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Fama, Eugene F.


 SSRN Author Rank: 3 by Downloads
 Robert R. McCormick Distinguished Service Professor of Finance
 

University of Chicago - Finance


 5807 S. Woodlawn Avenue
 Chicago, IL 60637
 United States
 773-702-7282 (Phone)
 773-702-9937 (Fax)
 email address

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. Fama, Eugene F.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
398,543
Total
Citations
5,975
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Fama, Eugene F.
University of Chicago - Finance
Posted:
30 Apr 97
82,153
(4)
805

2.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
01 May 97
34,442
(18)
369

3.  
The Capital Asset Pricing Model: Theory and Evidence | Show Abstract | Download |
CRSP Working Paper No. 550; Tuck Business School Working Paper No. 03-26
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
16 Sep 03
32,897
(21)
114

4.  
Separation of Ownership and Control | Show Abstract | Download |
Michael C. Jensen, FOUNDATIONS OF ORGANIZATIONAL STRATEGY, Harvard University Press, 1998, and Journal of Law and Economics, Vol. 26, June 1983
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
Jensen, Michael C.
Harvard Business School
Posted:
29 Nov 98
31,310
(26)
1,366

5.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
01 Feb 97
Last Revised:
05 Nov 01
24,949
(39)
144

6.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
20 Jul 00
Last Revised:
28 Nov 03
17,712
(66)
256

7.  
Luck Versus Skill in the Cross Section of Mutual Fund Returns | Show Abstract | Download |
Tuck School of Business Working Paper No. 2009-56 , Chicago Booth School of Business Research Paper, Journal of Finance, Forthcoming
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
10 Mar 09
Last Revised:
08 Feb 10
17,268
(72)
100

8.  
The Adjustment of Stock Prices to New Information | Show Abstract | Download |
International Economic Review, Vol. 10, February 1969, STRATEGIC ISSUES IN FINANCE, Keith Wand, ed., Butterworth Heinemann, 1993, INVESTMENT MANAGEMENT: SOME READINGS, J. Lorie, R. Brealey, eds., Praeger Publishers, 1972
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
Fisher, Lawrence
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics
Jensen, Michael C.
Harvard Business School
Roll, Richard
California Institute of Technology
Posted:
08 Feb 03
Last Revised:
15 Feb 11
14,216
(99)
302

9.  
Agency Problems and Residual Claims | Show Abstract | Download |
Michael C. Jensen, FOUNDATIONS OF ORGANIZATIONAL STRATEGY, Harvard University Press, 1998; Journal of Law & Economics, Vol. 26, June 1983
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
Jensen, Michael C.
Harvard Business School
Posted:
29 Nov 98
12,436
(130)
339

10.  
A Five-Factor Asset Pricing Model | Show Abstract | Download |
Fama-Miller Working Paper
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
30 Jun 13
Last Revised:
23 Sep 14
10,951
(166)
1

11.  
Disappearing Dividends: Changing Firm Characteristics Or Lower Propensity To Pay? | Show Abstract | Download |
AFA 2001 New Orleans; CRSP Working Paper No. 509
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
03 Feb 00
9,402
(222)
435

12.   Incl. Electronic Paper
Davis, James L.
Dimensional Fund Advisors Inc.
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
12 Aug 98
Last Revised:
05 Nov 01
8,884
(252)
255

13.  
Size, Value, and Momentum in International Stock Returns | Show Abstract | Download |
Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2011-85, Chicago Booth Research Paper No. 11-10
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
05 Dec 10
Last Revised:
23 Jun 11
7,582
(334)
30

14.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
11 Aug 98
7,340
(363)
32

15.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
16 Mar 05
7,187
(381)
82

16.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
13 Nov 97
Last Revised:
05 Nov 01
7,131
(390)
152

17.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
15 Dec 99
7,011
(403)
435

18.  
Dissecting Anomalies | Show Abstract | Download |
CRSP Working Paper No. 610
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
26 Jun 06
6,398
(467)
171

19.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
28 Sep 05
Last Revised:
18 Feb 08
6,358
(474)
18

20.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
Posted:
15 Feb 10
Last Revised:
10 Jan 12
5,915
(554)
4

