Kenneth French : Citation Profile

Dartmouth College

38

H index

46

i10 index

36420

Citations

RESEARCH PRODUCTION:

53

Articles

18

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   41 years (1980 - 2021). See details.
   Cites by year: 888
   Journals where Kenneth French has often published
   Relations with other researchers
   Recent citing documents: 1353.    Total self citations: 13 (0.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr33
   Updated: 2025-04-05    RAS profile: 2023-10-09    
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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 (109)

Zaremba, Adam (99)

Polk, Christopher (88)

Stambaugh, Robert (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)

Stambaugh, Robert (7)

Sharpe, William (7)

Vishny, Robert (7)

Shiller, Robert (7)

Main data

Production by document typebookarticlepaperchapter198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250k1k2k3kCitations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210k5k10kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 38Most cited documents123456789101112131415161718192021222324252627282930313233343536373839400k5k10kNumber of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402040h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Kenneth French has published?

Journals with more than one article published# docs
Journal of Financial Economics19
Journal of Finance14
The Journal of Business4
Journal of Applied Corporate Finance4
Journal of Political Economy2
The Review of Financial Studies2

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

Recent works citing Kenneth French (2025 and 2024)

Year  ↓Title of citing document  ↓
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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2025.

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

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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. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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2024Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

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2025A 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.

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2025On Robust Optimal Linear Feedback Stock Trading. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.02300.

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2024Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2024Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2024Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models. (2022). Noda, Akihiko. In: Papers. RePEc:arx:papers:2208.01270.

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2024Common Idiosyncratic Quantile Risk. (2022). 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. (2022). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2209.10334.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2025Empirical Asset Pricing via Ensemble Gaussian Process Regression. (2022). Pasricha, Puneet ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2212.01048.

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2025Peer-reviewed theory does not help predict the cross-section of stock returns. (2022). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

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2024Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024The cross-sectional stock return predictions via quantum neural network and tensor network. (2023). Mitarai, Kosuke ; Miyamoto, Koichi ; Suimon, Yoshiyuki ; Kobayashi, Nozomu. In: Papers. RePEc:arx:papers:2304.12501.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). 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. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2024Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2023). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2024Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024Interest Rate Dynamics and Commodity Prices. (2023). Stachurski, John ; Ma, Qingyin ; Gouel, Christophe. In: Papers. RePEc:arx:papers:2308.07577.

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2024An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2023). Ventre, Carmine ; Polukarov, Maria ; Cao, YI ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.14235.

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2025From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI. (2023). Muhn, Maximilian ; Kim, Alex ; Nikolaev, Valeri. In: Papers. RePEc:arx:papers:2310.17721.

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2024Can we hedge carbon risk? A network embedding approach. (2023). Pocelli, Maria Chiara ; Azzone, Michele ; Stocco, Davide. In: Papers. RePEc:arx:papers:2311.12450.

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2024Inference for Low-rank Models without Estimating the Rank. (2023). Kwon, Hyukjun ; Choi, Jungjun ; Liao, Yuan. In: Papers. RePEc:arx:papers:2311.16440.

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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). Jakobovic, Domagoj ; Djurasevi, Marko ; Gavsperov, Bruno. In: Papers. RePEc:arx:papers:2402.16118.

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

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2024Do Weibo platform experts perform better at predicting stock market?. (2024). Chochlov, Muslim ; Buckley, Jim ; Ryan, Conor ; Ma, Ziyuan. 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). Wang, Guiling ; Uddin, Ajim ; Gu, Jingyi ; Goswami, Bhaskar ; Ye, Junyi. In: Papers. RePEc:arx:papers:2403.06779.

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

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

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

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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 ; Tsyvinski, Aleh ; Liu, Yukun ; Chetverikov, Denis. 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). Lyu, Haoshu ; Chen, Xilin ; Gharanchaei, Maysam Khodayari ; Panda, Prabhu Prasad. In: Papers. RePEc:arx:papers:2404.18017.

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

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

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

Works by Kenneth French:

Year  ↓Title  ↓Type  ↓Cited  ↓
1991Investor Diversification and International Equity Markets. In: American Economic Review.
[Full Text][Citation analysis]		article1141
1991Investor Diversification and International Equity Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1141		paper
2004The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article476
2001DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article1029
2001Disappearing dividends: changing firm characteristics or lower propensity to pay?.(2001) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1029		article
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1029		paper
1989PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article125
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has nother version. Agregated cites: 125		book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article6
1983 Taxes and the Pricing of Stock Index Futures. In: Journal of Finance.
[Full Text][Citation analysis]		article61
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]		article4543
1995 Size and Book-to-Market Factors in Earnings and Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article943
1996 Multifactor Explanations of Asset Pricing Anomalies. In: Journal of Finance.
[Full Text][Citation analysis]		article2038
1996 The CAPM Is Wanted, Dead or Alive. In: Journal of Finance.
[Full Text][Citation analysis]		article98
1999The Corporate Cost of Capital and the Return on Corporate Investment In: Journal of Finance.
[Full Text][Citation analysis]		article36
The Corporate Cost of Capital and the Return on Corporate Investment.() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
The Corporate Cost of Capital and the Return on Corporate Investment.() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2000Characteristics, Covariances, and Average Returns: 1929 to 1997 In: Journal of Finance.
[Full Text][Citation analysis]		article283
Characteristics, Covariances, and Average Returns: 1929 to 1997.() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 283		paper
Characteristics, Covariances, and Average Returns: 1929-1997..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 283		paper
2002The Equity Premium In: Journal of Finance.
[Full Text][Citation analysis]		article245
The Equity Premium..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 245		paper
2006The Value Premium and the CAPM In: Journal of Finance.
[Full Text][Citation analysis]		article164
2008Presidential Address: The Cost of Active Investing In: Journal of Finance.
[Full Text][Citation analysis]		article284
2008Dissecting Anomalies In: Journal of Finance.
[Full Text][Citation analysis]		article561
2008Average Returns, B/M, and Share Issues In: Journal of Finance.
[Full Text][Citation analysis]		article42
2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns In: Journal of Finance.
[Full Text][Citation analysis]		article412
1982Sunk Costs and Competitive Bidding In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper0
1986Common Factors in the Serial Correlation of Stock Returns In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper7
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
2012Size, value, and momentum in international stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article604
2015A five-factor asset pricing model In: Journal of Financial Economics.
[Full Text][Citation analysis]		article2137
2015Incremental variables and the investment opportunity set In: Journal of Financial Economics.
[Full Text][Citation analysis]		article25
2017International tests of a five-factor asset pricing model In: Journal of Financial Economics.
[Full Text][Citation analysis]		article254
2018Choosing factors In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
1983A comparison of futures and forward prices In: Journal of Financial Economics.
[Full Text][Citation analysis]		article34
1986Stock return variances : The arrival of information and the reaction of traders In: Journal of Financial Economics.
[Full Text][Citation analysis]		article667
1987Expected stock returns and volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1668
1988Dividend yields and expected stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1379
1989Business conditions and expected returns on stocks and bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1597
1991Were Japanese stock prices too high? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article105
1990ARE JAPANESE STOCK PRICES TOO HIGH?.(1990) In: Working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 105		paper
1990Were Japanese Stock Prices Too High?.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
1993Common risk factors in the returns on stocks and bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article8925
1997Industry costs of equity In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1827
2004New lists: Fundamentals and survival rates In: Journal of Financial Economics.
[Full Text][Citation analysis]		article207
2005Financing decisions: who issues stock? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article261
2006Profitability, investment and average returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article260
2007Disagreement, tastes, and asset prices In: Journal of Financial Economics.
[Full Text][Citation analysis]		article199
1980Stock returns and the weekend effect In: Journal of Financial Economics.
[Full Text][Citation analysis]		article558
1990Japanese and U.S. cross-border common stock investments In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article21
2007O modelo de precificação de ativos de capital: teoria e evidências In: RAE - Revista de Administração de Empresas.
[Full Text][Citation analysis]		article0
1988Crash-Testing the Efficient Market Hypothesis In: NBER Chapters.
[Full Text][Citation analysis]		chapter6
2012Capital Structure Choices In: Critical Finance Review.
[Full Text][Citation analysis]		article21
2021The Value Premium In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article6
2016Dissecting Anomalies with a Five-Factor Model In: The Review of Financial Studies.
[Full Text][Citation analysis]		article241
2020Comparing Cross-Section and Time-Series Factor Models In: The Review of Financial Studies.
[Full Text][Citation analysis]		article31
2010Introduction In: Introductory Chapters.
[Full Text][Citation analysis]		chapter0
1984Sealed Bids, Sunk Costs, and the Process of Competition. In: The Journal of Business.
[Full Text][Citation analysis]		article62
1986Detecting Spot Price Forecasts in Futures Prices. In: The Journal of Business.
[Full Text][Citation analysis]		article50
1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage. In: The Journal of Business.
[Full Text][Citation analysis]		article460
2015Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage.(2015) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 460		chapter
2000Forecasting Profitability and Earnings. In: The Journal of Business.
[Full Text][Citation analysis]		article229
Forecasting Profitability and Earnings.() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 229		paper
Forecasting Profitability and Earnings..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 229		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]		article928
1983The pricing of stock index futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article26
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 nother version. Agregated cites: 0		paper
Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” In: CRSP working papers.
[Citation analysis]		paper1100
Newly Listed Firms: Fundamentals, Survival Rates, and Returns In: CRSP working papers.
[Full Text][Citation analysis]		paper0

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