Eugene F. Fama, Sr. : Citation Profile

Are you Eugene F. Fama, Sr.?

University of Chicago

34

H index

48

i10 index

29121

Citations

RESEARCH PRODUCTION:

58

Articles

17

Papers

RESEARCH ACTIVITY:

   36 years (1969 - 2005). See details.
   Cites by year: 808
   Journals where Eugene F. Fama, Sr. has often published
   Relations with other researchers
   Recent citing documents: 3740.    Total self citations: 8 (0.03 %)

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   Permalink: http://citec.repec.org/pfa110
   Updated: 2019-10-15    RAS profile: 2006-02-13    
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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 (127)

Campbell, John (95)

faff, robert (73)

Subrahmanyam, Avanidhar (67)

Hirshleifer, David (66)

Brooks, Chris (60)

Renneboog, Luc (59)

Stulz, René (58)

Ang, Andrew (51)

Caporale, Guglielmo Maria (51)

LINTON, OLIVER (47)

Cites to:

French, Kenneth (18)

Ritter, Jay (7)

merton, robert (6)

Sharpe, William (4)

Shanken, Jay (4)

Harvey, Campbell (4)

Stein, Jeremy (4)

Mandelker, Gershon (3)

Shleifer, Andrei (3)

Stafford, Erik (3)

Roll, Richard (3)

Main data

Where Eugene F. Fama, Sr. has published?

Journals with more than one article published# docs
Journal of Finance16
American Economic Review12
The Journal of Business7
Journal of Financial Economics7
Journal of Political Economy6
Journal of Monetary Economics2
Journal of Law and Economics2
International Economic Review2

Recent works citing Eugene F. Fama, Sr. (2018 and 2017)

YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2017Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Casas, Isabel ; Orbe, Susan ; Ferreira, Eva. In: CREATES Research Papers. RePEc:aah:create:2017-33.

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2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34.

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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2018Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36.

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2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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2018Capital Structure Adjustment in Brazilian Family Firms. (2018). Aldrighi, Dante M ; Brunaldi, Eduardo Ottoboni ; Kayo, Eduardo K. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:22:y:2018:i:1:1262.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/007.

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2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2018London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01.

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2017Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390.

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2017Eponymous Entrepreneurs. (2017). Daley, Brendan ; Chatterji, Aaron K ; Belenzon, Sharon. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:6:p:1638-55.

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2018Option-Based Credit Spreads. (2018). Veronesi, Pietro ; Nozawa, Yoshio ; Culp, Christopher L. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:2:p:454-88.

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2017The Impact of Liberalization and Environmental Policy on the Financial Returns of European Energy Utilities. (2017). Premachandra, I M ; Daniel, Ivan Diaz-Rainey . In: The Energy Journal. RePEc:aen:journl:ej38-2-tulloch.

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2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Asongu, Simplice ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/006.

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2018Effects of asymmetric information on market timing in the mutual fund industry. (2018). Tchamyou, Vanessa ; Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/007.

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2017CAPM applications for appropriate stock pricing – impact of speculation companies. (2017). Skalna, Iwona ; Urbaski, Stanisaw. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:2:p:227-245.

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2017An agency theory approach on Romanian listed companies’ capital structure. (2017). Aga, Liviu-Adrian . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:39-50.

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2017What Drives Volatility Expectations in Grain and Oilseed Markets?. (2017). Robe, Michel ; Adjemian, Michael ; Wallen, Jonathan ; Bruno, Valentina. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258452.

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2018Cooperatives capital structure adjustment during the agricultural downturn. (2018). Katchova, Ani ; Cheng, Yuxi. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273788.

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2017DETERMINANTS OF DIVIDEND PAYOUT POLICY: AN EMPIRICAL STUDY OF BANKING SECTOR OF PAKISTAN. (2017). Ahmad, Ishtiaq ; Muqaddas, Muhammad Fahid . In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:257113.

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2017SYSTEMATIC RISK FACTORS AND STOCK RETURN VOLATILITY. (2017). Ali, Syed Kamran ; Ahmed, Ishtiaq ; Hashmi, Shujahat Haider. In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:265587.

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2018Adding Value to Sustainable Agri-Food Chains: Experimentation in the Pork Sector. (2018). Filippi, Maryline ; Chapdaniel, Alain . In: 166th Seminar, August 30-31, 2018, Galway, West of Ireland. RePEc:ags:eaa166:276199.

