Eugene F. Fama, Sr. : Citation Profile

Are you Eugene F. Fama, Sr.?

University of Chicago

33

H index

44

i10 index

34855

Citations

RESEARCH PRODUCTION:

53

Articles

17

Papers

RESEARCH ACTIVITY:

   36 years (1969 - 2005). See details.
   Cites by year: 968
   Journals where Eugene F. Fama, Sr. has often published
   Relations with other researchers
   Recent citing documents: 2690.    Total self citations: 7 (0.02 %)

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   Permalink: http://citec.repec.org/pfa110
   Updated: 2021-09-11    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 (125)

Renneboog, Luc (105)

faff, robert (94)

Campbell, John (88)

Stulz, René (77)

Hirshleifer, David (77)

Caporale, Guglielmo Maria (63)

Subrahmanyam, Avanidhar (63)

Gil-Alana, Luis (62)

GUPTA, RANGAN (61)

Guidolin, Massimo (60)

Cites to:

French, Kenneth (12)

Ritter, Jay (6)

merton, robert (5)

Roll, Richard (3)

Shanken, Jay (3)

Mitchell, Mark (3)

Sharpe, William (3)

Mandelker, Gershon (3)

Stafford, Erik (3)

Stein, Jeremy (3)

Eckbo, B. (2)

Main data

Where Eugene F. Fama, Sr. has published?

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

Recent works citing Eugene F. Fama, Sr. (2021 and 2020)

YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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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.

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2020Market Microstructure Invariance: A Dynamic Equilibrium Model. (2020). Kyle, Albert S ; Obizhaeva, Anna A. In: Working Papers. RePEc:abo:neswpt:w0267.

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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.

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2020The Impact of Public Information on Commodity Market Performance : The Response of Corn Futures to USDA Corn Production Forecasts. (2020). Hoffman, Linwood A ; Arnade, Carlos Anthony. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304181.

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2020Crop Rotations and Risk Management in Mississippi Delta Agriculture. (2020). Bradley, William B ; Stevens, Andrew W. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304246.

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2020The US Term Structure and Return Volatility in Global REIT Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Yuksel, Aydin. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:3:p:84-109.

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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.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2020Zombies at large? Corporate debt overhang and the macroeconomy. (2020). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz ; Kornejew, Martin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:042.

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2020Corporate Governance and Firm Performance in Pakistan: Dynamic Panel Estimation. (2020). Hussain, Shahzad ; Akbar, Muhammad ; Hassan, Shoib ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:6.

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2020The Impact of Earnings Persistence on the Operating Cash Flows with Emphasis on Financial Constraints. (2020). Ilkhechi, Orman Hamedi ; Khatibi, Saeid Anvar. In: International Journal of Business and Administrative Studies. RePEc:apa:ijbaas:2020:p:265-274.

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

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2020Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2020Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

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

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2020Deep Neural Networks in High Frequency Trading. (2018). Rakheja, Puneet ; Ganesh, Prakhar. In: Papers. RePEc:arx:papers:1809.01506.

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2020Econophysics of Asset Price, Return and Multiple Expectations. (2019). Olkhov, Victor. In: Papers. RePEc:arx:papers:1901.05024.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2020Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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

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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.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2001.00465.

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2020Ownership Structure Variation and Firm Efficiency. (2020). Harun, Mukaramah ; Othman, Zalila ; Hassan, Sallahuddin. In: Papers. RePEc:arx:papers:2001.05575.

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2020A growth adjusted price-earnings ratio. (2020). Middleton, Lawrence ; Dodd, James ; Baird, Graham. In: Papers. RePEc:arx:papers:2001.08240.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Timeseries. (2020). Sen, Jaydip ; Mehtab, Sidra. In: Papers. RePEc:arx:papers:2001.09769.

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2020PCA for Implied Volatility Surfaces. (2020). Papanicolaou, George ; Healy, Brian ; Avellaneda, Marco. In: Papers. RePEc:arx:papers:2002.00085.

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2020Timing Excess Returns A cross-universe approach to alpha. (2020). Vogt, Alexander ; Rohloff, Marc. In: Papers. RePEc:arx:papers:2002.04304.

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2020Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management. (2020). Nakagawa, Kei ; Abe, Masaya. In: Papers. RePEc:arx:papers:2002.06975.

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2020AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment. (2020). Li, Jian ; Jin, Yifei ; Zhang, Tianping. In: Papers. RePEc:arx:papers:2002.08245.

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2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Papers. RePEc:arx:papers:2002.10385.

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2020Machine Learning Treasury Yields. (2020). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:2003.05095.

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2020Multidimensional Analysis of Monthly Stock Market Returns. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.05750.

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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.

