Kenneth R. French

Tuck School of Business at Dartmouth

Roth Family Distinguished Professor in Finance

Hanover, NH 03755

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

38

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CITATIONS
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3,604

Scholarly Papers (38)

1.

Value Versus Growth: The International Evidence

Number of pages: 30 Posted: 01 May 1997
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 35,325 (28)
Citation 364

Abstract:

2.

The Capital Asset Pricing Model: Theory and Evidence

CRSP Working Paper No. 550; Tuck Business School Working Paper No. 03-26
Number of pages: 35 Posted: 16 Sep 2003
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 34,523 (26)
Citation 110

Abstract:

3.
Downloads 25,846 ( 49)
Citation 140

Taxes, Financing Decisions, and Firm Value

Center for Research in Security Prices (CRSP) Working Paper No.
Number of pages: 34 Posted: 01 Feb 1997
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 25,846 (49)
Citation 140

Abstract:

Taxes, Financing Decisions, and Firm Value

Journal of Finance, Vol. 53 No. 3, June 1998
Posted: 28 Jul 1998
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth

Abstract:

4.

A Five-Factor Asset Pricing Model

Fama-Miller Working Paper
Number of pages: 52 Posted: 30 Jun 2013 Last Revised: 23 Sep 2014
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 21,386 (31)
Citation 8

Abstract:

5.

Luck Versus Skill in the Cross Section of Mutual Fund Returns

Tuck School of Business Working Paper No. 2009-56 , Chicago Booth School of Business Research Paper, Journal of Finance, Forthcoming
Number of pages: 43 Posted: 10 Mar 2009 Last Revised: 08 Feb 2010
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 18,768 (75)
Citation 95

Abstract:

6.
Downloads 18,381 ( 87)
Citation 254

The Equity Premium

EFMA 2001 Lugano Meetings; CRSP Working Paper No. 522
Number of pages: 29 Posted: 20 Jul 2000
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 18,381 (84)
Citation 254

Abstract:

The Equity Premium

Journal of Finance, Vol. 57, pp. 637-659, 2002
Posted: 28 Nov 2003
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth

Abstract:

7.

Disappearing Dividends: Changing Firm Characteristics Or Lower Propensity To Pay?

AFA 2001 New Orleans; CRSP Working Paper No. 509
Number of pages: 53 Posted: 03 Feb 2000
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 9,791 (254)
Citation 427

Abstract:

Characteristics, Covariances, and Average Returns: 1929-1997

Center for Research in Security Prices (CRSP) Working Paper No. 471
Number of pages: 24 Posted: 12 Aug 1998
James L. Davis, Eugene F. Fama and Kenneth R. French
Dimensional Fund Advisors Inc., University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 9,472 (321)
Citation 246

Abstract:

Characteristics, Covariances, and Average Returns: 1929-1997

Journal of Finance, Vol. 55, No. 1, February 2000
Posted: 13 Feb 2001
James L. Davis, Eugene F. Fama and Kenneth R. French
Dimensional Fund Advisors Inc., University of Chicago - Finance and Tuck School of Business at Dartmouth

Abstract:

9.

Size, Value, and Momentum in International Stock Returns

Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2011-85, Chicago Booth Research Paper No. 11-10
Number of pages: 36 Posted: 05 Dec 2010 Last Revised: 23 Jun 2011
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 8,500 (269)
Citation 30

Abstract:

10.

The Cost of Active Investing

Number of pages: 50 Posted: 16 Mar 2008 Last Revised: 12 Apr 2008
Kenneth R. French
Tuck School of Business at Dartmouth
Downloads 7,862 (393)
Citation 84

Abstract:

11.
Downloads 7,639 ( 497)
Citation 145

Forecasting Profitability And Earnings

CRSP Working Paper No. 456
Number of pages: 18 Posted: 13 Nov 1997
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 7,639 (489)
Citation 145

Abstract:

Forecasting Profitability and Earnings

Journal of Business, Vol. 73, No. 2, April 2000
Posted: 10 Mar 2000
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth

Abstract:

12.

The Corporate Cost of Capital and the Return on Corporate Investment

CRSP Working Paper
Number of pages: 31 Posted: 11 Aug 1998
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 7,511 (479)
Citation 32

Abstract:

13.