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2018The role of debt in financing French farm investments. (2018). Enjolras, Geoffroy ; Sanfilippo, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277006.

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2018The effects of business cycle indicators on stock market indices of food industry in Iran. (2018). Mohammadi, Hassan ; Shabanian, F ; Shahnoushi, N ; Abolhasani, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277425.

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2018Dual Moral Hazard and Adverse Selection in South African Agribusiness: It Takes Two to Tango. (2018). Mkhabela, Thulasizwe . In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:269666.

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2017Organisational Challenges of Moroccan Dairy Cooperatives and the Institutional Environment. (2017). Ton, Giel ; Bijman, Jos ; Srairi, Mohamed Taher ; Haddad, Nora Ourabah. In: International Journal on Food System Dynamics. RePEc:ags:ijofsd:277692.

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2017Long memory features and relationship stability of Asia-Pacific currencies against USD. (2017). Sankarkumar, Amirdha Vasani ; Sigo, Marxia Oli ; Maniam, Balasundram ; Selvam, Murugesan. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264628.

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2017Analiza efektywności informacyjnej w formie słabej na rynkach „soft commodities” z wykorzystaniem wybranych testów statystycznych. (2017). Gorska, Anna ; Krawiec, Monika. In: Problems of World Agriculture / Problemy Rolnictwa Światowego. RePEc:ags:polpwa:264480.

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2017Media Coverage and Food Commodities: Agricultural Futures Prices and Volatility Effects. (2017). Torero, Maximo ; Almanzar, Miguel . In: Discussion Papers. RePEc:ags:ubzefd:264781.

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2017FOREIGN EXCHANGE MARKET EFFICIENCY IN BOTSWANA. (2017). Matebejana, Gofaone ; Juana, James ; MOTLALENG, Gaotlhobogwe . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:motlalengg.

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2018The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance. (2018). Maymin, Philip Z. In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2018:i:20:p:74-84.

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2018Governance and Moral Risk: New Approaches. (2018). Duta, Oalia Gabriela. In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2018:i:20:p:85-96.

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2017The Value-Growth Indicators and Value Premium: Evidence from Pakistan Stock Exchange. (2017). Syed, Tanveer Ahmad. In: South Asian Journal of Management Sciences (SAJMS), Iqra University. RePEc:ajm:journl:v:11:y:2017:i:2:p:124-139.

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2018Using Social Media Analytics: The Effect of President Trump’s Tweets On Companies’ Performance. (2018). Jumah, Ahmad H ; Alnsour, Yazan. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:17:y:2018:i:1:p:100-121.

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2019Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index. (2019). Mendy, Pierre ; Diallo, Oumou Kalsoum. In: World Journal of Applied Economics. RePEc:ana:journl:v:5:y:2019:i:1:p:1-23.

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2017Ethics, Uncertainty, and Macroeconomics. (2017). Maziarz, Mariusz. In: Annales. Ethics in Economic Life. RePEc:ann:journl:v:20:y:2017:i:4:p:51-63.

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2018IS PETROBRAS OPTIONS MARKET EFFICIENT? A STUDY USING THE DELTA-GAMMA NEUTRAL STRATEGY. (2018). Araujo, Gustavo ; Carmo, Ricardo Alves . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:126.

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2017The Enterprise Risk Management of Foreign Exchange Exposures: Evidence from Taiwanese Hospitality Industry. (2017). Hsiao, Chiu-Ming ; Huang, Yu-Ling ; Chiu, Chi-Chang ; Zhang, Wei-Fang. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2017:p:32-48.

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2018Stock Market Efficiency and Price Limits: Evidence from Korea’s Recent Expansion of Price Limits. (2018). Seddighi, H R ; Yoon, Il-Hyun. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:191-200.

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2017Determinants of Board Monitoring Effectiveness in Anglo Countries in West Africa: An Empirical Investigation. (2017). Badu, Ebenezer Agyemang ; Appiah, K O. In: Business, Management and Economics Research. RePEc:arp:bmerar:2017:p:159-169.

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2017An Empirical Investigation of the International Fisher Effect: Mexican Peso and United States Dollar. (2017). Varamini, Hossein ; McCall, Madison ; Clough, Jason. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:110-113.

