33
H index
43
i10 index
29677
Citations
Eugene F. Fama, Sr. : Citation Profile
University of Chicago | RESEARCH PRODUCTION: 53 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
36 years (1969 - 2005). 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:
| Cites to:
|
Main data
Where Eugene F. Fama, Sr. has published?
| Journals with more than one article published | # docs |
|---|---|
| American Economic Review | 12 |
| Journal of Finance | 11 |
| The Journal of Business | 7 |
| Journal of Financial Economics | 7 |
| Journal of Political Economy | 6 |
| Journal of Law and Economics | 2 |
| International Economic Review | 2 |
| Journal of Monetary Economics | 2 |
Recent works citing Eugene F. Fama, Sr. (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19. Full description at Econpapers || Download paper | |
| 2017 | Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Ferreira, Eva ; Casas, Isabel ; Orbe, Susan. In: CREATES Research Papers. RePEc:aah:create:2017-33. Full description at Econpapers || Download paper | |
| 2017 | Long- 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. Full description at Econpapers || Download paper | |
| 2018 | Time-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. Full description at Econpapers || Download paper | |
| 2018 | Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24. Full description at Econpapers || Download paper | |
| 2018 | Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Capital 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. Full description at Econpapers || Download paper | |
| 2018 | Effects 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. Full description at Econpapers || Download paper | |
| 2019 | Efficiency and Forecast Performance of Commodity Futures Markets. (2019). Kalkuhl, Matthias ; Algieri, Bernardina. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2019.19.34. Full description at Econpapers || Download paper | |
| 2017 | London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05. Full description at Econpapers || Download paper | |
| 2018 | London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01. Full description at Econpapers || Download paper | |
| 2017 | Working Paper 273 - Stock (Mis)pricing and investment dynamics in Africa. (2017). Saidi, Atanda Mustapha . In: Working Paper Series. RePEc:adb:adbwps:2390. Full description at Econpapers || Download paper | |
| 2017 | Eponymous 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. Full description at Econpapers || Download paper | |
| 2018 | Option-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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Speculation 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. Full description at Econpapers || Download paper | |
| 2018 | Oil 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. Full description at Econpapers || Download paper | |
| 2018 | Effects 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. Full description at Econpapers || Download paper | |
| 2018 | Effects 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. Full description at Econpapers || Download paper | |
| 2017 | CAPM 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. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2019 | Corporate ownership structure and performance: An enquiry into India. (2019). Panchali, Jinesh ; Panda, Pradiptarathi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:93-110. Full description at Econpapers || Download paper | |
| 2019 | Corporate ownership structure and performance: An enquiry into India. (2019). Panchali, Jinesh ; Panda, Pradiptarathi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:93-110. Full description at Econpapers || Download paper | |
| 2017 | What 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. Full description at Econpapers || Download paper | |
| 2018 | Cooperatives 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. Full description at Econpapers || Download paper | |
| 2017 | DETERMINANTS 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. Full description at Econpapers || Download paper | |
| 2017 | SYSTEMATIC 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. Full description at Econpapers || Download paper | |
| 2018 | Adding Value to Sustainable Agri-Food Chains: Experimentation in the Pork Sector. (2018). Chapdaniel, Alain ; Filippi, Maryline. In: 166th Seminar, August 30-31, 2018, Galway, West of Ireland. RePEc:ags:eaa166:276199. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Dual 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. Full description at Econpapers || Download paper | |
| 2017 | Organisational 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. Full description at Econpapers || Download paper | |
| 2017 | Long 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. Full description at Econpapers || Download paper | |
| 2017 | Analiza 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. Full description at Econpapers || Download paper | |
| 2017 | Media Coverage and Food Commodities: Agricultural Futures Prices and Volatility Effects. (2017). Torero, Maximo ; Almanzar, Miguel . In: Discussion Papers. RePEc:ags:ubzefd:264781. Full description at Econpapers || Download paper | |
| 2017 | FOREIGN 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Governance 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The Performance and Asset Allocation of German Robo-Advisors. (2019). Puhle, Michael. In: Society and Economy. RePEc:aka:soceco:v:41:y:2019:i:3:p:331-351. Full description at Econpapers || Download paper | |
