
- Dissecting Anomalies with a Five-Factor Model (2015) (742)
- Risk, Return, and Equilibrium (1971) (695)
- International Tests of a Five-Factor Asset Pricing Model (2015) (679)
- New Lists: Fundamentals and Survival Rates (2003) (577)
- Parameter Estimates for Symmetric Stable Distributions (1971) (544)
- COMPONENTS OF INVESTMENT PERFORMANCE (1972) (523)
- Inflation, real returns and capital investment (1982) (511)
- The CAPM is Wanted, Dead or Alive (1996) (506)
- Term-structure forecasts of interest rates, inflation and real returns (1990) (486)
- The Value Premium and the CAPM (2005) (462)
- Portfolio Analysis in a Stable Paretian Market (1965) (456)
- Choosing Factors (2016) (445)
- Business Cycles and the Behavior of Metals Prices (1988) (445)
- Organizational Forms and Investment Decisions (1985) (444)
- Multiperiod Consumption-Investment Decisions (1970) (444)
- The information in the term structure (1984) (442)
- Some Properties of Symmetric Stable Distributions (1968) (442)
- Disagreement, Tastes, and Asset Prices (2005) (416)
- RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS (1968) (404)
- Risk-adjusted discount rates and capital budgeting under uncertainty (1977) (373)
- A comparison of inflation forecasts (1984) (366)
- The Effects of a Firm's Investment and Financing Decisions on the Welfare of its Security Holders (1978) (348)
- Foundations of Finance: Portfolio Decisions and Securities Prices (1978) (339)
- Average Returns, B/M, and Share Issues (2007) (295)
- Multifactor Portfolio Efficiency and Multifactor Asset Pricing (1996) (291)
- Term premiums and default premiums in money markets (1986) (242)
- Forward rates as predictors of future spot rates (1976) (240)
- The Corporate Cost of Capital and the Return on Corporate Investment (1998) (234)
- The Empirical Relationships Between the Dividend and Investment Decisions of Firms (1974) (234)
- Human capital and capital market equilibrium (1977) (233)
- Term premiums in bond returns (1984) (214)
- Two Pillars of Asset Pricing (2013) (212)
- Inflation Uncertainty and Expected Returns on Treasury Bills (1976) (205)
- Money, Bonds, and Foreign Exchange (1979) (162)
- CASH BALANCE AND SIMPLE DYNAMIC PORTFOLIO PROBLEMS WITH PROPORTIONAL COSTS (1969) (157)
- Diversification Returns and Asset Contributions (1992) (156)
- Contract Costs and Financing Decisions (1990) (141)
- Efficient market hypothesis: A Review of Theory and Empirical Work (1970) (140)
- Information and Capital Markets (1971) (126)
- SEPARATION OF OWNERSHIP AND CONTROL & AGENCY PROBLEM AND RESIDUAL CLAIMS (1983) (123)
- Efficient Capital Markets: Reply (1976) (121)
- Inflation, Output, and Money (1982) (121)
- Financial intermediation and price level control (1983) (113)
- The Behavior of Interest Rates (2004) (113)
- Tests of the multiperiod two-parameter model (1974) (105)
- Discounting under Uncertainty (1996) (105)
- Comparing Cross-Section and Time-Series Factor Models (2019) (85)
- The Number of Firms and Competition (1972) (85)
- Determining the Number of Priced State Variables in the ICAPM (1997) (84)
- Interest Rates and Inflation: The Message in the Entrails (1977) (82)
- Solutions for Cash-Balance and Simple Dynamic-Portfolio Problems (1968) (77)
- A NOTE ON THE MARKET MODEL AND THE TWO‐PARAMETER MODEL (1973) (76)
- Three Asset Cash Balance and Dynamic Portfolio Problems (1971) (71)
- Time, Salary, and Incentive Payoffs in Labor Contracts (1991) (71)
- Incremental Variables and the Investment Opportunity Set (2015) (69)
- Tomorrow on the New York Stock Exchange (1965) (68)
- The CAPM : Theory and Evidence (2003) (67)
- The Anatomy of Value and Growth Stock Returns (2007) (60)
- Differences in the Risks and Returns of NYSE and NASD Stocks (1993) (60)
- Perfect Competition and Optimal Production Decisions under Uncertainty (1972) (59)
- My Life in Finance (2010) (57)
- Inflation, Interest, and Relative Prices (1979) (57)
- Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller (2014) (49)
