Kenneth French : Citation Profile


Are you Kenneth French?

Dartmouth College
National Bureau of Economic Research (NBER)

31

H index

34

i10 index

23297

Citations

RESEARCH PRODUCTION:

36

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1980 - 2008). See details.
   Cites by year: 832
   Journals where Kenneth French has often published
   Relations with other researchers
   Recent citing documents: 1318.    Total self citations: 6 (0.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr33
   Updated: 2021-03-01    RAS profile: 2009-06-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kenneth French.

Is cited by:

Zhang, Lu (132)

Campbell, John (123)

Guidolin, Massimo (90)

faff, robert (86)

Stulz, René (77)

Hirshleifer, David (72)

Bollerslev, Tim (67)

Stambaugh, Robert (66)

Guo, Hui (61)

Pastor, Lubos (54)

Harvey, Campbell (52)

Cites to:

Fama, Eugene (16)

Shleifer, Andrei (7)

merton, robert (5)

Ritter, Jay (5)

Titman, Sheridan (4)

Stein, Jeremy (4)

Shanken, Jay (4)

Gompers, Paul (4)

Vishny, Robert (4)

Sharpe, William (4)

Stambaugh, Robert (3)

Main data


Where Kenneth French has published?


Journals with more than one article published# docs
Journal of Financial Economics14
Journal of Finance10
The Journal of Business4
Journal of Applied Corporate Finance2
Journal of Political Economy2

Recent works citing Kenneth French (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.

Full description at Econpapers || Download paper

2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The Predictive Power of NZX Dairy Futures. (2020). Fernandez-Perez, Adrian ; Schoen, Tilman ; Scott, Ayesha. In: 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia. RePEc:ags:aare20:305230.

Full description at Econpapers || Download paper

2020High Dimensional Estimation and Multi-Factor Models. (2019). Jarrow, Robert ; Wells, Martin T ; Basu, Sumanta ; Zhu, Liao. In: Papers. RePEc:arx:papers:1804.08472.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020The Size Effect Revisited. (2019). Sarantsev, Andrey ; Liu, YI ; Grove, Taran ; Flores, Brandon. In: Papers. RePEc:arx:papers:1907.08911.

Full description at Econpapers || Download paper

2020Equity Premium Puzzle or Faulty Economic Modelling?. (2019). Rachev, Svetlozar T ; Fabozzi, Frank J ; Stoyanov, Stoyan V ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1909.13019.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Investor Experiences and International Capital Flows. (2020). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:2001.07790.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020A study on the leverage effect on financial series using a TAR model: a Bayesian approach. (2020). Nieto, Fabio ; Espinosa, Oscar. In: Papers. RePEc:arx:papers:2002.05319.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Machine Learning Portfolio Allocation. (2020). Ruppert, David ; Pinelis, Michael. In: Papers. RePEc:arx:papers:2003.00656.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Fan, Rui ; Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2101.11568.

Full description at Econpapers || Download paper

2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

Full description at Econpapers || Download paper

2020Firm Level Characteristics and Stock Returns: Evidence from Selected Insurance Companies Listed on the Dhaka Stock Exchange. (2020). Barua, Senjuti. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1356-1365.

Full description at Econpapers || Download paper

2020Impact of Free Cash Flows on Dividend Pay-Out in Jordanian Banks. (2020). Al-Fasfus, Fuad Suliman. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:547-558.

Full description at Econpapers || Download paper

2020R&D Spending and Stock Returns: Evidence from South Korea. (2020). Park, Keun Jae ; Kim, Young Sik. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:744-757.

Full description at Econpapers || Download paper

2020Calendar Effect and Returns of Listed Companies on the Ghana Stock Exchange: A DOLS and GARCH Modelling. (2020). Asare-Adu, Anthony ; Atuah, Theophilus Sakyiamah ; Agyapong, Daniel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:920-935.

Full description at Econpapers || Download paper

2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

Full description at Econpapers || Download paper

2020Mutual funds performance: the role of distribution networks and bank affiliation. (2020). Marinelli, Giuseppe ; Hamaui, Andrea ; Cardillo, Andrea ; Albareto, Giorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1272_20.

Full description at Econpapers || Download paper

2020THE MONITORING ROLE OF NON-EXECUTIVE DIRECTORS IN VIETNAM FROM A RETURN-VOLATILITY PERSPECTIVE. (2020). Thai, Kim Phong ; Tran, Thi Siem ; To, Anh Tho ; Hong, Thi Thu. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:224:p:29-52.