The Value Premium and the CAPM

Number of pages: 30 Posted: 16 Mar 2005
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 7,406 (449)
Citation 84

Abstract:

14.

Testing Tradeoff and Pecking Order Predictions About Dividends and Debt

CRSP Working Paper No. 506
Number of pages: 46 Posted: 15 Dec 1999
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 7,178 (516)
Citation 421

Abstract:

15.
Downloads 7,068 ( 576)
Citation 15

The Anatomy of Value and Growth Stock Returns

CRSP Working Paper
Number of pages: 25 Posted: 28 Sep 2005
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 7,068 (569)
Citation 15

Abstract:

The Anatomy of Value and Growth Stock Returns

Financial Analysts Journal, Vol. 63, No. 6, 2007
Posted: 14 Dec 2007
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth

Abstract:

Portfolio Management: Equity Strategies

16.

Dissecting Anomalies

CRSP Working Paper No. 610
Number of pages: 37 Posted: 26 Jun 2006
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 6,820 (488)
Citation 159

Abstract:

Anomalies

17.

Profitability, Growth, and Average Returns

CRSP Working Paper No. 558
Number of pages: 41 Posted: 30 Jul 2004
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 5,148 (891)
Citation 64

Abstract:

18.

Financing Decisions: Who Issues Stock?

CRSP Working Paper No. 549
Number of pages: 39 Posted: 13 Aug 2003
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 5,137 (931)
Citation 148

Abstract:

19.

Disagreement, Tastes, and Asset Prices

CRSP Working Paper No. 552, Tuck Business School Working Paper No. 2004-03
Number of pages: 35 Posted: 17 Nov 2005
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 5,109 (948)
Citation 48

Abstract:

20.

New Lists: Fundamentals and Survival Rates

CRSP Working Paper No. 530; Tuck Business School Working Paper No. 03-15
Number of pages: 57 Posted: 07 May 2003
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 4,374 (1,301)
Citation 117

Abstract:

21.
Downloads 3,842 ( 1,656)
Citation 62

Migration

CRSP Working Paper No. 614
Number of pages: 24 Posted: 28 Aug 2006
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 3,842 (1,629)
Citation 62

Abstract:

Size premium, value premium, average returns

Migration

Financial Analysts Journal, Vol. 63, No. 3, pp. 48-58, 2007
Posted: 11 Jun 2007
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth

Abstract:

Portfolio Management: Equity Strategies, Asset Allocation

22.
Downloads 3,200 ( 2,323)

Choosing Factors

Fama-Miller Working Paper , Tuck School of Business Working Paper No. 2668236, Chicago Booth Research Paper No. 16-17
Number of pages: 32 Posted: 02 Oct 2015 Last Revised: 06 Nov 2016
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 2,881 (2,756)

Abstract:

Five-factor model

Choosing Factors

Number of pages: 33 Posted: 06 Sep 2016
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 319 (74,352)

Abstract:

23.

Capital Structure Choices

Number of pages: 42 Posted: 15 Apr 2008 Last Revised: 22 Sep 2011
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 2,892 (2,158)
Citation 2

Abstract:

Opportunistic Financing

24.

Average Returns, B/M, and Share Issues

CRSP Working Paper No. 619
Number of pages: 36 Posted: 20 May 2007 Last Revised: 22 Oct 2007
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 2,757 (2,704)
Citation 16

Abstract:

Average Returns, B/M, and Share Issues

25.

Dissecting Anomalies with a Five-Factor Model

Fama-Miller Working Paper
Number of pages: 49 Posted: 01 Oct 2014 Last Revised: 26 Jun 2015
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 2,342 (1,112)
Citation 2

Abstract:

26.

