Kenneth R. French

Dartmouth College - Tuck School of Business

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

44

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CROSSREF CITATIONS

965

Scholarly Papers (44)

1.

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 Dartmouth College - Tuck School of Business
Downloads 81,277 (24)
Citation 181

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2.

The Capital Asset Pricing Model: Theory and Evidence

Number of pages: 35 Posted: 16 Sep 2003
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 50,686 (53)
Citation 194

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3.

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 Dartmouth College - Tuck School of Business
Downloads 42,593 (73)
Citation 115

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4.
Downloads 27,496 ( 163)
Citation 76

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 Dartmouth College - Tuck School of Business
Downloads 27,496 (159)
Citation 76

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Taxes, Financing Decisions, and Firm Value

Posted: 28 Jul 1998
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business

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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 Dartmouth College - Tuck School of Business
Downloads 25,937 (179)
Citation 428

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6.
Downloads 20,264 ( 277)
Citation 98

The Equity Premium

Number of pages: 29 Posted: 20 Jul 2000
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 20,264 (272)
Citation 98

Abstract:

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The Equity Premium

Posted: 28 Nov 2003
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business

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7.

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 Dartmouth College - Tuck School of Business
Downloads 16,966 (405)
Citation 286

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8.

Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?

Number of pages: 53 Posted: 03 Feb 2000
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 12,442 (688)
Citation 133

Abstract:

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9.

The Cost of Active Investing

Number of pages: 50 Posted: 16 Mar 2008 Last Revised: 12 Apr 2008
Kenneth R. French
Dartmouth College - Tuck School of Business
Downloads 11,944 (740)
Citation 39

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Characteristics, Covariances, and Average Returns: 1929-1997

Number of pages: 24 Posted: 12 Aug 1998
James L. Davis, Eugene F. Fama and Kenneth R. French
affiliation not provided to SSRN, University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 11,228 (823)
Citation 163

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Characteristics, Covariances, and Average Returns: 1929-1997

Posted: 13 Feb 2001
James L. Davis, Eugene F. Fama and Kenneth R. French
affiliation not provided to SSRN, University of Chicago - Finance and Dartmouth College - Tuck School of Business

Abstract:

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11.
Downloads 11,170 ( 837)
Citation 286

Choosing Factors

Fama-Miller Working Paper , Tuck School of Business Working Paper No. 2668236, Chicago Booth Research Paper No. 16-17
Number of pages: 54 Posted: 02 Oct 2015 Last Revised: 28 Mar 2017
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 9,485 (1,094)
Citation 79

Abstract:

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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 Dartmouth College - Tuck School of Business
Downloads 1,685 (18,905)
Citation 15

Abstract:

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12.

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 Dartmouth College - Tuck School of Business
Downloads 10,320 (958)
Citation 55

Abstract:

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Anomalies

13.

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 Dartmouth College - Tuck School of Business
Downloads 10,125 (995)
Citation 472

Abstract:

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14.

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 Dartmouth College - Tuck School of Business
Downloads 9,943 (1,026)
Citation 45

Abstract:

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15.

The Value Premium

Fama-Miller Working Paper No. 20-01
Number of pages: 20 Posted: 27 Jan 2020 Last Revised: 30 Jan 2020
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 9,184 (1,161)
Citation 26

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16.
Downloads 8,838 ( 1,250)

Forecasting Profitability and Earnings

Number of pages: 18 Posted: 13 Nov 1997
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 8,838 (1,242)
Citation 77

Abstract:

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Forecasting Profitability and Earnings

Posted: 10 Mar 2000
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business

Abstract:

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17.
Downloads 8,728 ( 1,283)
Citation 16

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 Dartmouth College - Tuck School of Business
Downloads 8,728 (1,277)
Citation 16

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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 Dartmouth College - Tuck School of Business

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Portfolio Management: Equity Strategies

18.

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 Dartmouth College - Tuck School of Business
Downloads 8,561 (1,326)
Citation 24

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19.

Testing Tradeoff and Pecking Order Predictions About Dividends and Debt

Number of pages: 46 Posted: 15 Dec 1999
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 8,412 (1,374)
Citation 243

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20.

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 Dartmouth College - Tuck School of Business
Downloads 7,144 (1,807)
Citation 141

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21.

Profitability, Growth, and Average Returns

Number of pages: 41 Posted: 30 Jul 2004
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 6,886 (1,916)
Citation 59

Abstract:

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22.

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 Dartmouth College - Tuck School of Business
Downloads 6,798 (1,966)
Citation 1,329

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23.

Financing Decisions: Who Issues Stock?