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2017Tests of Efficiency in the Foreign Exchange Market. (2017). Kallianiotis, Ioannis N. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:218-239.

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2018Gender Diversity and Ownership Structure of Malaysian Firms in the Real Estate Sector. (2018). Ishak, Rokiah ; Abdullah, Zaimah ; Amran, Noor Afza. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:915-923.

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2018The Effects of Liquidity, Profitability and Board Characteristics on Debt Restructuring Likelihood Among Malaysian GLCs. (2018). Kadir, Hanita ; Azhari, Adilah. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:942-950.

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2019Does Accounting Conservatism Mitigate the Operating Cash Flows Downside Risk?. (2019). Al-Mawali, Hamzah ; Al-Momani, Mohammad ; Hamad, Amneh. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:472-483.

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2018A note comprising a negative resolution of the Efficient Market Hypothesis. (2018). Viragh, Robert . In: Papers. RePEc:arx:papers:1011.0423.

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2019Optimal Sharing Rule for a Household with a Portfolio Management Problem. (2019). Nguyen-Huu, Adrien ; Pirvu, Traian A. ; Mbodji, Oumar . In: Papers. RePEc:arx:papers:1402.1052.

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2018Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns. (2018). Gu, Gao-Feng ; Jiang, Zhi-Qiang ; Xiong, Xiong ; Zhang, Wei ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1404.1051.

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2017Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164.

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2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

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2017Law on the Market? Abnormal Stock Returns and Supreme Court Decision-Making. (2017). Bommarito, Michael ; Chen, James Ming ; Soellinger, Tyler ; Katz, Daniel Martin . In: Papers. RePEc:arx:papers:1508.05751.

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2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2017Evidence of Self-Organization in Time Series of Capital Markets. (2017). , Leopoldo ; Garc, Alba Lucero ; Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo . In: Papers. RePEc:arx:papers:1604.03996.

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2018Random selection of factors preserves the correlation structure in a linear factor model to a high degree. (2018). Tanskanen, Antti ; Vatanen, Kari ; Lukkarinen, Jani. In: Papers. RePEc:arx:papers:1604.05896.

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2019Are Order Anticipation Strategies Harmful? A Theoretical Approach. (2017). Strehle, Elias . In: Papers. RePEc:arx:papers:1609.00599.

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2017Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options. (2017). Leung, Tim ; Guo, Kevin . In: Papers. RePEc:arx:papers:1610.09403.

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2017Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Trading strategies for stock pairs regarding to the cross-impact cost. (2017). Wang, Shan Shan . In: Papers. RePEc:arx:papers:1701.03098.

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2017Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1701.07175.

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2017A Theory of Market Efficiency. (2017). Rao, Anup . In: Papers. RePEc:arx:papers:1702.03290.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2017Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Erdos, Peter ; Zibriczky, David . In: Papers. RePEc:arx:papers:1703.09500.

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2017How Wave - Wavelet Trading Wins and Beats the Market. (2017). Tran, Lanh . In: Papers. RePEc:arx:papers:1704.00383.

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2018Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939. (2018). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio . In: Papers. RePEc:arx:papers:1704.00985.

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2017Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers. (2017). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Zunino, Luciano . In: Papers. RePEc:arx:papers:1704.04442.

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2017Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. (2017). Wang, Hai Zhen ; Sattayatham, Pairote ; Chatpatanasiri, Ratthachat . In: Papers. RePEc:arx:papers:1706.02985.

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2017Open Source Fundamental Industry Classification. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1706.04210.

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2017Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). , . In: Papers. RePEc:arx:papers:1707.05552.

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2017Impact of the Global Crisis on SME Internal vs. External Financing in China. (2017). ausloos, marcel ; He, Shixue . In: Papers. RePEc:arx:papers:1707.06635.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

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2017The Size Premium in Equity Markets: Where is the Risk?. (2017). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Lemp, Yves ; Simon, Guillaume ; Emmanuel, . In: Papers. RePEc:arx:papers:1708.00644.

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2019On the existence of sure profits via flash strategies. (2018). Platen, Eckhard ; Pelger, Markus ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1708.03099.

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2017Systematic Noise: Micro-movements in Equity Options Markets. (2017). Wu, Adam . In: Papers. RePEc:arx:papers:1708.06855.