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2020Autocorrelation of returns in major cryptocurrency markets. (2020). Bibik, Alexander ; Sarmakeeva, Anastasiia ; Plesovskikh, Ksenia ; Tartakovsky, Eugene. In: Papers. RePEc:arx:papers:2003.13517.

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2020Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Holding-Based Evaluation upon Actively Managed Stock Mutual Funds in China. (2020). Peng, Huimin. In: Papers. RePEc:arx:papers:2004.05322.

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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.

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2020Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042.

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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.

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2020RM-CVaR: Regularized Multiple $\beta$-CVaR Portfolio. (2020). Abe, Masaya ; Noma, Shuhei ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:2004.13347.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Heuristics in experiments with infinitely large strategy spaces. (2020). de Peretti, Philippe ; Andersen, Jorgen Vitting. In: Papers. RePEc:arx:papers:2005.02337.

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2020Defining an intrinsic stickiness parameter of stock price returns. (2020). Andersen, Jorgen Vitting ; Massad, Naji. In: Papers. RePEc:arx:papers:2005.02351.

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2020Inference on Achieved Signal Noise Ratio. (2020). Pav, Steven E. In: Papers. RePEc:arx:papers:2005.06171.

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2020Mean-Variance Portfolio Management with Functional Optimization. (2020). He, Zhaoyi ; Tsang, Ka Wai. In: Papers. RePEc:arx:papers:2005.12774.

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2020Value relevance of the components of oil and gas reserve quantity change disclosures of upstream oil and gas companies in the london stock exchange. (2020). Anighoro, Tega. In: Papers. RePEc:arx:papers:2005.14659.

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

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2020A New Look to Three-Factor Fama-French Regression Model using Sample Innovations. (2020). Jafari, Aliakbar ; Shaabani, Javad. In: Papers. RePEc:arx:papers:2006.02467.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2020Using Company Specific Headlines and Convolutional Neural Networks to Predict Stock Fluctuations. (2020). Giani, Stefano ; Readshaw, Jonathan. In: Papers. RePEc:arx:papers:2006.12426.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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2020Max-sum tests for cross-sectional dependence of high-demensional panel data. (2020). Feng, Long ; Xiong, Wei ; Jiang, Tiefeng ; Liu, Binghui. In: Papers. RePEc:arx:papers:2007.03911.

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2020Uncertainty-Aware Lookahead Factor Models for Quantitative Investing. (2020). Lipton, Zachary C ; Chauhan, Lakshay ; Alberg, John. In: Papers. RePEc:arx:papers:2007.04082.

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

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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.

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2020Economic Reality, Economic Media and Individuals Expectations. (2020). Persson, Kristoffer. In: Papers. RePEc:arx:papers:2007.13823.

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

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2020Transparency versus Performance in Financial Markets: The Role of CSR Communications. (2020). Samuel, Jim ; Caiazzo, Peter ; Menisy, Mohamed ; Kashyap, Rajiv. In: Papers. RePEc:arx:papers:2008.03443.

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2020Corporate Governance and Firms Financial Performance in the United Kingdom. (2020). ausloos, marcel ; Kyere, Martin. In: Papers. RePEc:arx:papers:2008.04048.

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2020Crowd, Lending, Machine, and Bias. (2020). Singh, Paramvir ; Huang, Yan ; Fu, Runshan. In: Papers. RePEc:arx:papers:2008.04068.

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2020Insider Ownership and Dividend Payout Policy: The Role of Business Cycle. (2020). Aliyeva, Asmar. In: Papers. RePEc:arx:papers:2008.04069.

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2020Bookmakers mispricing of the disappeared home advantage in the German Bundesliga after the COVID-19 break. (2020). Winkelmann, David ; Deutscher, Christian. In: Papers. RePEc:arx:papers:2008.05417.

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2020Neural Network-based Automatic Factor Construction. (2020). Liu, Xiang ; Xia, Zhikang ; Jiang, Yong ; Lin, Jianwu ; Fang, Jie. In: Papers. RePEc:arx:papers:2008.06225.

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2020Measuring and Managing Carbon Risk in Investment Portfolios. (2020). Roncalli, Thierry ; Sekine, Takaya ; Fr'ed'eric Lepetit, ; le Guenedal, Th'Eo. In: Papers. RePEc:arx:papers:2008.13198.

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2020Bear Markets and Recessions versus Bull Markets and Expansions. (2020). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2009.01343.

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2020Automated Market Makers for Decentralized Finance (DeFi). (2020). Wang, Yongge. In: Papers. RePEc:arx:papers:2009.01676.

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

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2020Distillation of News Flow into Analysis of Stock Reactions. (2020). Bommes, Elisabeth ; Chen, Cathy Y ; Hardle, Wolfgang Karl ; Zhang, Junni L. In: Papers. RePEc:arx:papers:2009.10392.

