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Eugene F. Fama

SSRN Author Rank: 3 by Downloads and 17 by Citations

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 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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. Eugene F. Fama's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
453,911
Total
Citations
5,904
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
83,458
(5)
787

2.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
01 May 97
35,325
(23)
360

3.  
The Capital Asset Pricing Model: Theory and Evidence | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 550; Tuck Business School Working Paper No. 03-26
Number of Pages in PDF File: 35
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
16 Sep 03
34,523
(22)
108

4.  
Separation of Ownership and Control | Show Abstract | Download This Paper | Open PDF in Browser |
Michael C. Jensen, FOUNDATIONS OF ORGANIZATIONAL STRATEGY, Harvard University Press, 1998, and Journal of Law and Economics, Vol. 26, June 1983
Number of Pages in PDF File: 32
Fama, Eugene F.
University of Chicago - Finance
Jensen, Michael C.
Harvard Business School
Posted:
29 Nov 98
33,306
(33)
1,350

5.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
01 Feb 97
Last Revised:
05 Nov 01
25,599
(46)
141

6.  
A Five-Factor Asset Pricing Model | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper
Number of Pages in PDF File: 52
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
30 Jun 13
Last Revised:
23 Sep 14
21,386
(37)
2

7.  
Luck Versus Skill in the Cross Section of Mutual Fund Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Tuck School of Business Working Paper No. 2009-56 , Chicago Booth School of Business Research Paper, Journal of Finance, Forthcoming
Number of Pages in PDF File: 43
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
10 Mar 09
Last Revised:
08 Feb 10
18,768
(72)
92

8.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
20 Jul 00
Last Revised:
28 Nov 03
18,162
(79)
254

9.  
The Adjustment of Stock Prices to New Information | Show Abstract | Download This Paper | Open PDF in Browser |
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
Number of Pages in PDF File: 28
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
15,385
(99)
300

10.  
Agency Problems and Residual Claims | Show Abstract | Download This Paper | Open PDF in Browser |
Michael C. Jensen, FOUNDATIONS OF ORGANIZATIONAL STRATEGY, Harvard University Press, 1998; Journal of Law & Economics, Vol. 26, June 1983
Number of Pages in PDF File: 30
Fama, Eugene F.
University of Chicago - Finance
Jensen, Michael C.
Harvard Business School
Posted:
29 Nov 98
12,862
(156)
339

11.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
03 Feb 00
9,791
(252)
428

12.   Incl. Electronic Paper
Davis, James L.
Dimensional Fund Advisors Inc.
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
12 Aug 98
Last Revised:
05 Nov 01
9,310
(302)
249

13.  
Size, Value, and Momentum in International Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2011-85, Chicago Booth Research Paper No. 11-10
Number of Pages in PDF File: 36
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
05 Dec 10
Last Revised:
23 Jun 11
8,500
(289)
25

14.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
11 Aug 98
7,511
(444)
33

15.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
13 Nov 97
Last Revised:
05 Nov 01
7,491
(460)
142

16.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
16 Mar 05
7,406
(433)
83

17.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
15 Dec 99
7,178
(472)
423

18.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
28 Sep 05
Last Revised:
18 Feb 08
6,904
(534)
16

19.  
Dissecting Anomalies | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 610
Number of Pages in PDF File: 37
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
26 Jun 06
6,820
(482)
166

20.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
Posted:
15 Feb 10
Last Revised:
10 Jan 12
6,577
(577)
4

21.  
Profitability, Growth, and Average Returns | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 558
Number of Pages in PDF File: 41
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
30 Jul 04
5,148
(822)
63

22.  
Financing Decisions: Who Issues Stock? | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 549
Number of Pages in PDF File: 39
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
13 Aug 03
5,137
(854)
152

23.  
Disagreement, Tastes, and Asset Prices | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 552, Tuck Business School Working Paper No. 2004-03
Number of Pages in PDF File: 35
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
17 Nov 05
5,109
(867)
48

24.  
Organizational Forms and Investment Decisions | Show Abstract | Download This Paper | Open PDF in Browser |
A THEORY OF THE FIRM: GOVERNANCE, RESIDUAL CLAIMS AND ORGANIZATIONAL FORMS, Harvard University Press, December 2000, (Book)
Number of Pages in PDF File: 30
Fama, Eugene F.
University of Chicago - Finance
Jensen, Michael C.
Harvard Business School
Posted:
24 Oct 00
4,970
(930)
50

25.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
Posted:
25 May 04
Last Revised:
29 Jul 10
4,735
(1,036)
22

26.  
New Lists: Fundamentals and Survival Rates | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 530; Tuck Business School Working Paper No. 03-15
Number of Pages in PDF File: 57
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
07 May 03
4,374
(1,165)
115

27.  
Does the Fed Control Interest Rates? | Show Abstract | Download This Paper | Open PDF in Browser |
The Review of Asset Pricing Studies, Forthcoming, Chicago Booth Research Paper No. 12-23, Fama-Miller Working Paper
Number of Pages in PDF File: 31
Fama, Eugene F.
University of Chicago - Finance
Posted:
05 Aug 12
Last Revised:
02 Jul 13
3,757
(1,540)
2

28.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
28 Aug 06
Last Revised:
09 Jul 07
3,729
(1,559)
62

29.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
Posted:
05 Mar 97
Last Revised:
26 Nov 15
3,207
(2,053)
17

30.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
15 Apr 08
Last Revised:
22 Sep 11
2,892
(2,161)
2

31.  
Average Returns, B/M, and Share Issues | Show Abstract | Download This Paper | Open PDF in Browser |
CRSP Working Paper No. 619
Number of Pages in PDF File: 36
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
20 May 07
Last Revised:
22 Oct 07
2,757
(2,546)
16

32.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
01 Oct 14
Last Revised:
26 Jun 15
2,342
(1,426)
1

33.  
French, Kenneth R.
Tuck School of Business at Dartmouth
Fama, Eugene F.
University of Chicago - Finance
Posted:
15 Jul 08
1,685
(6,054)
 

34.  
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
1,532
(7,013)
4

35.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
15 Oct 14
Last Revised:
16 Jun 15
1,382
(8,876)
 

36.  
International Tests of a Five-Factor Asset Pricing Model | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2622782
Number of Pages in PDF File: 48
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
26 Jun 15
Last Revised:
31 Dec 15
632
(4,760)
 

37.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
Posted:
20 Dec 12
Last Revised:
16 Apr 15
445
(45,786)
 

38.   Incl. Electronic Paper
Fama, Eugene F.
University of Chicago - Finance
Posted:
09 Apr 97
Last Revised:
27 Nov 15
107
(187,007)
 

39.  
Fama, Eugene F.
University of Chicago - Finance
Posted:
03 Nov 15
0
(33,342)
 

40.  
Choosing Factors | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2668236
Number of Pages in PDF File: 54
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
02 Oct 15
0
(8,097)
 

41.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
10 May 00
 

42.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
28 Jun 98
 

43.  
Fama, Eugene F.
University of Chicago - Finance
French, Kenneth R.
Tuck School of Business at Dartmouth
Posted:
27 Jan 97
 

44.  
Discounting under Uncertainty | Show Abstract |
J. OF BUSINESS, Vol. 69 No. 4, October 1996
Fama, Eugene F.
University of Chicago - Finance
Posted:
18 Dec 96
 


Records 1 - 44 of 44 matches
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