- Newly Listed Firms: Fundamentals, Survival Rates, and Returns (2001) (48)
- Does the Fed Control Interest Rates? (2013) (47)
- Long-Horizon Returns (2017) (44)
- Common Factors in the Serial Correlation of Stock Returns (1986) (44)
- Long-Term Growth in a Short-Term Market (1974) (42)
- Transitory variation in investment and output (1992) (39)
- An Experienced View on Markets and Investing (2012) (39)
- Editorial: Clinical Papers and Their Role in the Development of Financial Economics (1989) (38)
- A Four-Factor Model for the Size, Value, and Profitability Patterns in Stock Returns (2013) (28)
- Efficient Capital Markets : I 1 (2007) (26)
- The Behavior of Stock-Market Prices Author ( s ) : (2016) (26)
- Cross-Section Versus Time-Series Tests of Asset Pricing Models (2015) (25)
- SESSION TOPIC: STOCK MARKET PRICE BEHAVIOR (2008) (24)
- Stock Returns, Real Activity, Inflation, and Money: Reply (1983) (24)
- Taxes (2020) (21)
- Capital Structure Choices (2011) (20)
- Multiperiod Consumption-Investment Decisions: A Correction (1976) (19)
- Volatility Lessons (2018) (16)
- Contract Costs, Stakeholder Capitalism, and ESG (2020) (14)
- Profitability, Growth, and Average Returns (2004) (11)
- Human Capital and Market Equilibrium (1977) (11)
- Scientific Background on the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2013: Understanding Asset Prices (2013) (10)
- The Fama Portfolio: Selected Papers of Eugene F. Fama (2017) (9)
- Risk, Return, and Portfolio Analysis: Reply (1973) (9)
- Corporate Financing Choices Constrained by the Amount of Debt Firms Can Support (2007) (9)
- Estimating Value at Risk (VaR) using Filtered Historical Simulation in the Indian capital market (2012) (9)
- The Value Premium (2020) (8)
- STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981) (7)
- STOCK PRICES, EXPECTED RETURNS, AND REAL ACTIVITY (1990) (7)
- Was There Ever a Lending Channel? (2013) (7)
- A Look Back at Modern Finance: Accomplishments and Limitations (2016) (5)
- American Finance Association Stock Returns , Expected Returns , and Real Activity (2008) (5)
- Investment Decisions, Financing Decisions, and Firm Value (1996) (5)
- The Fama Portfolio (2017) (3)
- Tilted Portfolios, Hedge Funds, and Portable Alpha (2006) (3)
- Wealth Taxes (2020) (3)
- House Prices and Rents (2020) (2)
- The Disciplining of Corporate Managers (2001) (2)
- The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics (2017) (2)
- The Number of Firms and Competition: Reply (1974) (2)
- 365 Two Pillars of Asset Pricing (2014) (2)
- Stimulus and the Permanent Income Hypothesis (2021) (1)
- Taxes: A Simple Scheme (2020) (1)
- Interest Rates and Inflation Revisited (2018) (1)
- The Profitability and Equity Financing of Style Groups: 1906-2006 (2008) (1)
- Asset Management : Engineering Portfolios for Better Returns by (1999) (1)
- Property Taxes (2020) (1)
- Finance at the University of Chicago (2017) (1)
- Means and Standard Deviations of Monetarv Position Variables (2008) (0)
- International Journal of Innovative Technology and Exploring Engineering (IJITEE) (2019) (0)
- Update of the Research Underlying Dimensional's Bond Strategies (2003) (0)
- Standard asset pricing models , like the capital asset pricing model ( CAPM ) of Sharpe (2004) (0)
- Risk, Return, and Equilibrium: Empirical Tests — Source link (0)
- Business Income Taxes (2020) (0)
- the General Motors Corporation Faculty Research Fellowship and the NSF for financial support. We (1985) (0)
- Gene Fama’s comments (2010) (0)
- Financial intermediation and control of the level of prices (2013) (0)
- Government and Nonprofits (2020) (0)
- American Economic Association The Capital Asset Pricing Model : Theory and Evidence Author ( s ) : (2008) (0)
- Online Appendix to Why Do Discount Rates Vary? (2019) (0)
- A Taxonomy of the Modern Corporation (0)
- Trend Spotting in Assets Markets/Understanding Asset Prices (2014) (0)
- Interview with 2013 Laureate in Economic Sciences Eugene F. Fama (2013) (0)
- NOT OR QUOTATION (2004) (0)
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