The Profitability and Equity Financing of Style Groups: 1906-2006

Number of pages: 27 Posted: 15 Jul 2008
Kenneth R. French and Eugene F. Fama
Tuck School of Business at Dartmouth and University of Chicago - Finance
Downloads 1,685 (6,405)

Abstract:

Equity financing, pecking order, Q-theory

Incremental Variables and the Investment Opportunity Set

Chicago Booth Research Paper No. 14-35, Fama-Miller Working Paper
Number of pages: 47 Posted: 15 Oct 2014 Last Revised: 17 Apr 2015
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 1,252 (11,350)

Abstract:

Incremental variables, Investment opportunity set, Portfolio returns, Variable attenuation

Incremental Variables and the Investment Opportunity Set

Journal of Financial Economics (JFE), Forthcoming, Tuck School of Business Working Paper No. 2509517
Number of pages: 46 Posted: 09 Apr 2015
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 276 (86,861)

Abstract:

Incremental variables, Investment opportunity set, Portfolio returns, Variable attenuation

28.

Reforming Money Market Funds

Tuck School of Business Working Paper No. 2011-86, Rock Center for Corporate Governance at Stanford University Working Paper No. 109, Columbia Business School Research Paper No. 12-13
Number of pages: 10 Posted: 19 Jan 2011 Last Revised: 20 Feb 2012
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Tuck School of Business at Dartmouth, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Tuck School of Business at Dartmouth, Bank for International Settlements, Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
Downloads 1,472 (7,974)

Abstract:

29.

International Tests of a Five-Factor Asset Pricing Model

Fama-Miller Working Paper, Tuck School of Business Working Paper No. 2622782
Number of pages: 48 Posted: 26 Jun 2015 Last Revised: 31 Dec 2015
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth
Downloads 632 (2,279)
Citation 1

Abstract:

30.

Aligning Incentives at Systemically Important Financial Institutions

Columbia Business School Research Paper No. 13-18, Fisher College of Business Working Paper
Number of pages: 7 Posted: 28 Mar 2013
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Tuck School of Business at Dartmouth, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Tuck School of Business at Dartmouth, Bank for International Settlements and Ohio State University (OSU) - Department of Finance
Downloads 495 (37,330)

Abstract:

Bonus, compensation, contingent convertible bonds, capital, regulation, financial crisis

31.

Investor Diversification and International Equity Markets

NBER Working Paper No. w3609
Number of pages: 15 Posted: 17 Oct 2007
Kenneth R. French and James M. Poterba
Tuck School of Business at Dartmouth and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 420 (38,422)
Citation 445

Abstract:

32.

Were Japanese Stock Prices Too High?

NBER Working Paper No. w3290
Number of pages: 44 Posted: 27 Apr 2000
Kenneth R. French and James M. Poterba
Tuck School of Business at Dartmouth and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 167 (124,232)
Citation 51

Abstract:

33.

Japanese and U.S. Cross-Border Common Stock Investments

NBER Working Paper No. R1537
Number of pages: 18 Posted: 14 Jul 2000
Kenneth R. French and James M. Poterba
Tuck School of Business at Dartmouth and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 104 (167,308)
Citation 14

Abstract:

34.

The Squam Lake Report: Fixing the Financial System

Journal of Applied Corporate Finance, Vol. 22, Issue 3, pp. 8-21, Summer 2010
Number of pages: 16 Posted: 04 Oct 2010
Tuck School of Business at Dartmouth, Institute for International Economics, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, University of Chicago - Booth School of Business, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Bank for International Settlements, Tuck School of Business at Dartmouth, Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
Downloads 7 (495,103)
Citation 19
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35.

Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group

Journal of Applied Corporate Finance, Vol. 25, Issue 4, pp. 37-40, 2013
Number of pages: 6 Posted: 23 Dec 2013
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University, Tuck School of Business at Dartmouth, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Tuck School of Business at Dartmouth, Bank for International Settlements and Ohio State University (OSU) - Department of Finance
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Abstract:

36.

Size and Book to Market Factors in Earnings and Returns

JOURNAL OF FINANCE, Vol 50, No 1, March 1995
Posted: 10 May 2000
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth

Abstract:

37.

Multifactor Explanations of Asset Pricing Anomalies

J. OF FINANCE, Vol. 51 No. 1, March 1996
Posted: 28 Jun 1998
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth

Abstract:

38.

Investment Decisions, Financing Decisions, and Firm Value

Posted: 27 Jan 1997
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Tuck School of Business at Dartmouth

Abstract: