Kenneth French : Citation Profile


Are you Kenneth French?

Dartmouth College
National Bureau of Economic Research (NBER)

32

H index

34

i10 index

28580

Citations

RESEARCH PRODUCTION:

36

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1980 - 2008). See details.
   Cites by year: 1020
   Journals where Kenneth French has often published
   Relations with other researchers
   Recent citing documents: 2347.    Total self citations: 6 (0.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr33
   Updated: 2023-01-28    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 (142)

Campbell, John (134)

faff, robert (96)

Guidolin, Massimo (92)

Stulz, René (87)

Hirshleifer, David (76)

Bollerslev, Tim (71)

Stambaugh, Robert (69)

Brooks, Chris (65)

Guo, Hui (63)

Pastor, Lubos (58)

Cites to:

Fama, Eugene (21)

Shleifer, Andrei (8)

Ritter, Jay (7)

Campbell, John (6)

Shiller, Robert (5)

merton, robert (5)

Vishny, Robert (5)

Shanken, Jay (5)

Sharpe, William (4)

Titman, Sheridan (4)

Gompers, Paul (4)

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 Political Economy2
Journal of Applied Corporate Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Kenneth French (2022 and 2021)


YearTitle of citing document
2021Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas. (2021). Violante, Francesco ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2021-05.

Full description at Econpapers || Download paper

2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

Full description at Econpapers || Download paper

2022Popular Personal Financial Advice versus the Professors. (2022). Choi, James J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:167-92.

Full description at Econpapers || Download paper

2022The past, the present and the prospective future of efficient market hypothesis: a theoretical and empirical investigation of international stock markets. (2022). Dhanda, Neelam ; Pasricha, Laurel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:89-106.

Full description at Econpapers || Download paper

2021Multifactorial analysis of the price formation in the terms of a risk-free rate. (2021). Radu, Iulian ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(628):y:2021:i:3(628):p:33-44.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021The Impact of Macroeconomic Variables on Capital Market Development in Botswana’s Economy. (2021). Molefhi, Koketso. In: African Journal of Economic Review. RePEc:ags:afjecr:315797.

Full description at Econpapers || Download paper

2021The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: FEEM Working Papers. RePEc:ags:feemwp:309916.

Full description at Econpapers || Download paper

2021Carbon Boards and Transition Risk: Explicit and Implicit exposure implications for Total Stock Returns and Dividend Payouts. (2021). Xepapadeas, Anastasios ; Pareglio, Stefano ; Mazzarano, Matteo ; Guastella, Gianni. In: FEEM Working Papers. RePEc:ags:feemwp:316261.

Full description at Econpapers || Download paper

2022Corporate Environmental Information Disclosure and Investor Response: Empirical Evidence from Chinas Capital Market. (2022). Zhang, ZhongXiang ; Meng, Jia. In: FEEM Working Papers. RePEc:ags:feemwp:317842.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Capital Gain Predictability Using Financial Ratios: A Case Study of Agribusiness Stocks. (2021). Abdurofi, Ilmas. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:316273.

Full description at Econpapers || Download paper

2021International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. (2021). Torsin, Wouter ; Thewissen, James ; Henry, Elaine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021016.

Full description at Econpapers || Download paper

2022The Anatomy of the Global Saving Glut. (2022). Schularick, Moritz ; Novokmet, Filip ; Bauluz, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:161.

Full description at Econpapers || Download paper

2022Can Financial Strength Indicators Form A Profitable Investment Strategy? The Case Of F-Score in Europe. (2022). Sakellaridou, Athanasia V ; Kampouris, Christos G ; Koutoupis, Andreas G. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:21:y:2022:i:3:p:355-372.

Full description at Econpapers || Download paper

2022Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108.

Full description at Econpapers || Download paper

2021Maximum drawdown, recovery and momentum. (2015). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1403.8125.

Full description at Econpapers || Download paper

2021Inference on the Sharpe ratio via the upsilon distribution. (2015). Pav, Steven E.. In: Papers. RePEc:arx:papers:1505.00829.

Full description at Econpapers || Download paper

2022A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708.

Full description at Econpapers || Download paper

2021High 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

2021Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach. (2018). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Papers. RePEc:arx:papers:1809.01464.

