Kenneth French : Citation Profile

Dartmouth College

39

H index

46

i10 index

37832

Citations

RESEARCH PRODUCTION:

58

Articles

18

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   45 years (1980 - 2025). See details.
   Cites by year: 840
   Journals where Kenneth French has often published
   Relations with other researchers
   Recent citing documents: 1897.    Total self citations: 13 (0.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr33
   Updated: 2025-12-13    RAS profile: 2025-11-11    
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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:

Zhang, Lu (163)

Campbell, John (145)

faff, robert (112)

Guidolin, Massimo (111)

Zaremba, Adam (99)

Stambaugh, Robert (88)

Polk, Christopher (88)

Stulz, René (87)

Hirshleifer, David (84)

Pastor, Lubos (78)

Bollerslev, Tim (74)

Cites to:

Fama, Eugene (38)

Shleifer, Andrei (17)

Shanken, Jay (13)

Campbell, John (12)

Ritter, Jay (10)

Titman, Sheridan (9)

merton, robert (8)

Shiller, Robert (7)

Stambaugh, Robert (7)

Vishny, Robert (7)

Sharpe, William (7)

Main data

Where Kenneth French has published?

Journals with more than one article published# docs
Journal of Financial Economics20
Journal of Finance14
Journal of Applied Corporate Finance4
The Journal of Business4
Financial Analysts Journal3
The Review of Financial Studies3
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc2
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA2

Recent works citing Kenneth French (2025 and 2024)

YearTitle of citing document
2024The Ends of 27 Big Depressions. (2024). O'Rourke, Kevin ; Lee, Sang Seok ; Ellison, Martin. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:1:p:134-68.

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2025How Competitive Is the Stock Market? Theory, Evidence from Portfolios, and Implications for the Rise of Passive Investing. (2025). Loualiche, Erik ; Huebner, Paul ; Haddad, Valentin. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:3:p:975-1018.

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2024The Optimal Quantity of CBDC in a Bank-Based Economy. (2024). Smets, Frank ; Burlon, Lorenzo ; Muoz, Manuel A. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:16:y:2024:i:4:p:172-217.

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2024Day-of-the-week and weekend effects on stock market returns: an investigation through review of literature. (2024). Singh, Prof Bhartendu ; Kumar, Gaurav. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:29-42.

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2025Determinants of Corporate Capital Structure: Evidence from Listed Cement Companies on Dhaka Stock Exchange. (2025). Rifat, S M. In: International Journal of Science and Business. RePEc:aif:journl:v:48:y:2025:i:1:p:27-37.

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2024Analysis of the Sensitivity of the Corporations Market Activity Indicators with a Neutral Approach to the Dividend Policy. (2024). Krylov, Sergey I. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:180-205.

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2024Intangible Assets and US Stock Returns: An analysis using the Index Method, Panel Regression, and Machine Learning. (2024). Haniev, Adil. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:833-854.

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2024Asymmetric Models for Realized Covariances. (2024). Bauwens, Luc ; Hafner, Christian ; Dzuverovic, Emilija. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024022.

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2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Lawuobahsumo, Kokulo ; Algieri, Bernardina ; Leccadito, Arturo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024Optimal Security Design for Risk-Averse Investors. (2024). Strack, Philipp ; Zhang, Mengxi ; Moldovanu, Benny ; Gershkov, Alex. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:325.

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2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

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2025The Alchemy of Multibagger Stocks: An empirical investigation of factors that drive outperformance in the stock market. (2025). Yartseva, Anna. In: CAFE Working Papers. RePEc:akf:cafewp:33.

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2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

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2024Data-Driven Risk Measurement by SV-GARCH-EVT Model. (2024). , Shibo. In: Papers. RePEc:arx:papers:2201.09434.

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2025A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482.

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2025From Semi-Infinite Constraints to Structured Robust Policies: Optimal Gain Selection for Financial Systems. (2025). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.02300.

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2024Do t-Statistic Hurdles Need to be Raised?. (2024). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2024Missing Values Handling for Machine Learning Portfolios. (2024). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2024Time Instability of the Fama-French Multifactor Models: An International Evidence. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:2208.01270.

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2025Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. In: Papers. RePEc:arx:papers:2209.10334.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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2025Empirical Asset Pricing via Ensemble Gaussian Process Regression. (2025). Pasricha, Puneet ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2212.01048.

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2025Does Peer-Reviewed Research Help Predict Stock Returns?. (2025). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

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2025Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575.

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2024Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. In: Papers. RePEc:arx:papers:2302.09382.