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2020Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models. (2020). Sen, Jaydip ; Dutta, Abhishek ; Mehtab, Sidra. In: Papers. RePEc:arx:papers:2009.10819.

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2020Stock2Vec: A Hybrid Deep Learning Framework for Stock Market Prediction with Representation Learning and Temporal Convolutional Network. (2020). Vinel, Aleksandr ; Weng, Bin ; Wang, Yijun. In: Papers. RePEc:arx:papers:2010.01197.

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2020Inference with a single treated cluster. (2020). Hagemann, Andreas. In: Papers. RePEc:arx:papers:2010.04076.

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2020Hierarchical PCA and Modeling Asset Correlations. (2020). Serur, Juan Andr'Es ; Avellaneda, Marco. In: Papers. RePEc:arx:papers:2010.04140.

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2020On the impact of publicly available news and information transfer to financial markets. (2020). , Barna ; Jazbec, Metod ; Kolm, Petter N ; Antulov-Fantulin, Nino ; Faltings, Felix. In: Papers. RePEc:arx:papers:2010.12002.

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2020Endogenous Representation of Asset Returns. (2020). Shkolnik, Alexander ; Zhou, Zhipu ; Oh, Sang-Yun . In: Papers. RePEc:arx:papers:2010.13245.

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2020Risk Preferences and Efficiency of Household Portfolios. (2020). Zhang, Zhaoyu ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2010.13928.

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2020Event-Driven Learning of Systematic Behaviours in Stock Markets. (2020). Wu, Xianchao. In: Papers. RePEc:arx:papers:2010.15586.

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2021Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

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2020Unifying the theory of storage and the risk premium by an unobservable intrinsic electricity price. (2020). Korn, Ralf ; Hinderks, Wieger ; Wagner, Andreas. In: Papers. RePEc:arx:papers:2011.03987.

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

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2020SuperDeConFuse: A Supervised Deep Convolutional Transform based Fusion Framework for Financial Trading Systems. (2020). Majumdar, Angshul ; Gupta, Pooja ; Chierchia, Giovanni ; Chouzenoux, Emilie . In: Papers. RePEc:arx:papers:2011.04364.

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

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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.

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2020Option Pricing Incorporating Factor Dynamics in Complete Markets. (2020). Lindquist, Brent W ; Shirvani, Abootaleb ; Hu, Yuan ; Rachev, Svetlozar T ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2011.08343.

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2021Predicting 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.

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2020Deep Portfolio Optimization via Distributional Prediction of Residual Factors. (2020). Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2012.07245.

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2020Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction. (2020). Minami, Kentaro ; Ito, Katsuya ; Nakagawa, Kei ; Imajo, Kentaro. In: Papers. RePEc:arx:papers:2012.10215.

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2020Insider trading in the run-up to merger announcements. Before and after the UKs Financial Services Act 2012. (2020). Ausloos, Marcel ; Pham, Rebecaa. In: Papers. RePEc:arx:papers:2012.11594.

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2021Deep 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.

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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.

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

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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.

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

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

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

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

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

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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]		article60
1972The Number of Firms and Competition. In: American Economic Review.
[Full Text][Citation analysis]		article10
1974The Empirical Relationships Between the Dividend and Investment Decisions of Firms. In: American Economic Review.
[Full Text][Citation analysis]		article39
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]		article243
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]		article8
1978The Effects of a Firms Investment and Financing Decisions on the Welfare of Its Security Holders. In: American Economic Review.
[Full Text][Citation analysis]		article26
1979Money, Bonds, and Foreign Exchange. In: American Economic Review.
[Full Text][Citation analysis]		article34
1981Stock Returns, Real Activity, Inflation, and Money. In: American Economic Review.
[Full Text][Citation analysis]		article638
1983Stock Returns, Real Activity, Inflation, and Money: Reply. In: American Economic Review.
[Full Text][Citation analysis]		article7
1987The Information in Long-Maturity Forward Rates. In: American Economic Review.
[Full Text][Citation analysis]		article478
2004The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article325
1970Efficient Capital Markets: A Review of Theory and Empirical Work. In: Journal of Finance.
[Full Text][Citation analysis]		article3679
1972Components of Investment Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article78
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]		article6
1976Efficient Capital Markets: Reply. In: Journal of Finance.
[Full Text][Citation analysis]		article29
1990 Stock Returns, Expected Returns, and Real Activity. In: Journal of Finance.
[Full Text][Citation analysis]		article460
1991 Efficient Capital Markets: II. 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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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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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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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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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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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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Value versus Growth: The International Evidence 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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Characteristics, Covariances, and Average Returns: 1929 to 1997 In: CRSP working papers.
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The Equity Premium. In: CRSP working papers.
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Newly Listed Firms: Fundamentals, Survival Rates, and Returns In: CRSP working papers.
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