Full description at Econpapers || Download paper

2020Granular Instrumental Variables. (2020). Gabaix, Xavier. In: Working Papers. RePEc:bfi:wpaper:2020-177.

Full description at Econpapers || Download paper

2020Cybersecurity Risk. (2020). Louca, Christodoulos ; Florakis, Chris ; Weber, Michael ; Michaely, Roni. In: Working Papers. RePEc:bfi:wpaper:2020-178.

Full description at Econpapers || Download paper

2020Sustainable Investing in Equilibrium. (2020). Stambaugh, Robert ; Pastor, Lubos ; Taylor, Lucian A. In: Working Papers. RePEc:bfi:wpaper:2020-24.

Full description at Econpapers || Download paper

2020Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39.

Full description at Econpapers || Download paper

2020Mutual Fund Performance and Flows During the COVID-19 Crisis. (2020). Vorsatz, Blair M ; Pastor, Lubos. In: Working Papers. RePEc:bfi:wpaper:2020-96.

Full description at Econpapers || Download paper

2020Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals. (2020). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella. In: Discussion Papers. RePEc:bir:birmec:20-21.

Full description at Econpapers || Download paper

2020Mind the buybacks, beware of the leverage. (2020). Aramonte, Sirio. In: BIS Quarterly Review. RePEc:bis:bisqtr:2009d.

Full description at Econpapers || Download paper

2020What can commercial property performance reveal about bank valuations?. (2020). Takats, Elod ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:900.

Full description at Econpapers || Download paper

2020A Cause for Alarm? The Long‐term Performance of Shareholder Class Action Defendants. (2020). McAlpin, Luke ; Aspris, Angelo. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:2:p:213-229.

Full description at Econpapers || Download paper

2020When are dividend increases bad for corporate bonds?. (2020). Do, Viet ; Truong, Cameron ; Wei, Xiaoting. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1295-1326.

Full description at Econpapers || Download paper

2020The financial distress pricing puzzle in banking firms. (2020). Lee, Inro ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1351-1384.

Full description at Econpapers || Download paper

2020Emerging new themes in environmental, social and governance investing: a systematic literature review. (2020). Daugaard, Dan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1501-1530.

Full description at Econpapers || Download paper

2020Market segmentation and supply‐chain predictability: evidence from China. (2020). Wu, Chongfeng ; Diao, Xundi ; Li, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1531-1562.

Full description at Econpapers || Download paper

2020Has the value of cash increased over time?. (2020). Park, Duri ; Jung, Boochun ; Chung, Jiwoong. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2263-2299.

Full description at Econpapers || Download paper

2020Investor reaction to accounting misstatements under IFRS: Australian evidence. (2020). Ahmed, Kamran ; Simsir, Serif Aziz ; Atilgan, Yigit ; Goodwin, John. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2467-2512.

Full description at Econpapers || Download paper

2020The seasonality of gold prices in China does the risk‐aversion level matter?. (2020). Xiao, Bing ; Zhu, Zhenzhen ; van Hoang, Thi Hong ; Wong, Wing Keung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2617-2664.

Full description at Econpapers || Download paper

2020Structural holes and hedge fund return comovement: evidence from network‐connected stock hedge funds in China. (2020). Xiao, Tusheng ; Wang, Xueding ; Li, Yang. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2811-2841.

Full description at Econpapers || Download paper

2020Margin trading and price efficiency: information content or price‐adjustment speed?. (2020). Lv, Dayong ; Wu, Wenfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2889-2918.

Full description at Econpapers || Download paper

2020Quality investing in Asian stock markets. (2020). Shen, Jianfu ; Allen, Chi Cheong . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3033-3064.

Full description at Econpapers || Download paper

2020High accruals momentum. (2020). Jang, Ju Won ; Hao, Xiaoting ; Lee, Eunju. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3647-3679.

Full description at Econpapers || Download paper

2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

Full description at Econpapers || Download paper

2020Abnormal returns and asymmetric information surrounding strategic and financial acquisitions. (2020). Osborne, Sarah . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3991-4030.

Full description at Econpapers || Download paper

2020Analyst versus model?based earnings forecasts: implied cost of capital applications. (2020). Cannavan, Damien ; Paton, Alexander P ; Hoang, Khoa ; Gray, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4061-4092.