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2024The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2025Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2024The cross-sectional stock return predictions via quantum neural network and tensor network. (2024). Suimon, Yoshiyuki ; Kobayashi, Nozomu ; Mitarai, Kosuke ; Miyamoto, Koichi. In: Papers. RePEc:arx:papers:2304.12501.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2024Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2024). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488.

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2024Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296.

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2024Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568.

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024Interest Rate Dynamics and Commodity Prices. (2024). Gouel, Christophe ; Ma, Qingyin ; Stachurski, John. In: Papers. RePEc:arx:papers:2308.07577.

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2024An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2024). Cao, YI ; Polukarov, Maria ; Li, Haochen ; Ventre, Carmine. In: Papers. RePEc:arx:papers:2308.14235.

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2025From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI. (2025). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2310.17721.

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2024Hedging carbon risk with a network approach. (2024). Azzone, Michele ; Pocelli, Maria Chiara ; Stocco, Davide. In: Papers. RePEc:arx:papers:2311.12450.

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2024Inference for Low-rank Models without Estimating the Rank. (2024). Liao, Yuan ; Choi, Jungjun ; Kwon, Hyukjun. In: Papers. RePEc:arx:papers:2311.16440.

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2024Asset and Factor Risk Budgeting: A Balanced Approach. (2024). Gu, Olivier ; Cetingoz, Adil Rengim. In: Papers. RePEc:arx:papers:2312.11132.

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2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

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2024Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data. (2024). Fesanghary, Mohammad ; Sadeghi, Agathe ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2312.17375.

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2024Markowitz Portfolio Construction at Seventy. (2024). Schmelzer, Thomas ; Boyd, Stephen ; Kahn, Ronald ; Schiele, Philipp ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2401.05080.

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2024On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors. (2024). Fan, Yewen ; Dong, Xinshuai ; Jin, Songyao ; Rajendran, Sathyamoorthy ; Zhang, Kun ; Dai, Haoyue. In: Papers. RePEc:arx:papers:2401.05414.

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2024Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\odinger-Like Trading Equation and Multimodal Distribution. (2024). Lin, LI. In: Papers. RePEc:arx:papers:2401.05823.

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2024Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks. (2024). Lu, Yuchao ; Wang, Yiheng ; Hu, Tianzixuan ; Houlihan, Patrick ; Xu, Jinling ; Ma, Bohan. In: Papers. RePEc:arx:papers:2401.06139.

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2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

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2024Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors. (2024). Yu, Xiang ; Wang, Wenyuan ; Yan, Kaixin. In: Papers. RePEc:arx:papers:2401.14672.

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2024Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models. (2024). Ma, Yunshan ; Chua, Tat-Seng ; Ng, Ritchie. In: Papers. RePEc:arx:papers:2402.03659.

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2024Prioritizing Investments in Cybersecurity: Empirical Evidence from an Event Study on the Determinants of Cyberattack Costs. (2024). Humbert, Mathias ; Mar, Loic ; Rousselot, Evgueni ; Celeny, Daniel ; Mermoud, Alain. In: Papers. RePEc:arx:papers:2402.04773.

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2024Cyber risk and the cross-section of stock returns. (2024). Mar, Loic ; Celeny, Daniel. In: Papers. RePEc:arx:papers:2402.04775.

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2024FNSPID: A Comprehensive Financial News Dataset in Time Series. (2024). Dong, Zihan ; Peng, Zhiyuan ; Fan, Xinyu. In: Papers. RePEc:arx:papers:2402.06698.

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2024End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture. (2024). Calliess, Jan-Peter ; Krause, Fabian. In: Papers. RePEc:arx:papers:2402.08233.

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2024The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory. (2024). Gasparavivcius, Ignas ; Grigutis, Andrius. In: Papers. RePEc:arx:papers:2402.10253.

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2024RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction. (2024). Du, Wenlu ; Gu, Jingyi ; Wang, Guiling. In: Papers. RePEc:arx:papers:2402.10760.

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2024The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method. (2024). Wan, Yinan ; Jeleskovic, Vahidin. In: Papers. RePEc:arx:papers:2402.14206.

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2024Finding Near-Optimal Portfolios With Quality-Diversity. (2024). Djurasevi, Marko ; Jakobovic, Domagoj ; Gavsperov, Bruno. In: Papers. RePEc:arx:papers:2402.16118.

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2024Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Fisikopoulos, Vissarion ; Tsigaridas, Elias ; Bachelard, Cyril ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2403.00009.

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2024Do Weibo platform experts perform better at predicting stock market?. (2024). Ma, Ziyuan ; Chochlov, Muslim ; Buckley, Jim ; Ryan, Conor. In: Papers. RePEc:arx:papers:2403.00772.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Ye, Junyi ; Gu, Jingyi ; Wang, Guiling ; Goswami, Bhaskar ; Uddin, Ajim. In: Papers. RePEc:arx:papers:2403.06779.

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2024Asset management with an ESG mandate. (2024). Azzone, Michele ; Barucci, Emilio ; Stocco, Davide. In: Papers. RePEc:arx:papers:2403.11622.

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2024Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Ardia, David ; Cenesizoglu, Tolga ; Aymard, Cl'Ement. In: Papers. RePEc:arx:papers:2403.17095.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Ardia, David ; Laurent, S'Ebastien ; Sessinou, Rosnel. In: Papers. RePEc:arx:papers:2403.17127.

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2025Quantformer: from attention to profit with a quantitative transformer trading strategy. (2024). Zhang, Zhaofeng ; Zhu, Shengxin ; Langren, Nicolas ; Chen, Banghao. In: Papers. RePEc:arx:papers:2404.00424.

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2024StockGPT: A GenAI Model for Stock Prediction and Trading. (2024). Mai, Dat. In: Papers. RePEc:arx:papers:2404.05101.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Liu, Yukun ; Chetverikov, Denis ; Tsyvinski, Aleh. In: Papers. RePEc:arx:papers:2404.08129.

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2024Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475.

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2024An Asymmetric Capital Asset Pricing Model. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2404.14137.

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2024Application of Deep Learning for Factor Timing in Asset Management. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari ; Lyu, Haoshu. In: Papers. RePEc:arx:papers:2404.18017.

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2024Explainable Risk Classification in Financial Reports. (2024). Tan, Xuewen ; Kok, Stanley. In: Papers. RePEc:arx:papers:2405.01881.

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2024Data-generating process and time-series asset pricing. (2024). Guo, Shuxin ; Liu, Qiang. In: Papers. RePEc:arx:papers:2405.10920.

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2024Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho. In: Papers. RePEc:arx:papers:2406.08448.

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2024Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market. (2024). Ślepaczuk, Robert ; Korniejczuk, Adam. In: Papers. RePEc:arx:papers:2406.10695.

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2025Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2024AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors. (2024). Zhang, Xinting ; Gao, Xian ; Song, Weili ; Shi, Hao ; Luo, Cuicui. In: Papers. RePEc:arx:papers:2406.18394.

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2024Credit Ratings: Heterogeneous Effect on Capital Structure. (2024). Spindler, Martin ; Wasserbacher, Helmut. In: Papers. RePEc:arx:papers:2406.18936.

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2024An empirical study of market risk factors for Bitcoin. (2024). Singh, Shubham. In: Papers. RePEc:arx:papers:2406.19401.

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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2024MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading. (2024). Zeng, Yunan ; Cheng, XI ; Xue, Wenfang ; Zhang, Jinghao. In: Papers. RePEc:arx:papers:2407.01577.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2024Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series. (2024). Kostanjvcar, Zvonko ; Beguvsi, Stjepan ; Vzigni, Lucija. In: Papers. RePEc:arx:papers:2407.03781.

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2024Longitudinal market structure detection using a dynamic modularity-spectral algorithm. (2024). Schroder, Thomas ; Wirth, Philipp ; Medda, Francesca. In: Papers. RePEc:arx:papers:2407.04500.

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2024The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2407.09536.

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2024Regularizing stock return covariance matrices via multiple testing of correlations. (2024). Luger, Richard. In: Papers. RePEc:arx:papers:2407.09696.

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2024Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management. (2024). Hwang, Yoontae ; Lee, Yongjae ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2407.13751.

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2025Estimation of bid-ask spreads in the presence of serial dependence. (2025). Brouty, Xavier ; Garcin, Matthieu ; Roccaro, Hugo. In: Papers. RePEc:arx:papers:2407.17401.

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2025Financial Statement Analysis with Large Language Models. (2025). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2407.17866.

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2024Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow. (2024). Guo, Tian ; Hauptmann, Emmanuel. In: Papers. RePEc:arx:papers:2407.18103.

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2025The Structure of Financial Equity Research Reports -- Identification of the Most Frequently Asked Questions in Financial Analyst Reports to Automate Equity Research Using Llama 3 and GPT-4. (2024). Handschuh, Siegfried ; Sporer, Jan ; Pop, Adria. In: Papers. RePEc:arx:papers:2407.18327.