Full description at Econpapers || Download paper

2021Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

Full description at Econpapers || Download paper

2022BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

Full description at Econpapers || Download paper

2021The 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

2021A Deep Learning Framework for Pricing Financial Instruments. (2019). Liu, Zhenming ; Cucuringu, Mihai ; Pizzoferrato, Andrea ; Zhang, Zheng ; Wu, Qiong. In: Papers. RePEc:arx:papers:1909.04497.

Full description at Econpapers || Download paper

2021Stochastic 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

2022Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

Full description at Econpapers || Download paper

2022High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

Full description at Econpapers || Download paper

2021Machine Learning Portfolio Allocation. (2020). Ruppert, David ; Pinelis, Michael. In: Papers. RePEc:arx:papers:2003.00656.

Full description at Econpapers || Download paper

2021Equity Factors: To Short Or Not To Short, That Is The Question. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Benaych-Georges, Florent . In: Papers. RePEc:arx:papers:2003.10419.

Full description at Econpapers || Download paper

2021A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models. (2020). Sen, Jaydip ; Mehtab, Sidra. In: Papers. RePEc:arx:papers:2004.11697.

Full description at Econpapers || Download paper

2021Dynamic 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

2021Testing 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

2021Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

Full description at Econpapers || Download paper

2021How Market Ecology Explains Market Malfunction. (2021). Farmer, Doyne J ; Calinescu, Anisoara ; Scholl, Maarten P. In: Papers. RePEc:arx:papers:2009.09454.

Full description at Econpapers || Download paper

2022Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Dirichlet 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

2022Predicting 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

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

2022Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

Full description at Econpapers || Download paper

2021Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

Full description at Econpapers || Download paper

2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

Full description at Econpapers || Download paper

2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

Full description at Econpapers || Download paper

2022A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data. (2021). Oya, Sakae. In: Papers. RePEc:arx:papers:2103.05880.

Full description at Econpapers || Download paper

2021Financial factors selection with knockoffs: fund replication, explanatory and prediction networks. (2021). Pelletier, Guillaume ; Bongiorno, Christian ; Challet, Damien. In: Papers. RePEc:arx:papers:2103.05921.

Full description at Econpapers || Download paper

2021Statistical Arbitrage Risk Premium by Machine Learning. (2021). Tam, Yu-Man. In: Papers. RePEc:arx:papers:2103.09987.

Full description at Econpapers || Download paper

2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

Full description at Econpapers || Download paper

2022Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

Full description at Econpapers || Download paper

2023Universal Prediction Band via Semi-Definite Programming. (2021). Liang, Tengyuan. In: Papers. RePEc:arx:papers:2103.17203.

Full description at Econpapers || Download paper

2021Perpetual callable American volatility options in a mean-reverting volatility model. (2021). Liu, Hsuan-Ku. In: Papers. RePEc:arx:papers:2104.01127.

Full description at Econpapers || Download paper

2021Three little arbitrage theorems. (2021). Contreras, Mauricio ; Ortiz, Roberto . In: Papers. RePEc:arx:papers:2104.10187.

Full description at Econpapers || Download paper

2021Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm. (2021). Zhang, Xin ; Chen, Zhixue ; Wu, Lan. In: Papers. RePEc:arx:papers:2104.12484.

Full description at Econpapers || Download paper

2021Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380.

Full description at Econpapers || Download paper

2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

Full description at Econpapers || Download paper

2021Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning. (2021). Yu, Shi ; Wang, Haoran. In: Papers. RePEc:arx:papers:2105.09264.

Full description at Econpapers || Download paper

2021Correlation Concern. (2021). Ellis, Andrew. In: Papers. RePEc:arx:papers:2105.13341.

Full description at Econpapers || Download paper

2022Clustering Coefficients in Weighted Undirected Multilayer Networks. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:2105.14325.

Full description at Econpapers || Download paper

2022Deep Learning Statistical Arbitrage. (2021). Pelger, Markus ; Guijarro-Ordonez, Jorge ; Zanotti, Greg. In: Papers. RePEc:arx:papers:2106.04028.

Full description at Econpapers || Download paper

2021An Interpretable Neural Network for Parameter Inference. (2021). Pfitzinger, Johann. In: Papers. RePEc:arx:papers:2106.05536.