| 2018 | Using 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. Full description at Econpapers || Download paper | |
| 2019 | Wavelet 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. Full description at Econpapers || Download paper | |
| 2019 | Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440. Full description at Econpapers || Download paper | |
| 2017 | Ethics, Uncertainty, and Macroeconomics. (2017). Maziarz, Mariusz. In: Annales. Ethics in Economic Life. RePEc:ann:journl:v:20:y:2017:i:4:p:51-63. Full description at Econpapers || Download paper | |
| 2018 | IS 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Stock 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. Full description at Econpapers || Download paper | |
| 2017 | Determinants 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. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2017 | Tests 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. Full description at Econpapers || Download paper | |
| 2018 | Gender 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2018 | A note comprising a negative resolution of the Efficient Market Hypothesis. (2018). Viragh, Robert . In: Papers. RePEc:arx:papers:1011.0423. Full description at Econpapers || Download paper | |
| 2019 | Optimal 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. Full description at Econpapers || Download paper | |
| 2018 | Computational 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. Full description at Econpapers || Download paper | |
| 2017 | Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164. Full description at Econpapers || Download paper | |
| 2017 | Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342. Full description at Econpapers || Download paper | |
| 2017 | Law 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. Full description at Econpapers || Download paper | |
| 2018 | Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). BarunÃk, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946. Full description at Econpapers || Download paper | |
| 2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
| 2018 | Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Liao, Yuan ; Fan, Jianqing ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041. Full description at Econpapers || Download paper | |
| 2017 | Evidence 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. Full description at Econpapers || Download paper | |
| 2018 | Random 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. Full description at Econpapers || Download paper | |
| 2019 | Are Order Anticipation Strategies Harmful? A Theoretical Approach. (2017). Strehle, Elias . In: Papers. RePEc:arx:papers:1609.00599. Full description at Econpapers || Download paper | |
| 2017 | Understanding 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. Full description at Econpapers || Download paper | |
| 2017 | Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571. Full description at Econpapers || Download paper | |
| 2017 | A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
| 2017 | Trading strategies for stock pairs regarding to the cross-impact cost. (2017). Wang, Shanshan. In: Papers. RePEc:arx:papers:1701.03098. Full description at Econpapers || Download paper | |
| 2017 | Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1701.07175. Full description at Econpapers || Download paper | |
| 2017 | A Theory of Market Efficiency. (2017). Rao, Anup . In: Papers. RePEc:arx:papers:1702.03290. Full description at Econpapers || Download paper | |
| 2017 | Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374. Full description at Econpapers || Download paper | |
| 2017 | Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Zibriczky, David ; Erdos, Peter . In: Papers. RePEc:arx:papers:1703.09500. Full description at Econpapers || Download paper | |
| 2017 | How Wave - Wavelet Trading Wins and Beats the Market. (2017). Tran, Lanh . In: Papers. RePEc:arx:papers:1704.00383. Full description at Econpapers || Download paper | |
| 2018 | Discretion 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. Full description at Econpapers || Download paper | |
| 2017 | Crude 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. Full description at Econpapers || Download paper | |
| 2017 | Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. (2017). Sattayatham, Pairote ; Chatpatanasiri, Ratthachat ; Wang, Haizhen . In: Papers. RePEc:arx:papers:1706.02985. Full description at Econpapers || Download paper | |
| 2017 | Open Source Fundamental Industry Classification. (2017). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1706.04210. Full description at Econpapers || Download paper | |
| 2017 | Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata. In: Papers. RePEc:arx:papers:1706.06832. Full description at Econpapers || Download paper | |
| 2017 | Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1707.05552. Full description at Econpapers || Download paper | |
| 2017 | Impact of the Global Crisis on SME Internal vs. External Financing in China. (2017). ausloos, marcel ; He, Shixue . In: Papers. RePEc:arx:papers:1707.06635. Full description at Econpapers || Download paper | |
| 2018 | Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618. Full description at Econpapers || Download paper | |
