Eugene F. Fama, Sr. : Citation Profile

Are you Eugene F. Fama, Sr.?

University of Chicago

36

H index

45

i10 index

41760

Citations

RESEARCH PRODUCTION:

53

Articles

17

Papers

RESEARCH ACTIVITY:

   36 years (1969 - 2005). See details.
   Cites by year: 1160
   Journals where Eugene F. Fama, Sr. has often published
   Relations with other researchers
   Recent citing documents: 3501.    Total self citations: 7 (0.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa110
   Updated: 2023-01-28    RAS profile: 2006-02-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Eugene F. Fama, Sr..

Is cited by:

Zhang, Lu (138)

Renneboog, Luc (114)

Campbell, John (107)

faff, robert (107)

Stulz, René (89)

Hirshleifer, David (84)

Zaremba, Adam (75)

GUPTA, RANGAN (71)

Brooks, Chris (69)

Caporale, Guglielmo Maria (68)

Gil-Alana, Luis (67)

Cites to:

French, Kenneth (13)

Ritter, Jay (8)

merton, robert (5)

Stein, Jeremy (4)

Shanken, Jay (4)

Gompers, Paul (3)

Mitchell, Mark (3)

welch, ivo (3)

Shleifer, Andrei (3)

Roll, Richard (3)

Stafford, Erik (3)

Main data

Where Eugene F. Fama, Sr. has published?

Journals with more than one article published# docs
American Economic Review12
Journal of Finance11
The Journal of Business7
Journal of Financial Economics7
Journal of Political Economy6
Journal of Monetary Economics2
International Economic Review2
Journal of Law and Economics2

Recent works citing Eugene F. Fama, Sr. (2022 and 2021)

YearTitle of citing document
2021Inflation and Economic Growth in Kenya: An Empirical Examination. (2021). Odhiambo, Nicholas M ; Saungweme, Talknice. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:1-25.

Full description at Econpapers || Download paper

2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91.

Full description at Econpapers || Download paper

2021Review on Behavioral Finance with Empirical Evidence. (2021). Woo, Kai-Yin ; Moslehpour, Massoud ; Hon, Tai-Yuen . In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:15-41.

Full description at Econpapers || Download paper

2021Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas. (2021). Violante, Francesco ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2021-05.

Full description at Econpapers || Download paper

2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

Full description at Econpapers || Download paper

2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

Full description at Econpapers || Download paper

2022Behavioral Biases and the Decision-Making in Entrepreneurs and Managers. (2022). Nepomuceno, Liana Holanda ; de Camargo, Maria Jose ; Nobre, Fabio Chaves. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:sup2022:1530.

Full description at Econpapers || Download paper

2021Changing Objectives of Firms and Managerial Preferences: A Review of Models in Microeconomics. (2021). Kumar, Pradeep B. In: Shanlax International Journal of Management. RePEc:acg:managt:v:8:y:2021:i:4:p:43-46.

Full description at Econpapers || Download paper

2022Popular Personal Financial Advice versus the Professors. (2022). Choi, James J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:167-92.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Volatility Forecasting, Market Efficiency and Effect of Recession of SRI Indices. (2021). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:259-284.

Full description at Econpapers || Download paper

2022Whether high frequency intraday data behave randomly: Evidence from NIFTY 50. (2022). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:65-80.

Full description at Econpapers || Download paper

2021Multifactorial analysis of the price formation in the terms of a risk-free rate. (2021). Radu, Iulian ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(628):y:2021:i:3(628):p:33-44.

Full description at Econpapers || Download paper

2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021The Impact of Macroeconomic Variables on Capital Market Development in Botswana’s Economy. (2021). Molefhi, Koketso. In: African Journal of Economic Review. RePEc:ags:afjecr:315797.

Full description at Econpapers || Download paper

2022Determinants of Stock Market Volatility in Africa. (2022). Uhunmwangho, Monday. In: African Journal of Economic Review. RePEc:ags:afjecr:320586.

Full description at Econpapers || Download paper

2021The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: FEEM Working Papers. RePEc:ags:feemwp:309916.