Full description at Econpapers || Download paper

2021A new look at calendar anomalies: Multifractality and day of the week effect. (2021). Vodenska, Irena ; Stosic, Dusan ; Stanley, Eugene H. In: Papers. RePEc:arx:papers:2106.06164.

Full description at Econpapers || Download paper

2022Diversified reward-risk parity in portfolio construction. (2021). Kim, Young Shin ; Choi, Jae Hyung. In: Papers. RePEc:arx:papers:2106.09055.

Full description at Econpapers || Download paper

2021Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences. (2021). Salterini, Benedetta ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2106.13888.

Full description at Econpapers || Download paper

2021Feasible Implied Correlation Matrices from Factor Structures. (2021). Schadner, Wolfgang. In: Papers. RePEc:arx:papers:2107.00427.

Full description at Econpapers || Download paper

2021Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation. (2021). Bian, Jiang ; Liu, Weiqing ; Zhou, Dong ; Lin, Hengxu. In: Papers. RePEc:arx:papers:2107.05201.

Full description at Econpapers || Download paper

2021Financial Return Distributions: Past, Present, and COVID-19. (2021). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2107.06659.

Full description at Econpapers || Download paper

2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

Full description at Econpapers || Download paper

2021The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410.

Full description at Econpapers || Download paper

2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:2108.11921.

Full description at Econpapers || Download paper

2021Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793.

Full description at Econpapers || Download paper

2021Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851.

Full description at Econpapers || Download paper

2021A New Multivariate Predictive Model for Stock Returns. (2021). Xie, Jianying. In: Papers. RePEc:arx:papers:2110.01873.

Full description at Econpapers || Download paper

2021Media abnormal tone, earnings announcements, and the stock market. (2021). Boudt, Kris ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2110.10800.

Full description at Econpapers || Download paper

2021Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach. (2021). Liu, Xiao-Yang ; Guan, Mao. In: Papers. RePEc:arx:papers:2111.03995.

Full description at Econpapers || Download paper

2021The Evolving Causal Structure of Equity Risk Factors. (2021). BONCHI, FRANCESCO ; Bajardi, Paolo ; D'Acunto, Gabriele ; de Francisci, Gianmarco. In: Papers. RePEc:arx:papers:2111.05072.

Full description at Econpapers || Download paper

2021Performance vs Persistence : Assess the alpha to identify outperformers. (2021). Inzirillo, Hugo ; Genet, R'Emi. In: Papers. RePEc:arx:papers:2111.06886.

Full description at Econpapers || Download paper

2021Is Bitcoin really a currency? A viewpoint of a stochastic volatility model. (2021). Kakamu, Kazuhiko ; Kunimoto, Noriyuki. In: Papers. RePEc:arx:papers:2111.15351.

Full description at Econpapers || Download paper

2021A revised comparison between FF five-factor model and three-factor model,based on Chinas A-share market. (2021). Yao, Haixiang ; Ma, Qinghua ; Yu, Yue ; Zhang, Zhijing. In: Papers. RePEc:arx:papers:2112.03170.

Full description at Econpapers || Download paper

2021Realized GARCH, CBOE VIX, and the Volatility Risk Premium. (2021). Huang, Zhuo ; Wang, Tianyi ; Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2112.05302.

Full description at Econpapers || Download paper

2022ESG features explain one bit of idiosyncratic price returns. (2022). Challet, Damien ; Carlier, Laurent ; J'er'emi Assael, . In: Papers. RePEc:arx:papers:2201.04393.

Full description at Econpapers || Download paper

2022Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. (2022). Reinert, Gesine ; Cucuringu, Mihai ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2201.08283.

Full description at Econpapers || Download paper

2022Profit Puzzles or: Public Firm Profits Have Fallen. (2022). Traina, James ; Sollaci, Alexandre ; Davis, Carter. In: Papers. RePEc:arx:papers:2201.09160.

Full description at Econpapers || Download paper

2022Option Volume Imbalance as a predictor for equity market returns. (2022). Howison, Sam ; Cucuringu, Mihai ; Michael, Nikolas. In: Papers. RePEc:arx:papers:2201.09319.

Full description at Econpapers || Download paper

2023Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

Full description at Econpapers || Download paper

2022A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

Full description at Econpapers || Download paper

2022Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

Full description at Econpapers || Download paper

2022Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes. (2022). Soulier, Philippe ; Hurvich, Clifford ; Hsieh, Meng-Chen. In: Papers. RePEc:arx:papers:2202.00793.

