Kenneth French : Citation Profile


Are you Kenneth French?

Dartmouth College
National Bureau of Economic Research (NBER)

34

H index

40

i10 index

20039

Citations

RESEARCH PRODUCTION:

42

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1980 - 2008). See details.
   Cites by year: 715
   Journals where Kenneth French has often published
   Relations with other researchers
   Recent citing documents: 2065.    Total self citations: 8 (0.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr33
   Updated: 2019-02-13    RAS profile: 2009-06-08    
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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 Kenneth French.

Is cited by:

Campbell, John (125)

Zhang, Lu (120)

Guidolin, Massimo (72)

faff, robert (70)

Hirshleifer, David (64)

Stambaugh, Robert (60)

Guo, Hui (59)

Stulz, René (59)

Bollerslev, Tim (58)

Harvey, Campbell (57)

Polk, Christopher (55)

Cites to:

Fama, Eugene (22)

Shleifer, Andrei (8)

merton, robert (6)

Ritter, Jay (6)

Vishny, Robert (5)

Shanken, Jay (5)

Sharpe, William (5)

Titman, Sheridan (5)

Stein, Jeremy (4)

Gompers, Paul (4)

Harvey, Campbell (4)

Main data


Where Kenneth French has published?


Journals with more than one article published# docs
Journal of Finance16
Journal of Financial Economics14
The Journal of Business4
Journal of Political Economy2
Journal of Applied Corporate Finance2

Recent works citing Kenneth French (2018 and 2017)


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

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

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

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2018The Risk Premia Embedded in Index Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-07.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2017Analysis of the impact of select macroeconomic variables on the Indian stock market: A heteroscedastic cointegration approach. (2017). Alam, Naushad. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264630.

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2017Wave after Wave: Contagion Risk from Commodity Markets. (2017). Algieri, Bernardina ; Leccadito, Arturo. In: Discussion Papers. RePEc:ags:ubzefd:257801.

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

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

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

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2017Weekend Effect and Short Sales: Evidence from Hong Kong. (2017). Cai, Jinghan ; Zhai, Weili ; Xia, LE ; He, Jibao. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:8-18.

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

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

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

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2018Why Indexing Works. (2018). Heaton, J B ; Witte, J H ; Polson, N G. In: Papers. RePEc:arx:papers:1510.03550.

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

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

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

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

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

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2018Predictable Forward Performance Processes: The Binomial Case. (2018). Angoshtari, Bahman ; Yu, Xun ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:1611.04494.

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

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

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

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2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308.

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

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

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

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2017Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. (2017). Caccia, Massimo ; Bruno, . In: Papers. RePEc:arx:papers:1707.02019.

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

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

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

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2017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperu, Waldo ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1708.04532.

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

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

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

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

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2017Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis. (2017). Magris, Martin ; Kanniainen, Juho ; Rasanen, Esa ; Kim, Jiyeong. In: Papers. RePEc:arx:papers:1711.03534.

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

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2019Forecasting dynamic return distributions based on ordered binary choice. (2019). Baruník, Jozef ; Anatolyev, Stanislav. In: Papers. RePEc:arx:papers:1711.05681.

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

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

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

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

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

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

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

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

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2018The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study. (2018). Henchiri, Jamel ; Kefi, Mohamed ; Chniguir, Mounira. In: Papers. RePEc:arx:papers:1804.05103.

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2018High Dimensional Estimation and Multi-Factor Models. (2018). Jarrow, Robert ; Wells, Martin T ; Basu, Sumanta ; Zhu, Liao. In: Papers. RePEc:arx:papers:1804.08472.

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2018Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314.

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2018Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Paulin, James ; Wooldridge, Michael ; Calinescu, Anisoara . In: Papers. RePEc:arx:papers:1805.08454.

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2018Dynamic Advisor-Based Ensemble (dynABE): Case Study in Stock Trend Prediction of Critical Metal Companies. (2018). Dong, Zhengyang. In: Papers. RePEc:arx:papers:1805.12111.

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2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Fu, Xin-Lan ; Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu. In: Papers. RePEc:arx:papers:1806.07604.

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2018News-based trading strategies. (2018). Feuerriegel, Stefan ; Prendinger, Helmut . In: Papers. RePEc:arx:papers:1807.06824.

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2018Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan. In: Papers. RePEc:arx:papers:1807.09423.

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2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

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2018The NEU Meta-Algorithm for Geometric Learning with Applications in Finance. (2018). Kratsios, Anastasis ; Hyndman, Cody B. In: Papers. RePEc:arx:papers:1809.00082.

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

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2018A six-factor asset pricing model. (2018). Roy, Rahul ; Shijin, Santhakumar. In: Papers. RePEc:arx:papers:1810.07790.

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2018Spanning Tests for Markowitz Stochastic Dominance. (2018). Topaloglou, Nikolas ; Scaillet, Olivier ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:1810.10800.

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2018Asset Price Distributions and Efficient Markets. (2018). Stroup, Caleb ; Fernholz, Ricardo. In: Papers. RePEc:arx:papers:1810.12840.

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2018Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. (2018). Flori, Andrea ; Spelta, Alessandro ; Pammolli, Fabio ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1811.01624.

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2018An updated review of (sub-)optimal diversification models. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1811.08255.

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2018Lagged correlation-based deep learning for directional trend change prediction in financial time series. (2018). Moews, Ben ; Ibikunle, Gbenga ; Herrmann, Michael J. In: Papers. RePEc:arx:papers:1811.11287.

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2018Continual Learning Augmented Investment Decisions. (2018). Philps, Daniel ; Batchelor, Roy ; D'Avila, Artur ; Weyde, Tillman. In: Papers. RePEc:arx:papers:1812.02340.

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2018Quantification of market efficiency based on informational-entropy. (2018). Rothenstein, Roland . In: Papers. RePEc:arx:papers:1812.02371.

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2018The Rank Effect. (2018). Fernholz, Ricardo T ; Koch, Christoffer . In: Papers. RePEc:arx:papers:1812.06000.

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2017The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate. (2017). Christian, Weis ; Sebastian, Steffen ; Woltering, Rene-Ojas. In: ERES. RePEc:arz:wpaper:eres2017_325.

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2017The Performance of REIT Acquirers in the Post-Merger Period. (2017). Dimovski, Bill ; Keneley, Monica ; Ratcliffe, Chris. In: ERES. RePEc:arz:wpaper:eres2017_43.

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2018Willingness or Market Power: What Induces Tenants to Pay for Energy Efficient Housing?. (2018). Pommeranz, Carolin ; Steininger, Bertram Ingolf. In: ERES. RePEc:arz:wpaper:eres2018_134.

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2018Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215.

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2018The REIT Debt Puzzle. (2018). Nguyen, Duy Linh ; Steininger, Bertram Ingolf ; Breuer, Wolfgang. In: ERES. RePEc:arz:wpaper:eres2018_77.

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2018The Information Content of Analysts Net Asset Value Estimates: The Case of Real Estate Investment Trusts (REITs). (2018). Chacon, Ryan ; Pukthuanthong, Kuntara ; French, Dan. In: ERES. RePEc:arz:wpaper:eres2018_82.

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2017The Effect of Exchange Rate Volatility on Stock Return in Taiwan Around Abenomics. (2017). Chien-Chung, Nieh ; Hsun-Fang, Cho . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:368-380.

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2018Ownership Structure and Bank Performance: Empirical Evidence from the UAE. (2018). Owusu-Antwi, George ; Ofei, Patrick ; Banerjee, Rachna. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1422-1438.

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2018An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE). (2018). Chhapra, Imran ; Ahmed, Farhan ; Saad, Sanyah ; Kashif, Muhammad. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:449-465.

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2017Credit Misallocation During the European Financial Crisis. (2017). Sette, Enrico ; Schivardi, Fabiano ; Tabellini, Guido. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1753.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2018Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884.

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2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

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2018Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence. (2018). Guidolin, Massimo ; Ricci, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1888.

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2017Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins. (2017). Shekhar, Chirag ; Trede, Mark. In: Review of Economics & Finance. RePEc:bap:journl:170303.

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2017Family Ownership, Earnings Informativeness, and Role of Audit Committees: An Empirical Investigation in India. (2017). Krishna, Prasanna ; Bharat, Arora ; Geeta, Ramanathan . In: Review of Economics & Finance. RePEc:bap:journl:170305.

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2018Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil. (2018). Chen, Hsiu-Lang ; Malaquias, Rodrigo F. In: Review of Economics & Finance. RePEc:bap:journl:180201.

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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]
article738
1991Investor Diversification and International Equity Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 738
paper
2004The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article229
2001DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article539
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: 539
article
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 539
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]
article34
1984 Anomalies in Security Returns and the Specification of the Market Model: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]
article0
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1987Expected stock returns and volatility In: Journal of Financial Economics.
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