Full description at Econpapers || Download paper

2021Carbon Boards and Transition Risk: Explicit and Implicit exposure implications for Total Stock Returns and Dividend Payouts. (2021). Xepapadeas, Anastasios ; Pareglio, Stefano ; Mazzarano, Matteo ; Guastella, Gianni. In: FEEM Working Papers. RePEc:ags:feemwp:316261.

Full description at Econpapers || Download paper

2022Corporate Environmental Information Disclosure and Investor Response: Empirical Evidence from Chinas Capital Market. (2022). Zhang, ZhongXiang ; Meng, Jia. In: FEEM Working Papers. RePEc:ags:feemwp:317842.

Full description at Econpapers || Download paper

2021Capital Gain Predictability Using Financial Ratios: A Case Study of Agribusiness Stocks. (2021). Abdurofi, Ilmas. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:316273.

Full description at Econpapers || Download paper

2021The Impact of Public Information on Commodity Market Performance: The Response of Corn Futures to USDA Corn Production Forecasts. (2021). Effland, Anne ; Hoffman, Linwood ; Arnade, Carlos. In: Economic Research Report. RePEc:ags:uersrr:327189.

Full description at Econpapers || Download paper

2022How Quarterly Reports Support the Market. (2022). Soenarno, Yanuar Nanok ; Natashya, Natashya. In: CECCAR Business Review. RePEc:ahd:journl:v:3:y:2022:i:9:p:55-61.

Full description at Econpapers || Download paper

2022The Effect of Positive and Negative Events on Cryptocurrency Prices. (2022). Oget, Emrah. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:1:p:16-31.

Full description at Econpapers || Download paper

2022The impact of board characteristics on firm’s financial performance: A study on non-bank financial institutions of Bangladesh. (2022). Shahriar, K M ; Islam, Md Kamrul ; Lee, Younghwan. In: International Journal of Science and Business. RePEc:aif:journl:v:12:y:2022:i:1:p:58-69.

Full description at Econpapers || Download paper

2022Do board characteristics affect financial performance of firms? An empirical study on Dhaka Stock Exchange (DSE) listed Insurance Companies of Bangladesh. (2022). Sharna, Sugandha Mobin ; Islam, Md Kamrul. In: International Journal of Science and Business. RePEc:aif:journl:v:14:y:2022:i:1:p:1-10.

Full description at Econpapers || Download paper

2021Mediating Role of Innovation Capacity in the Relationship between Corporate governance and Firm Performance: evidence from Chinese listed firms. (2021). Xiaoyan, Zhou ; Gulema, Tolossa Fufa. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:4:p:105-122.

Full description at Econpapers || Download paper

2022Performance Evaluation of Mutual Fund Sector in Bangladesh, and Identification of Major Drawbacks. (2022). al Mamun, Abdullah ; Rahman, Md Habibur. In: International Journal of Science and Business. RePEc:aif:journl:v:8:y:2022:i:1:p:76-94.

Full description at Econpapers || Download paper

2022Yoke of corporate governance and firm performance: A study of listed firms in Pakistan. (2022). Ali, Amjad ; Nisar, Sabahat ; Ahmed, Jawad ; Alim, Wajid. In: Indian Journal of Commerce and Management Studies. RePEc:aii:ijcmss:v:13:y:2022:i:1:p:08-17.

Full description at Econpapers || Download paper

2022The Anatomy of the Global Saving Glut. (2022). Schularick, Moritz ; Novokmet, Filip ; Bauluz, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:161.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Earnings Management and Audit Report Lag: The Role of Audit Risk-Tunisian Evidence. (2022). Jarboui, Anis ; Fakhfakh, Imen. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:21:y:2022:i:1:p:113-135.

Full description at Econpapers || Download paper

2022Can Financial Strength Indicators Form A Profitable Investment Strategy? The Case Of F-Score in Europe. (2022). Sakellaridou, Athanasia V ; Kampouris, Christos G ; Koutoupis, Andreas G. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:21:y:2022:i:3:p:355-372.

Full description at Econpapers || Download paper

2021Impact of Shareholders’ Activism on Governance Practices and Firm Performance in Pakistan: A Response for Family Controlled Firms. (2021). Gillani, Seemab ; Amjad, Mariam ; Ehsan, Sadaf. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:1-12.