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2017Behind the price: on the role of agents reflexivity in financial market microstructure. (2017). Barucca, Paolo ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1708.07047.

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2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Papaioannou, Panagiotis G ; Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas . In: Papers. RePEc:arx:papers:1708.07063.

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2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2018Deep Stock Representation Learning: From Candlestick Charts to Investment Decisions. (2018). Hu, Guosheng ; Miemie, Qiangwei ; Hospedales, Timothy ; Robertson, Neil ; Liu, Jianguo ; Xie, Fei ; Zhang, Zhihong ; Sung, Flood ; Yu, Zehao ; Yang, Kai. In: Papers. RePEc:arx:papers:1709.03803.

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2017Random walks and market efficiency in Chinese and Indian equity markets. (2017). Malafeyev, Oleg ; Kambekar, Kaustubh S ; Awasthi, Achal . In: Papers. RePEc:arx:papers:1709.04059.

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2018Threshold-Based Portfolio: The Role of the Threshold and Its Applications. (2018). Il, Sang ; Yoo, Seong Joon. In: Papers. RePEc:arx:papers:1709.09822.

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2017Macroeconomics and FinTech: Uncovering Latent Macroeconomic Effects on Peer-to-Peer Lending. (2017). Foo, Jessica ; Wong, Ken Sze-Wai ; Lim, Lek-Heng . In: Papers. RePEc:arx:papers:1710.11283.

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2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2017An Inverse Problem Study: Credit Risk Ratings as a Determinant of Corporate Governance and Capital Structure in Emerging Markets: Evidence from Chinese Listed Companies. (2017). ausloos, marcel ; Kang, Manying. In: Papers. RePEc:arx:papers:1712.00602.

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2018A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). Verma, Anshul ; di Matteo, Tiziana ; Buonocore, Riccardo Junior . In: Papers. RePEc:arx:papers:1712.02138.

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2018Improving Stock Market Prediction via Heterogeneous Information Fusion. (2018). Zhang, XI ; Yu, Philip S ; Fang, Binxing ; Yao, Yuntao ; Wang, Senzhang. In: Papers. RePEc:arx:papers:1801.00588.

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2018Exploiting Investors Social Network for Stock Prediction in Chinas Market. (2018). Zhang, XI ; Fang, Binxing ; Wang, DI ; Shi, Jiawei. In: Papers. RePEc:arx:papers:1801.00597.

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2018Spurious seasonality detection: a non-parametric test proposal. (2018). Fernandez Bariviera, Aurelio ; Judge, George ; Plastino, Angelo. In: Papers. RePEc:arx:papers:1801.07941.

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2018Generalized Information Ratio. (2018). He, Zhongzhi Lawrence . In: Papers. RePEc:arx:papers:1803.01381.

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2018Comparing Asset Pricing Models: Distance-based Metrics and Bayesian Interpretations. (2018). He, Zhongzhi Lawrence . In: Papers. RePEc:arx:papers:1803.01389.

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2018Stock Price Prediction using Principle Components. (2018). Ghorbani, Mahsa. In: Papers. RePEc:arx:papers:1803.05075.

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2018Modeling stock markets through the reconstruction of market processes. (2018). Rodrigues, Joao Pedro. In: Papers. RePEc:arx:papers:1803.06653.