Full description at Econpapers || Download paper

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

Works by Kenneth French:


YearTitleTypeCited
1991Investor Diversification and International Equity Markets. In: American Economic Review.
[Full Text][Citation analysis]
article843
1991Investor Diversification and International Equity Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 843
paper
2004The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article301
2001DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article717
2001Disappearing dividends: changing firm characteristics or lower propensity to pay?.(2001) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 717
article
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 717
paper
1989PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article0
1983 Taxes and the Pricing of Stock Index Futures. In: Journal of Finance.
[Full Text][Citation analysis]
article49
1984 Anomalies in Security Returns and the Specification of the Market Model: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]
article0
1992 The Cross-Section of Expected Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article3387
1995 Size and Book-to-Market Factors in Earnings and Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article551
1996 Multifactor Explanations of Asset Pricing Anomalies. In: Journal of Finance.
[Full Text][Citation analysis]
article1600
1996 The CAPM Is Wanted, Dead or Alive. In: Journal of Finance.
[Full Text][Citation analysis]
article68
2006The Value Premium and the CAPM In: Journal of Finance.
[Full Text][Citation analysis]
article135
2008Presidential Address: The Cost of Active Investing In: Journal of Finance.
[Full Text][Citation analysis]
article182
2008Dissecting Anomalies In: Journal of Finance.
[Full Text][Citation analysis]
article393
2008Average Returns, B/M, and Share Issues In: Journal of Finance.
[Full Text][Citation analysis]
article29
1991Trading mechanisms and value-discovery: Cross-national evidence and policy implications : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article1
1983A comparison of futures and forward prices In: Journal of Financial Economics.
[Full Text][Citation analysis]
article31
1986Stock return variances : The arrival of information and the reaction of traders In: Journal of Financial Economics.
[Full Text][Citation analysis]
article537
1987Expected stock returns and volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1336
1988Dividend yields and expected stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1109
1989Business conditions and expected returns on stocks and bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1290
1991Were Japanese stock prices too high? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article88
1990ARE JAPANESE STOCK PRICES TOO HIGH?.(1990) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 88
paper
1990Were Japanese Stock Prices Too High?.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 88
paper
1993Common risk factors in the returns on stocks and bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]
article6030
1997Industry costs of equity In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1361
2004New lists: Fundamentals and survival rates In: Journal of Financial Economics.
[Full Text][Citation analysis]
article166
2005Financing decisions: who issues stock? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article197
2006Profitability, investment and average returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article171
2007Disagreement, tastes, and asset prices In: Journal of Financial Economics.
[Full Text][Citation analysis]
article84
1980Stock returns and the weekend effect In: Journal of Financial Economics.
[Full Text][Citation analysis]
article444
1990Japanese and U.S. cross-border common stock investments In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article20
1988Crash Testing the Efficient Market Hypothesis In: NBER Chapters.
[Full Text][Citation analysis]
chapter3
1984Sealed Bids, Sunk Costs, and the Process of Competition. In: The Journal of Business.
[Full Text][Citation analysis]
article52
1986Detecting Spot Price Forecasts in Futures Prices. In: The Journal of Business.
[Full Text][Citation analysis]
article42
1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage. In: The Journal of Business.
[Full Text][Citation analysis]
article330
2000Forecasting Profitability and Earnings. In: The Journal of Business.
[Full Text][Citation analysis]
article177
Forecasting Profitability and Earnings.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 177
paper
Forecasting Profitability and Earnings..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 177
paper
1983Effects of Nominal Contracting on Stock Returns. In: Journal of Political Economy.
[Full Text][Citation analysis]
article33
1988Permanent and Temporary Components of Stock Prices. In: Journal of Political Economy.
[Full Text][Citation analysis]
article785
Taxes, Financing Decisions, and Firm Value In: CRSP working papers.
[Citation analysis]
paper0
Value versus Growth: The International Evidence In: CRSP working papers.
[Citation analysis]
paper0
Value Versus Growth: The International Evidence..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
The Corporate Cost of Capital and the Return on Corporate Investment In: CRSP working papers.
[Citation analysis]
paper0
The Corporate Cost of Capital and the Return on Corporate Investment.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
Characteristics, Covariances, and Average Returns: 1929 to 1997 In: CRSP working papers.
[Citation analysis]
paper31
Characteristics, Covariances, and Average Returns: 1929-1997..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 31
paper
Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” In: CRSP working papers.
[Citation analysis]
paper716
The Equity Premium. In: CRSP working papers.
[Citation analysis]
paper8
Newly Listed Firms: Fundamentals, Survival Rates, and Returns In: CRSP working papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team