Full description at Econpapers || Download paper

2021Internal Audit Effectiveness and Audit Committee Characteristics:Empirical Evidence from Pakistan. (2021). Ahmad, Halimah Nasibah ; Salim, Basariah ; Rashid, Amad. In: iRASD Journal of Management. RePEc:ani:irdjom:v:3:y:2021:i:1:p:1-13.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

Full description at Econpapers || Download paper

2021Does Brexit Have a Bullish or Bearish Effect on the Taiwan Stock Market?. (2021). Lin, Tse Mao ; Yu, Jing Long ; Wu, Xin Hui. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:90-101.

Full description at Econpapers || Download paper

2021Maximum drawdown, recovery and momentum. (2015). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1403.8125.

Full description at Econpapers || Download paper

2021Inference on the Sharpe ratio via the upsilon distribution. (2015). Pav, Steven E.. In: Papers. RePEc:arx:papers:1505.00829.

Full description at Econpapers || Download paper

2022How brokers can optimally plot against traders. (2016). Lafond, Manuel . In: Papers. RePEc:arx:papers:1605.04949.

Full description at Econpapers || Download paper

2022A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708.

Full description at Econpapers || Download paper

2021High Dimensional Estimation and Multi-Factor Models. (2019). Jarrow, Robert ; Wells, Martin T ; Basu, Sumanta ; Zhu, Liao. In: Papers. RePEc:arx:papers:1804.08472.

Full description at Econpapers || Download paper

2021Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

Full description at Econpapers || Download paper

2021NEU Meta-Learning and its Universal Approximation Properties. (2019). Hyndman, Cody B ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:1809.00082.

Full description at Econpapers || Download paper

2021Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

Full description at Econpapers || Download paper

2022BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

Full description at Econpapers || Download paper

2021The Size Effect Revisited. (2019). Sarantsev, Andrey ; Liu, YI ; Grove, Taran ; Flores, Brandon. In: Papers. RePEc:arx:papers:1907.08911.

Full description at Econpapers || Download paper

2021Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives in Random Bernoulli Sequences. (2019). Romano, Joseph P ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:1908.01406.

Full description at Econpapers || Download paper

2021A Deep Learning Framework for Pricing Financial Instruments. (2019). Liu, Zhenming ; Cucuringu, Mihai ; Pizzoferrato, Andrea ; Zhang, Zheng ; Wu, Qiong. In: Papers. RePEc:arx:papers:1909.04497.

Full description at Econpapers || Download paper

2022Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

Full description at Econpapers || Download paper

2022Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

Full description at Econpapers || Download paper

2022High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

Full description at Econpapers || Download paper

2021Equity Factors: To Short Or Not To Short, That Is The Question. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Benaych-Georges, Florent . In: Papers. RePEc:arx:papers:2003.10419.

Full description at Econpapers || Download paper

2021Time-varying volatility in Bitcoin market and information flow at minute-level frequency. (2020). Antulov-Fantulin, Nino ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2004.00550.

Full description at Econpapers || Download paper

2021An extensive study of stylized facts displayed by Bitcoin returns. (2020). Brigatti, E ; Bertella, M A ; Silva, J N ; F. N. M. de Sousa Filho, . In: Papers. RePEc:arx:papers:2004.05870.

Full description at Econpapers || Download paper

2021A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models. (2020). Sen, Jaydip ; Mehtab, Sidra. In: Papers. RePEc:arx:papers:2004.11697.

Full description at Econpapers || Download paper

2021Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2004.12445.

Full description at Econpapers || Download paper

2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

Full description at Econpapers || Download paper

2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

Full description at Econpapers || Download paper

2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

Full description at Econpapers || Download paper

2021Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

Full description at Econpapers || Download paper

2021COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486.

Full description at Econpapers || Download paper

2022Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

Full description at Econpapers || Download paper

2021A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278.

Full description at Econpapers || Download paper

2021Dirichlet policies for reinforced factor portfolios. (2020). Coqueret, Guillaume ; Andr, Eric. In: Papers. RePEc:arx:papers:2011.05381.

Full description at Econpapers || Download paper

2021Sentiment Diffusion in Financial News Networks and Associated Market Movements. (2020). Yang, Jie ; Wan, Xingchen ; Dong, Xiaowen ; Zohren, Stefan ; Calliess, Jan-Peter ; Marinov, Slavi. In: Papers. RePEc:arx:papers:2011.06430.

Full description at Econpapers || Download paper

2022Predicting S&P500 Index direction with Transfer Learning and a Causal Graph as main Input. (2021). Romain, Djoumbissie David. In: Papers. RePEc:arx:papers:2011.13113.

Full description at Econpapers || Download paper

2022Deep reinforcement learning for portfolio management based on the empirical study of chinese stock market. (2021). Song, Qingyang ; Zhou, Xiaohua ; Huang, Gang. In: Papers. RePEc:arx:papers:2012.13773.

Full description at Econpapers || Download paper

2021COVID19-HPSMP: COVID-19 Adopted Hybrid and Parallel Deep Information Fusion Framework for Stock Price Movement Prediction. (2021). Mohammadi, Arash ; Naderkhani, Farnoosh ; Salimibeni, Mohammad ; Ronaghi, Farnoush. In: Papers. RePEc:arx:papers:2101.02287.

Full description at Econpapers || Download paper

2021Mining the Relationship Between COVID-19 Sentiment and Market Performance. (2021). Chen, Jeffery ; Xia, Ziyuan. In: Papers. RePEc:arx:papers:2101.02587.

Full description at Econpapers || Download paper

2021Comparison of the effects of investor attention using search volume data before and after mobile device popularization. (2021). Min, Jonghyeon. In: Papers. RePEc:arx:papers:2101.03239.

Full description at Econpapers || Download paper

2021Portfolio Construction Using Stratified Models. (2021). Boyd, Stephen ; Barratt, Shane ; Tuck, Jonathan. In: Papers. RePEc:arx:papers:2101.04113.

Full description at Econpapers || Download paper

2021Beating the Market with Generalized Generating Portfolios. (2021). Mijatovic, Patrick. In: Papers. RePEc:arx:papers:2101.07084.

Full description at Econpapers || Download paper

2021REST: Relational Event-driven Stock Trend Forecasting. (2021). Bian, Jiang ; Xu, Wentao ; Liu, Weiqing ; Yin, Jian. In: Papers. RePEc:arx:papers:2102.07372.

Full description at Econpapers || Download paper

2021Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425.

Full description at Econpapers || Download paper

2021Deep Learning for Market by Order Data. (2021). Zohren, Stefan ; Lim, Bryan ; Zhang, Zihao. In: Papers. RePEc:arx:papers:2102.08811.

Full description at Econpapers || Download paper

2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

Full description at Econpapers || Download paper

2022Two-sided Singular Control of an Inventory with Unknown Demand Trend. (2021). Rodosthenous, Neofytos ; Ferrari, Giorgio ; Federico, Salvatore. In: Papers. RePEc:arx:papers:2102.11555.

Full description at Econpapers || Download paper

2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

Full description at Econpapers || Download paper

2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

Full description at Econpapers || Download paper

2022A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data. (2021). Oya, Sakae. In: Papers. RePEc:arx:papers:2103.05880.

Full description at Econpapers || Download paper

2021Financial factors selection with knockoffs: fund replication, explanatory and prediction networks. (2021). Pelletier, Guillaume ; Bongiorno, Christian ; Challet, Damien. In: Papers. RePEc:arx:papers:2103.05921.

Full description at Econpapers || Download paper

2021Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating. (2021). Khushi, Matloob ; Singh, Jaideep. In: Papers. RePEc:arx:papers:2103.09106.

Full description at Econpapers || Download paper

2021Statistical Arbitrage Risk Premium by Machine Learning. (2021). Tam, Yu-Man. In: Papers. RePEc:arx:papers:2103.09987.

Full description at Econpapers || Download paper

2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

Full description at Econpapers || Download paper

2022Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

Full description at Econpapers || Download paper

2023Universal Prediction Band via Semi-Definite Programming. (2021). Liang, Tengyuan. In: Papers. RePEc:arx:papers:2103.17203.

Full description at Econpapers || Download paper

2021Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

Full description at Econpapers || Download paper

2021Financial Markets Prediction with Deep Learning. (2021). Wang, Degang ; Cao, YU ; Liu, Benyuan ; Sun, Tong. In: Papers. RePEc:arx:papers:2104.05413.