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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]		article54
1972The Number of Firms and Competition. In: American Economic Review.
[Full Text][Citation analysis]		article7
1974The Empirical Relationships Between the Dividend and Investment Decisions of Firms. In: American Economic Review.
[Full Text][Citation analysis]		article33
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]		article229
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.
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1978The Effects of a Firms Investment and Financing Decisions on the Welfare of Its Security Holders. In: American Economic Review.
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1979Money, Bonds, and Foreign Exchange. In: American Economic Review.
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1981Stock Returns, Real Activity, Inflation, and Money. In: American Economic Review.
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1983Stock Returns, Real Activity, Inflation, and Money: Reply. In: American Economic Review.
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1987The Information in Long-Maturity Forward Rates. In: American Economic Review.
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2004The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives.
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1970Efficient Capital Markets: A Review of Theory and Empirical Work. In: Journal of Finance.
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1972Components of Investment Performance. In: Journal of Finance.
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1973A Note on the Market Model and the Two-Parameter Model. In: Journal of Finance.
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1974Long-Term Growth in a Short-Term Market. In: Journal of Finance.
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1976Efficient Capital Markets: Reply. In: Journal of Finance.
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1990 Stock Returns, Expected Returns, and Real Activity. In: Journal of Finance.
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1991 Efficient Capital Markets: II. In: Journal of Finance.
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1992 The Cross-Section of Expected Stock Returns. In: Journal of Finance.
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1995 Size and Book-to-Market Factors in Earnings and Returns. In: Journal of Finance.
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1996 Multifactor Explanations of Asset Pricing Anomalies. In: Journal of Finance.
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1996 The CAPM Is Wanted, Dead or Alive. In: Journal of Finance.
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1998Taxes, Financing Decisions, and Firm Value In: Journal of Finance.
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Taxes, Financing Decisions, and Firm Value.() In: CRSP working papers.
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1998Value versus Growth: The International Evidence In: Journal of Finance.
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Value versus Growth: The International Evidence.() In: CRSP working papers.
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1999The Corporate Cost of Capital and the Return on Corporate Investment In: Journal of Finance.
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The Corporate Cost of Capital and the Return on Corporate Investment.() In: CRSP working papers.
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The Corporate Cost of Capital and the Return on Corporate Investment.() In: CRSP working papers.
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2000Characteristics, Covariances, and Average Returns: 1929 to 1997 In: Journal of Finance.
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Characteristics, Covariances, and Average Returns: 1929 to 1997.() In: CRSP working papers.
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2002The Equity Premium In: Journal of Finance.
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1990Editorial In: Journal of Financial Economics.
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1993Common risk factors in the returns on stocks and bonds In: Journal of Financial Economics.
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1997Industry costs of equity In: Journal of Financial Economics.
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1998Market efficiency, long-term returns, and behavioral finance In: Journal of Financial Economics.
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Market Efficiency, Long-term Returns, and Behavioral Finance.() In: CRSP working papers.
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2001Disappearing dividends: changing firm characteristics or lower propensity to pay? In: Journal of Financial Economics.
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2004New lists: Fundamentals and survival rates In: Journal of Financial Economics.
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2005Financing decisions: who issues stock? In: Journal of Financial Economics.
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1990Term-structure forecasts of interest rates, inflation and real returns In: Journal of Monetary Economics.
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1992Transitory variation in investment and output In: Journal of Monetary Economics.
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1969The Adjustment of Stock Prices to New Information. In: International Economic Review.
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1969Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs. In: International Economic Review.
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2002Testing Trade-Off and Pecking Order Predictions About Dividends and Debt In: Review of Financial Studies.
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1972Perfect Competition and Optimal Production Decisions under Uncertainty In: Bell Journal of Economics.
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1991Time, Salary, and Incentive Payoffs in Labor Contracts. In: Journal of Labor Economics.
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1983Separation of Ownership and Control. In: Journal of Law and Economics.
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1983Agency Problems and Residual Claims. In: Journal of Law and Economics.
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1971Information and Capital Markets. In: The Journal of Business.
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1979Inflation, Interest, and Relative Prices. In: The Journal of Business.
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1982Inflation, Output, and Money. In: The Journal of Business.
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1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage. In: The Journal of Business.
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1990Contract Costs and Financing Decisions. In: The Journal of Business.
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1996Discounting under Uncertainty. In: The Journal of Business.
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2000Forecasting Profitability and Earnings. In: The Journal of Business.
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1971Risk, Return, and Equilibrium. In: Journal of Political Economy.
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1973Risk, Return, and Equilibrium: Empirical Tests. In: Journal of Political Economy.
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1973Risk, Return, and Portfolio Analysis: Reply. In: Journal of Political Economy.
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1976Inflation Uncertainty and Expected Returns on Treasury Bills. In: Journal of Political Economy.
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1980Agency Problems and the Theory of the Firm. In: Journal of Political Economy.
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1988Permanent and Temporary Components of Stock Prices. In: Journal of Political Economy.
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Characteristics, Covariances, and Average Returns: 1929-1997. In: CRSP working papers.
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Newly Listed Firms: Fundamentals, Survival Rates, and Returns In: CRSP working papers.
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