21.  
Disagreement, Tastes, and Asset Prices | Show Abstract | Download |
CRSP Working Paper No. 552, Tuck Business School Working Paper No. 2004-03
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
17 Nov 05
5,002
(722)
49

22.  
Financing Decisions: Who Issues Stock? | Show Abstract | Download |
CRSP Working Paper No. 549
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
13 Aug 03
5,000
(723)
149

23.  
Profitability, Growth, and Average Returns | Show Abstract | Download |
CRSP Working Paper No. 558
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
30 Jul 04
4,916
(745)
71

24.  
Organizational Forms and Investment Decisions | Show Abstract | Download |
A THEORY OF THE FIRM: GOVERNANCE, RESIDUAL CLAIMS AND ORGANIZATIONAL FORMS, Harvard University Press, December 2000, (Book)
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
Jensen, Michael C.
Harvard Business School
Posted:
24 Oct 00
4,890
(751)
51

25.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
Posted:
25 May 04
Last Revised:
29 Jul 10
4,509
(866)
23

26.  
New Lists: Fundamentals and Survival Rates | Show Abstract | Download |
CRSP Working Paper No. 530; Tuck Business School Working Paper No. 03-15
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
07 May 03
4,329
(924)
119

27.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
28 Aug 06
Last Revised:
09 Jul 07
3,497
(1,327)
63

28.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
Posted:
05 Mar 97
Last Revised:
21 Mar 00
3,072
(1,675)
17

29.  
Average Returns, B/M, and Share Issues | Show Abstract | Download |
CRSP Working Paper No. 619
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
20 May 07
Last Revised:
22 Oct 07
2,646
(2,230)
15

30.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
15 Apr 08
Last Revised:
22 Sep 11
2,625
(2,252)
2

31.  
Does the Fed Control Interest Rates? | Show Abstract | Download |
The Review of Asset Pricing Studies, Forthcoming, Chicago Booth Research Paper No. 12-23, Fama-Miller Working Paper
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
Posted:
05 Aug 12
Last Revised:
02 Jul 13
2,334
(2,771)
2

32.  
French, Kenneth R.
Dartmouth College - Tuck School of Business
Fama, Eugene F.
University of Chicago - Finance
Posted:
15 Jul 08
1,615
(5,228)
 

33.  
Fama, Eugene F.
University of Chicago - Finance
Jensen, Michael C.
Harvard Business School
Long, John B.
Simon Graduate School of Business, University of Rochester
Ruback, Richard S.
Harvard Business School
Schwert, G. William
University of Rochester - Simon Business School
Smith, Clifford W.
Simon Graduate School of Business, University of Rochester
Warner, Jerold B.
University of Rochester – Simon Business School
Posted:
28 Nov 03
1,486
(6,059)
4

34.  
Dissecting Anomalies with a Five-Factor Model | Show Abstract | Download |
Fama-Miller Working Paper
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
01 Oct 14
507
(31,335)
 

35.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
Posted:
20 Dec 12
Last Revised:
11 Oct 13
383
(44,060)
 

36.  
Incremental Variables and the Investment Opportunity Set | Show Abstract | Download |
Chicago Booth Research Paper No. 14-35, Fama-Miller Working Paper
Working Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
15 Oct 14
Last Revised:
17 Oct 14
190
(96,060)
 

37.  
Size and Book to Market Factors in Earnings and Returns | Show Abstract |
JOURNAL OF FINANCE, Vol 50, No 1, March 1995
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
10 May 00
 

38.  
Multifactor Explanations of Asset Pricing Anomalies | Show Abstract |
J. OF FINANCE, Vol. 51 No. 1, March 1996
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
28 Jun 98
 

39.  
Multifactor Portfolio Efficiency and Multifactor Asset Pricing | Show Abstract |
J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, December 1996
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
Posted:
09 Apr 97
 

40.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Dartmouth College - Tuck School of Business
Posted:
27 Jan 97
 

41.  
Discounting under Uncertainty | Show Abstract |
J. OF BUSINESS, Vol. 69 No. 4, October 1996
Accepted Paper Series
Fama, Eugene F.
University of Chicago - Finance
Posted:
18 Dec 96
 


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