| 2017 | The Size Premium in Equity Markets: Where is the Risk?. (2017). Bouchaud, Jean-Philippe ; Lemp, Yves ; Simon, Guillaume ; Emmanuel, ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1708.00644. Full description at Econpapers || Download paper | |
| 2019 | On the existence of sure profits via flash strategies. (2019). Platen, Eckhard ; Pelger, Markus ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1708.03099. Full description at Econpapers || Download paper | |
| 2017 | Systematic Noise: Micro-movements in Equity Options Markets. (2017). Wu, Adam . In: Papers. RePEc:arx:papers:1708.06855. Full description at Econpapers || Download paper | |
| 2017 | Behind the price: on the role of agents reflexivity in financial market microstructure. (2017). Lillo, Fabrizio ; Barucca, Paolo. In: Papers. RePEc:arx:papers:1708.07047. Full description at Econpapers || Download paper | |
| 2017 | Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas ; Papaioannou, George P. In: Papers. RePEc:arx:papers:1708.07063. Full description at Econpapers || Download paper | |
| 2017 | Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). BarunÃk, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622. Full description at Econpapers || Download paper | |
| 2018 | Deep Stock Representation Learning: From Candlestick Charts to Investment Decisions. (2018). Miemie, Qiangwei ; Hospedales, Timothy ; Robertson, Neil ; Liu, Jianguo ; Xie, Fei ; Zhang, Zhihong ; Sung, Flood ; Yu, Zehao ; Yang, Kai ; Hu, Yuxin . In: Papers. RePEc:arx:papers:1709.03803. Full description at Econpapers || Download paper | |
| 2017 | Random walks and market efficiency in Chinese and Indian equity markets. (2017). Kambekar, Kaustubh S ; Awasthi, Achal ; Malafeyev, Oleg. In: Papers. RePEc:arx:papers:1709.04059. Full description at Econpapers || Download paper | |
| 2018 | Threshold-Based Portfolio: The Role of the Threshold and Its Applications. (2018). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1709.09822. Full description at Econpapers || Download paper | |
| 2017 | Macroeconomics and FinTech: Uncovering Latent Macroeconomic Effects on Peer-to-Peer Lending. (2017). Wong, Ken Sze-Wai ; Lim, Lek-Heng ; Foo, Jessica. In: Papers. RePEc:arx:papers:1710.11283. Full description at Econpapers || Download paper | |
| 2018 | Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2018 | A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). di Matteo, Tiziana ; Buonocore, Riccardo Junior ; Verma, Anshul. In: Papers. RePEc:arx:papers:1712.02138. Full description at Econpapers || Download paper | |
| 2018 | Improving Stock Market Prediction via Heterogeneous Information Fusion. (2018). Yu, Philip S ; Fang, Binxing ; Yao, Yuntao ; Wang, Senzhang ; Zhang, Yunjia. In: Papers. RePEc:arx:papers:1801.00588. Full description at Econpapers || Download paper | |
| 2018 | Exploiting Investors Social Network for Stock Prediction in Chinas Market. (2018). Fang, Binxing ; Wang, DI ; Shi, Jiawei ; Zhang, XI. In: Papers. RePEc:arx:papers:1801.00597. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Eugene F. Fama, Sr.:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1970 | Multiperiod Consumption-Investment Decisions. In: American Economic Review. [Full Text][Citation analysis] | article | 56 |
| 1972 | The Number of Firms and Competition. In: American Economic Review. [Full Text][Citation analysis] | article | 7 |
| 1974 | The Empirical Relationships Between the Dividend and Investment Decisions of Firms. In: American Economic Review. [Full Text][Citation analysis] | article | 33 |
| 1974 | The Number of Firms and Competition: Reply. In: American Economic Review. [Citation analysis] | article | 0 |
| 1975 | Short-Term Interest Rates as Predictors of Inflation. In: American Economic Review. [Full Text][Citation analysis] | article | 234 |
| 1976 | Multiperiod Consumption-Investment Decisions: A Correction. In: American Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1977 | Interest Rates and Inflation: The Message in the Entrails. In: American Economic Review. [Full Text][Citation analysis] | article | 6 |
| 1978 | The Effects of a Firms Investment and Financing Decisions on the Welfare of Its Security Holders. In: American Economic Review. [Full Text][Citation analysis] | article | 20 |
| 1979 | Money, Bonds, and Foreign Exchange. In: American Economic Review. [Full Text][Citation analysis] | article | 34 |
| 1981 | Stock Returns, Real Activity, Inflation, and Money. In: American Economic Review. [Full Text][Citation analysis] | article | 560 |
| 1983 | Stock Returns, Real Activity, Inflation, and Money: Reply. In: American Economic Review. [Full Text][Citation analysis] | article | 6 |
| 1987 | The Information in Long-Maturity Forward Rates. In: American Economic Review. [Full Text][Citation analysis] | article | 426 |
| 2004 | The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 263 |
| 1970 | Efficient Capital Markets: A Review of Theory and Empirical Work. In: Journal of Finance. [Full Text][Citation analysis] | article | 3027 |
| 1972 | Components of Investment Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 64 |
| 1973 | A Note on the Market Model and the Two-Parameter Model. In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 1974 | Long-Term Growth in a Short-Term Market. In: Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 1976 | Efficient Capital Markets: Reply. In: Journal of Finance. [Full Text][Citation analysis] | article | 24 |
| 1990 | Stock Returns, Expected Returns, and Real Activity. In: Journal of Finance. [Full Text][Citation analysis] | article | 393 |
| 1991 | Efficient Capital Markets: II. In: Journal of Finance. [Full Text][Citation analysis] | article | 1162 |
| 1992 | The Cross-Section of Expected Stock Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 3116 |
| 1995 | Size and Book-to-Market Factors in Earnings and Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 509 |
| 1996 | Multifactor Explanations of Asset Pricing Anomalies. In: Journal of Finance. [Full Text][Citation analysis] | article | 1453 |
| 1996 | The CAPM Is Wanted, Dead or Alive. In: Journal of Finance. [Full Text][Citation analysis] | article | 61 |
| 1990 | Editorial In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 1993 | Common risk factors in the returns on stocks and bonds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 5247 |
| 1997 | Industry costs of equity In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1182 |
| 1998 | Market efficiency, long-term returns, and behavioral finance In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 829 |
| Market Efficiency, Long-term Returns, and Behavioral Finance.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 829 | paper | ||
| Market Efficiency, Long-Term Returns, and Behavioral Finance..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 829 | paper | ||
| 2001 | Disappearing dividends: changing firm characteristics or lower propensity to pay? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 623 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 623 | paper | ||
| 2004 | New lists: Fundamentals and survival rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 146 |
| 2005 | Financing decisions: who issues stock? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 176 |
| 1990 | Term-structure forecasts of interest rates, inflation and real returns In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 159 |
| 1992 | Transitory variation in investment and output In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 30 |
| 1969 | The Adjustment of Stock Prices to New Information. In: International Economic Review. [Full Text][Citation analysis] | article | 609 |
| 1969 | Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs. In: International Economic Review. [Full Text][Citation analysis] | article | 27 |
| 2002 | Testing Trade-Off and Pecking Order Predictions About Dividends and Debt In: Review of Financial Studies. [Citation analysis] | article | 629 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 629 | paper | ||
| 1972 | Perfect Competition and Optimal Production Decisions under Uncertainty In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 1991 | Time, Salary, and Incentive Payoffs in Labor Contracts. In: Journal of Labor Economics. [Full Text][Citation analysis] | article | 16 |
| 1983 | Separation of Ownership and Control. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 2493 |
| 1983 | Agency Problems and Residual Claims. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 595 |
| 1971 | Information and Capital Markets. In: The Journal of Business. [Full Text][Citation analysis] | article | 10 |
| 1979 | Inflation, Interest, and Relative Prices. In: The Journal of Business. [Full Text][Citation analysis] | article | 7 |
| 1982 | Inflation, Output, and Money. In: The Journal of Business. [Full Text][Citation analysis] | article | 23 |
| 1987 | Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage. In: The Journal of Business. [Full Text][Citation analysis] | article | 291 |
| 1990 | Contract Costs and Financing Decisions. In: The Journal of Business. [Full Text][Citation analysis] | article | 34 |
| 1996 | Discounting under Uncertainty. In: The Journal of Business. [Full Text][Citation analysis] | article | 23 |
| 2000 | Forecasting Profitability and Earnings. In: The Journal of Business. [Full Text][Citation analysis] | article | 162 |
| Forecasting Profitability and Earnings.() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 162 | paper | ||
| Forecasting Profitability and Earnings..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 162 | paper | ||
| 1971 | Risk, Return, and Equilibrium. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 20 |
| 1973 | Risk, Return, and Equilibrium: Empirical Tests. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2559 |
| 1973 | Risk, Return, and Portfolio Analysis: Reply. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
| 1976 | Inflation Uncertainty and Expected Returns on Treasury Bills. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 41 |
| 1980 | Agency Problems and the Theory of the Firm. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 1485 |
| 1988 | Permanent and Temporary Components of Stock Prices. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 750 |
| Taxes, Financing Decisions, and Firm Value In: CRSP working papers. [Citation analysis] | paper | 0 | |
| Determining the Number of Priced State Variables in the ICAPM In: CRSP working papers. [Citation analysis] | paper | 1 | |
| 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] | paper | 0 | |
| 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] | paper | 0 | |
| 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] | paper | 31 | |
| Characteristics, Covariances, and Average Returns: 1929-1997..() In: CRSP working papers. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | ||
| The Equity Premium. In: CRSP working papers. [Citation analysis] | paper | 8 | |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns In: CRSP working papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team