Number of pages: 39 Posted: 13 Aug 2003
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 6,106 (2,343)
Citation 118

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24.
Downloads 5,045 ( 3,278)

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 Dartmouth College - Tuck School of Business
Downloads 5,045 (3,238)
Citation 11

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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 Dartmouth College - Tuck School of Business

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Portfolio Management: Equity Strategies, Asset Allocation

25.

New Lists: Fundamentals and Survival Rates

Number of pages: 57 Posted: 07 May 2003
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 4,858 (3,481)
Citation 47

Abstract:

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26.

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 Dartmouth College - Tuck School of Business
Downloads 4,480 (4,005)
Citation 11

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Opportunistic Financing

27.

Volatility Lessons

Chicago Booth Research Paper No. 17-33, Fama-Miller Working Paper
Number of pages: 20 Posted: 04 Dec 2017 Last Revised: 19 Oct 2018
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 3,774 (5,347)
Citation 4

Abstract:

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28.

Comparing Cross-Section and Time-Series Factor Models

Chicago Booth Research Paper No. 18-08, Fama-Miller Working Paper
Number of pages: 43 Posted: 16 Oct 2018 Last Revised: 15 Jun 2019
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 3,478 (6,107)
Citation 7

Abstract:

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29.

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 Dartmouth College - Tuck School of Business
Downloads 3,440 (6,227)
Citation 29

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Average Returns, B/M, and Share Issues

30.

Production of U.S. Rm-Rf, SMB, and HML in the Fama-French Data Library

Chicago Booth Research Paper No. 23-22, Fama-Miller Working Paper
Number of pages: 19 Posted: 13 Nov 2023 Last Revised: 22 Dec 2023
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 3,373 (6,515)

Abstract:

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31.

Long-Horizon Returns

Chicago Booth Research Paper No. 17-17, Fama-Miller Working Paper
Number of pages: 28 Posted: 24 May 2017 Last Revised: 21 Nov 2017
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 3,047 (7,551)
Citation 9

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32.
Downloads 2,138 (13,249)
Citation 12

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 Dartmouth College - Tuck School of Business
Downloads 1,627 (19,951)
Citation 4

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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 Dartmouth College - Tuck School of Business
Downloads 511 (98,962)

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

33.

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
Dartmouth College - Tuck School of Business and University of Chicago - Finance
Downloads 2,044 (14,274)

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Equity financing, pecking order, Q-theory

34.

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, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia University - Columbia Business School, Finance, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS), Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
Downloads 1,974 (15,054)
Citation 3

Abstract:

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35.

House Prices and Rents

Chicago Booth Research Paper No. 20-48, Fama-Miller Working Paper
Number of pages: 23 Posted: 09 Nov 2020 Last Revised: 07 Dec 2023
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 1,117 (35,400)
Citation 1

Abstract:

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36.

Investor Diversification and International Equity Markets

NBER Working Paper No. w3609
Number of pages: 15 Posted: 17 Oct 2007 Last Revised: 28 Apr 2023
Kenneth R. French, James M. Poterba and James M. Poterba
Dartmouth College - Tuck School of Business and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 1,063 (38,088)
Citation 79

Abstract:

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37.

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, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia University - Columbia Business School, Finance, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS) and Ohio State University (OSU) - Department of Finance
Downloads 833 (53,478)
Citation 1

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

38.

Were Japanese Stock Prices Too High?

NBER Working Paper No. w3290
Number of pages: 44 Posted: 27 Apr 2000 Last Revised: 28 Apr 2023
Kenneth R. French, James M. Poterba and James M. Poterba
Dartmouth College - Tuck School of Business and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 409 (130,343)
Citation 10

Abstract:

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39.

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

Number of pages: 18 Posted: 14 Jul 2000
Kenneth R. French, James M. Poterba and James M. Poterba
Dartmouth College - Tuck School of Business and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 279 (197,048)
Citation 7

Abstract:

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40.

Regional Prosperity and Its Spillovers

Chicago Booth Research Paper No. 23-16, Fama-Miller Working Paper
Number of pages: 34 Posted: 05 Sep 2023
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 155 (339,703)

Abstract:

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41.

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: 01 Mar 2023
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University - Graduate School of Business, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia University - Columbia Business School, Finance, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS) and Ohio State University (OSU) - Department of Finance
Downloads 72 (579,161)
Citation 1

Abstract:

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42.

Size and Book to Market Factors in Earnings and Returns

Posted: 10 May 2000
Eugene F. Fama and Kenneth R. French
University of Chicago - Finance and Dartmouth College - Tuck School of Business

Abstract:

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43.

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 Dartmouth College - Tuck School of Business

Abstract:

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44.

Investment Decisions, Financing Decisions, and Firm Value

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

Abstract:

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