Full description at Econpapers || Download paper

2022Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263.

Full description at Econpapers || Download paper

2022On Robust Optimal Linear Feedback Stock Trading. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.02300.

Full description at Econpapers || Download paper

2022Forecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation. (2022). Klibanov, Michael V ; Kravchenko, Sergey M ; Golubnichiy, Kirill V ; Shananin, Aleksander A. In: Papers. RePEc:arx:papers:2202.07174.

Full description at Econpapers || Download paper

2022A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols. (2022). Xu, Teng Andrea. In: Papers. RePEc:arx:papers:2202.07742.

Full description at Econpapers || Download paper

2022Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

Full description at Econpapers || Download paper

2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

Full description at Econpapers || Download paper

2022The Variable Volatility Elasticity Model from Commodity Markets. (2022). Gong, Fuzhou ; Wang, Ting. In: Papers. RePEc:arx:papers:2203.09177.

Full description at Econpapers || Download paper

2022The return of (I)DeFiX. (2022). Jimenez-Garces, Sonia ; Dumas, Guillaume ; Csoiman, Florentina. In: Papers. RePEc:arx:papers:2204.00251.

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]
article1045
1991Investor Diversification and International Equity Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1045
paper
2004The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article398
2001DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article925
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: 925
article
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 925
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]
article57
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]
article4020
1995 Size and Book-to-Market Factors in Earnings and Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article879
1996 Multifactor Explanations of Asset Pricing Anomalies. In: Journal of Finance.
[Full Text][Citation analysis]
article1867
1996 The CAPM Is Wanted, Dead or Alive. In: Journal of Finance.
[Full Text][Citation analysis]
article86
2006The Value Premium and the CAPM In: Journal of Finance.
[Full Text][Citation analysis]
article155
2008Presidential Address: The Cost of Active Investing In: Journal of Finance.
[Full Text][Citation analysis]
article246
2008Dissecting Anomalies In: Journal of Finance.
[Full Text][Citation analysis]
article474
2008Average Returns, B/M, and Share Issues In: Journal of Finance.
[Full Text][Citation analysis]
article39
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]
article33
1986Stock return variances : The arrival of information and the reaction of traders In: Journal of Financial Economics.
[Full Text][Citation analysis]
article602
1987Expected stock returns and volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1546
1988Dividend yields and expected stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1285
1989Business conditions and expected returns on stocks and bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1515
1991Were Japanese stock prices too high? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article103
1990ARE JAPANESE STOCK PRICES TOO HIGH?.(1990) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 103
paper
1990Were Japanese Stock Prices Too High?.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
paper
1993Common risk factors in the returns on stocks and bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]
article7713
1997Industry costs of equity In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1601
2004New lists: Fundamentals and survival rates In: Journal of Financial Economics.
[Full Text][Citation analysis]
article194
2005Financing decisions: who issues stock? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article238
2006Profitability, investment and average returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article223
2007Disagreement, tastes, and asset prices In: Journal of Financial Economics.
[Full Text][Citation analysis]
article134
1980Stock returns and the weekend effect In: Journal of Financial Economics.
[Full Text][Citation analysis]
article520
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]
chapter6
1984Sealed Bids, Sunk Costs, and the Process of Competition. In: The Journal of Business.
[Full Text][Citation analysis]
article60
1986Detecting Spot Price Forecasts in Futures Prices. In: The Journal of Business.
[Full Text][Citation analysis]
article48
1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage. In: The Journal of Business.
[Full Text][Citation analysis]
article418
2000Forecasting Profitability and Earnings. In: The Journal of Business.
[Full Text][Citation analysis]
article208
Forecasting Profitability and Earnings.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 208
paper
Forecasting Profitability and Earnings..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 208
paper
1983Effects of Nominal Contracting on Stock Returns. In: Journal of Political Economy.
[Full Text][Citation analysis]
article36
1988Permanent and Temporary Components of Stock Prices. In: Journal of Political Economy.
[Full Text][Citation analysis]
article876
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]
paper32
Characteristics, Covariances, and Average Returns: 1929-1997..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 32
paper
Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” In: CRSP working papers.
[Citation analysis]
paper969
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 January, 6 2023. Contact: CitEc Team