Full description at Econpapers || Download paper

2021A Bayesian analysis of gain-loss asymmetry. (2021). Terenzi, Giulia ; di Iura, Andrea Giuseppe. In: Papers. RePEc:arx:papers:2104.06044.

Full description at Econpapers || Download paper

2021A comparative study of Different Machine Learning Regressors For Stock Market Prediction. (2021). Ilyas, Muhammad ; Nawaz, Zubair ; Ashfaq, Nazish. In: Papers. RePEc:arx:papers:2104.07469.

Full description at Econpapers || Download paper

2021Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm. (2021). Zhang, Xin ; Chen, Zhixue ; Wu, Lan. In: Papers. RePEc:arx:papers:2104.12484.

Full description at Econpapers || Download paper

2021Applying Convolutional Neural Networks for Stock Market Trends Identification. (2021). Zolotareva, Ekaterina. In: Papers. RePEc:arx:papers:2104.13948.

Full description at Econpapers || Download paper

2021Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380.

Full description at Econpapers || Download paper

2021Can an Agency Role-Reversal Lead to an Organizational Collapse?; A Study Proposal. (2021). Haimberg, Yossi. In: Papers. RePEc:arx:papers:2105.04667.

Full description at Econpapers || Download paper

2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Eugene F. Fama, Sr.:

YearTitleTypeCited
1970Multiperiod Consumption-Investment Decisions. In: American Economic Review.
[Full Text][Citation analysis]		article81
1972The Number of Firms and Competition. In: American Economic Review.
[Full Text][Citation analysis]		article12
1974The Empirical Relationships Between the Dividend and Investment Decisions of Firms. In: American Economic Review.
[Full Text][Citation analysis]		article54
1974The Number of Firms and Competition: Reply. In: American Economic Review.
[Citation analysis]		article0
1975Short-Term Interest Rates as Predictors of Inflation. In: American Economic Review.
[Full Text][Citation analysis]		article276
1976Multiperiod Consumption-Investment Decisions: A Correction. In: American Economic Review.
[Full Text][Citation analysis]		article1
1977Interest Rates and Inflation: The Message in the Entrails. In: American Economic Review.
[Full Text][Citation analysis]		article9
1978The Effects of a Firms Investment and Financing Decisions on the Welfare of Its Security Holders. In: American Economic Review.
[Full Text][Citation analysis]		article52
1979Money, Bonds, and Foreign Exchange. In: American Economic Review.
[Full Text][Citation analysis]		article36
1981Stock Returns, Real Activity, Inflation, and Money. In: American Economic Review.
[Full Text][Citation analysis]		article826
1983Stock Returns, Real Activity, Inflation, and Money: Reply. In: American Economic Review.
[Full Text][Citation analysis]		article8
1987The Information in Long-Maturity Forward Rates. In: American Economic Review.
[Full Text][Citation analysis]		article690
2004The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article398
1970Efficient Capital Markets: A Review of Theory and Empirical Work. In: Journal of Finance.
[Full Text][Citation analysis]		article4447
1972Components of Investment Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article89
1973A Note on the Market Model and the Two-Parameter Model. In: Journal of Finance.
[Full Text][Citation analysis]		article8
1974Long-Term Growth in a Short-Term Market. In: Journal of Finance.
[Full Text][Citation analysis]		article11
1976Efficient Capital Markets: Reply. In: Journal of Finance.
[Full Text][Citation analysis]		article33
1990 Stock Returns, Expected Returns, and Real Activity. In: Journal of Finance.
[Full Text][Citation analysis]		article570
1991 Efficient Capital Markets: II. In: Journal of Finance.
[Full Text][Citation analysis]		article1479
1992 The Cross-Section of Expected Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article4021
1995 Size and Book-to-Market Factors in Earnings and Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article881
1996 Multifactor Explanations of Asset Pricing Anomalies. In: Journal of Finance.
[Full Text][Citation analysis]		article1866
1996 The CAPM Is Wanted, Dead or Alive. In: Journal of Finance.
[Full Text][Citation analysis]		article86
1990Editorial In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
1993Common risk factors in the returns on stocks and bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article7714
1997Industry costs of equity In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1601
1998Market efficiency, long-term returns, and behavioral finance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1121
Market Efficiency, Long-term Returns, and Behavioral Finance.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 1121		paper
Market Efficiency, Long-Term Returns, and Behavioral Finance..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 1121		paper
2001Disappearing dividends: changing firm characteristics or lower propensity to pay? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article926
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 926		paper
2004New lists: Fundamentals and survival rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article194
2005Financing decisions: who issues stock? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article238
1990Term-structure forecasts of interest rates, inflation and real returns In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article209
1992Transitory variation in investment and output In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article36
1969The Adjustment of Stock Prices to New Information. In: International Economic Review.
[Full Text][Citation analysis]		article900
1969Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs. In: International Economic Review.
[Full Text][Citation analysis]		article39
2002Testing Trade-Off and Pecking Order Predictions About Dividends and Debt In: Review of Financial Studies.
[Citation analysis]		article969
Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 969		paper
1972Perfect Competition and Optimal Production Decisions under Uncertainty In: Bell Journal of Economics.
[Full Text][Citation analysis]		article8
1991Time, Salary, and Incentive Payoffs in Labor Contracts. In: Journal of Labor Economics.
[Full Text][Citation analysis]		article21
1983Separation of Ownership and Control. In: Journal of Law and Economics.
[Full Text][Citation analysis]		article3569
1983Agency Problems and Residual Claims. In: Journal of Law and Economics.
[Full Text][Citation analysis]		article833
1971Information and Capital Markets. In: The Journal of Business.
[Full Text][Citation analysis]		article12
1979Inflation, Interest, and Relative Prices. In: The Journal of Business.
[Full Text][Citation analysis]		article7
1982Inflation, Output, and Money. In: The Journal of Business.
[Full Text][Citation analysis]		article31
1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage. In: The Journal of Business.
[Full Text][Citation analysis]		article418
1990Contract Costs and Financing Decisions. In: The Journal of Business.
[Full Text][Citation analysis]		article45
1996Discounting under Uncertainty. In: The Journal of Business.
[Full Text][Citation analysis]		article28
2000Forecasting Profitability and Earnings. In: The Journal of Business.
[Full Text][Citation analysis]		article208
Forecasting Profitability and Earnings.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 208		paper
Forecasting Profitability and Earnings..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 208		paper
1971Risk, Return, and Equilibrium. In: Journal of Political Economy.
[Full Text][Citation analysis]		article28
1973Risk, Return, and Equilibrium: Empirical Tests. In: Journal of Political Economy.
[Full Text][Citation analysis]		article3700
1973Risk, Return, and Portfolio Analysis: Reply. In: Journal of Political Economy.
[Full Text][Citation analysis]		article1
1976Inflation Uncertainty and Expected Returns on Treasury Bills. In: Journal of Political Economy.
[Full Text][Citation analysis]		article49
1980Agency Problems and the Theory of the Firm. In: Journal of Political Economy.
[Full Text][Citation analysis]		article2004
1988Permanent and Temporary Components of Stock Prices. In: Journal of Political Economy.
[Full Text][Citation analysis]		article876
Taxes, Financing Decisions, and Firm Value In: CRSP working papers.
[Citation analysis]		paper0
Determining the Number of Priced State Variables in the ICAPM In: CRSP working papers.
[Citation analysis]		paper1
Determining the Number of Priced State Variables in the ICAPM..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
Value versus Growth: The International Evidence In: CRSP working papers.
[Citation analysis]		paper0
Value Versus Growth: The International Evidence..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
The Corporate Cost of Capital and the Return on Corporate Investment In: CRSP working papers.
[Citation analysis]		paper0
The Corporate Cost of Capital and the Return on Corporate Investment.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
Characteristics, Covariances, and Average Returns: 1929 to 1997 In: CRSP working papers.
[Citation analysis]		paper32
Characteristics, Covariances, and Average Returns: 1929-1997..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 32		paper
The Equity Premium. In: CRSP working papers.
[Citation analysis]		paper8
Newly Listed Firms: Fundamentals, Survival Rates, and Returns In: CRSP working papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team