Kenneth Ronald French
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Business Economics
Kenneth Ronald French's Degrees
- Masters Finance University of Chicago
- Bachelors Economics Lehigh University
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(Suggest an Edit or Addition)Kenneth Ronald French'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)
- The Cross‐Section of Expected Stock Returns (1992) (7662)
- Multifactor Explanations of Asset Pricing Anomalies (1996) (6603)
- Industry costs of equity (1997) (5553)
- A Five-Factor Asset Pricing Model (2014) (4453)
- Expected stock returns and volatility (1987) (4148)
- 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)
- Investor Diversification and International Equity Markets (1991) (2508)
- Stock returns and the weekend effect (1980) (1943)
- Value Versus Growth: The International Evidence (1997) (1938)
- Stock return variances: The arrival of information and the reaction of traders (1986) (1934)
- Testing Tradeoff and Pecking Order Predictions About Dividends and Debt (2000) (1799)
- Size, Value, and Momentum in International Stock Returns (2011) (1712)
- The Capital Asset Pricing Model: Theory and Evidence (2003) (1576)
- Luck Versus Skill in the Cross Section of Mutual Fund Returns (2009) (1519)
- Migration (2007) (1490)
- Dissecting Anomalies (2007) (1350)
- Characteristics, Covariances, and Average Returns: 1929-1997 (1999) (1112)
- Commodity futures prices: some evidence on forecast power (1987) (1069)
- Taxes, Financing Decisions, and Firm Value (1997) (988)
- Testing Tradeoff and Pecking Order Predictions about Dividends and Debt. (1999) (951)
- Financing Decisions: Who Issues Stock? (2004) (903)
- Profitability, investment and average returns (2006) (879)
- Forecasting Profitability and Earnings (1999) (839)
- The Equity Premium (2001) (795)
- Dissecting Anomalies with a Five-Factor Model (2015) (742)
- Presidential Address: The Cost of Active Investing (2008) (720)
- International Tests of a Five-Factor Asset Pricing Model (2015) (679)
- New Lists: Fundamentals and Survival Rates (2003) (577)
- The CAPM is Wanted, Dead or Alive (1996) (506)
- The Value Premium and the CAPM (2005) (462)
- Business Cycles and the Behavior of Metals Prices (1988) (445)
- Choosing Factors (2016) (445)
- Disagreement, Tastes, and Asset Prices (2005) (416)
- The Squam Lake Report: Fixing the Financial System (2010) (305)
- Average Returns, B/M, and Share Issues (2007) (295)
- Were Japanese Stock Prices Too High? (1990) (281)
- The Corporate Cost of Capital and the Return on Corporate Investment (1998) (234)
- The Cost of Active Investing (2008) (228)
- Taxes and the Pricing of Stock Index Futures (1983) (192)
- Sealed Bids, Sunk Costs, and the Process of Competition (1984) (174)
- A comparison of futures and forward prices (1983) (147)
- Detecting Spot Price Forecasts in Futures Prices (1986) (137)
- Effects of Nominal Contracting on Stock Returns (1983) (133)
- The pricing of stock index futures (1983) (131)
- Comparing Cross-Section and Time-Series Factor Models (2019) (85)
- Incremental Variables and the Investment Opportunity Set (2015) (69)
- The CAPM : Theory and Evidence (2003) (67)
- The Squam Lake Report (2010) (65)
- Differences in the Risks and Returns of NYSE and NASD Stocks (1993) (60)
- The Anatomy of Value and Growth Stock Returns (2007) (60)
- Japanese and U.S. Cross-Border Common Stock Investments (1990) (54)
- Newly Listed Firms: Fundamentals, Survival Rates, and Returns (2001) (48)
- Common Factors in the Serial Correlation of Stock Returns (1986) (44)
- Long-Horizon Returns (2017) (44)
- Commodity own rates, real interest rates, and money supply announcements☆ (1986) (28)
- A Four-Factor Model for the Size, Value, and Profitability Patterns in Stock Returns (2013) (28)
- Crash-Testing the Efficient Market Hypothesis (1988) (22)
- Capital Structure Choices (2011) (20)
- Reforming Money Market Funds (2011) (20)
- Volatility Lessons (2018) (16)
- Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group (2013) (12)
- Profitability, Growth, and Average Returns (2004) (11)
- The pricing of futures and forward contracts (1983) (10)
- Aligning Incentives at Systemically Important Financial Institutions (2013) (8)
- The Value Premium (2020) (8)
- Chapter 9. Credit Default Swaps, Clearinghouses, and Exchanges (2010) (6)
- Chapter 6. Regulation of Executive Compensation in Financial Services (2010) (6)
- Investment Decisions, Financing Decisions, and Firm Value (1996) (5)
- Chapter 7. An Expedited Mechanism to Recapitalize Distressed Financial Firms: Regulatory Hybrid Securities (2010) (5)
- BUSINESS CONDITION AND EXPECTED RETURN ON STOCK AND BONDS (1989) (4)
- Chapter 3. A New Information Infrastructure for Financial Markets (2010) (4)
- Tilted Portfolios, Hedge Funds, and Portable Alpha (2006) (3)
- Sunk Costs and Competitive Bidding (1982) (2)
- Chapter 2. A Systemic Regulator for Financial Markets (2010) (2)
- PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION (1989) (2)
- House Prices and Rents (2020) (2)
- Chapter 10. Prime Brokers, Derivatives Dealers, and Runs (2010) (1)
- The Profitability and Equity Financing of Style Groups: 1906-2006 (2008) (1)
- Anomalies in Security Returns and the Specification of the Market Model: Discussion (1984) (0)
- Chapter 8. Improving Resolution Options for Systemically Important Financial Institutions (2010) (0)
- DIVIDEND YIE(2DS AND EXPECIED ST(KX RETURNS (1988) (0)
- Chapter 4. Regulation of Retirement Savings (2010) (0)
- TheBulls and Bears in theCross-Section of Stock Returns: Exploring an Asymmetric SemivarianceRisk Factor (1998) (0)
- Means and Standard Deviations of Monetarv Position Variables (2008) (0)
- Means and Standard Deviations of Monetarv Position Variables (2008) (0)
- Standard asset pricing models , like the capital asset pricing model ( CAPM ) of Sharpe (2004) (0)
- Chapter 11. Conclusions (2010) (0)
- NOT OR QUOTATION (2004) (0)
- 2 Schwert : Markup Pricing in Mergers & Acquisitions (1996) (0)
- Equilibrium Exchange Rate Hedging (2016) (0)
- Chapter 5. Reforming Capital Requirements (2010) (0)
- North-Holland DIVIDEND YIE [ 2 DS AND EXPECIED ST ( KX RETURNS * (2002) (0)
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