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2024NeuralBeta: Estimating Beta Using Deep Learning. (2024). Liu, Yuxin ; Lin, Jimin ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01387.

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2024NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities. (2024). Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01499.

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2024KAN based Autoencoders for Factor Models. (2024). Wang, Tianqi ; Singh, Shubham. In: Papers. RePEc:arx:papers:2408.02694.

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2024A nonparametric test for diurnal variation in spot correlation processes. (2024). Liu, Zhi ; Hounyo, Ulrich ; Christensen, Kim. In: Papers. RePEc:arx:papers:2408.02757.

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2025Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer. (2025). Dong, Zhikang ; Cao, Zeyu ; Zhao, Siqiao ; Douady, Raphael. In: Papers. RePEc:arx:papers:2408.03320.

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2024The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2408.07271.

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2025Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497.

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2024Large Investment Model. (2024). Guo, Jian ; Shum, Heung-Yeung. In: Papers. RePEc:arx:papers:2408.10255.

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2025Network-based diversification of stock and cryptocurrency portfolios. (2025). Stojkoski, Viktor ; Mirchev, Miroslav ; Mishkovski, Igor ; Kitanovski, Dimitar. In: Papers. RePEc:arx:papers:2408.11739.

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2024Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition. (2024). Wand, Tobias ; Kamps, Oliver ; Iyetomi, Hiroshi. In: Papers. RePEc:arx:papers:2408.12839.

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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]		article1158
1991Investor Diversification and International Equity Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1158		paper
2004The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article498
2001DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? In: Journal of Applied Corporate Finance.
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2001Disappearing dividends: changing firm characteristics or lower propensity to pay?.(2001) In: Journal of Financial Economics.
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2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
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1999The Corporate Cost of Capital and the Return on Corporate Investment In: Journal of Finance.
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2000Characteristics, Covariances, and Average Returns: 1929 to 1997 In: Journal of Finance.
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2002The Equity Premium In: Journal of Finance.
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2006The Value Premium and the CAPM In: Journal of Finance.
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2008Presidential Address: The Cost of Active Investing In: Journal of Finance.
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2008Dissecting Anomalies In: Journal of Finance.
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2008Average Returns, B/M, and Share Issues In: Journal of Finance.
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2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns In: Journal of Finance.
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1982Sunk Costs and Competitive Bidding In: University of California at Los Angeles, Anderson Graduate School of Management.
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1986Common Factors in the Serial Correlation of Stock Returns In: University of California at Los Angeles, Anderson Graduate School of Management.
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1991Trading mechanisms and value-discovery: Cross-national evidence and policy implications : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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2015A five-factor asset pricing model In: Journal of Financial Economics.
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2015Incremental variables and the investment opportunity set In: Journal of Financial Economics.
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1987Expected stock returns and volatility In: Journal of Financial Economics.
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1988Dividend yields and expected stock returns In: Journal of Financial Economics.
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1989Business conditions and expected returns on stocks and bonds In: Journal of Financial Economics.
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1991Were Japanese stock prices too high? In: Journal of Financial Economics.
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1990ARE JAPANESE STOCK PRICES TOO HIGH?.(1990) In: Working papers.
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1990Were Japanese Stock Prices Too High?.(1990) In: NBER Working Papers.
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1993Common risk factors in the returns on stocks and bonds In: Journal of Financial Economics.
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1997Industry costs of equity In: Journal of Financial Economics.
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2004New lists: Fundamentals and survival rates In: Journal of Financial Economics.
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2005Financing decisions: who issues stock? In: Journal of Financial Economics.
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2006Profitability, investment and average returns In: Journal of Financial Economics.
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2007Disagreement, tastes, and asset prices In: Journal of Financial Economics.
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2016Dissecting Anomalies with a Five-Factor Model In: The Review of Financial Studies.
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2020Comparing Cross-Section and Time-Series Factor Models In: The Review of Financial Studies.
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2025House Prices and Rents In: The Review of Financial Studies.
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1986Detecting Spot Price Forecasts in Futures Prices. In: The Journal of Business.
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1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage. In: The Journal of Business.
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2015Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage.(2015) In: World Scientific Book Chapters.
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2000Forecasting Profitability and Earnings. In: The Journal of Business.
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1983Effects of Nominal Contracting on Stock Returns. In: Journal of Political Economy.
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1988Permanent and Temporary Components of Stock Prices. In: Journal of Political Economy.
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