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

42

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SSRN CITATIONS
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1,576

CROSSREF CITATIONS

944

Scholarly Papers (42)

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 54,728 (17)
Citation 182

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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 Dartmouth College - Tuck School of Business
Downloads 44,938 (29)
Citation 127

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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 39,670 (37)
Citation 26

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4.
Downloads 26,784 ( 78)
Citation 15

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 26,784 (77)
Citation 15

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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 Dartmouth College - Tuck School of Business

Abstract:

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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 23,567 (100)
Citation 206

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6.
Downloads 19,328 ( 141)
Citation 79

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 Dartmouth College - Tuck School of Business
Downloads 19,328 (138)
Citation 79

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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 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 13,586 (266)
Citation 101

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8.

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 Dartmouth College - Tuck School of Business
Downloads 11,671 (362)
Citation 105

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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
affiliation not provided to SSRN, University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 10,317 (463)
Citation 61

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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
affiliation not provided to SSRN, University of Chicago - Finance and Dartmouth College - Tuck School of Business

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10.

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 10,314 (470)
Citation 38

Abstract:

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11.

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 9,133 (583)
Citation 41

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 8,690 (637)
Citation 37

Abstract:

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Anomalies

13.
Downloads 8,341 ( 693)
Citation 46

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 7,096 (884)
Citation 46

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 1,245 (16,651)
Citation 3

Abstract:

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14.

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 8,240 (704)
Citation 9

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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 Dartmouth College - Tuck School of Business
Downloads 8,228 (697)
Citation 33

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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 Dartmouth College - Tuck School of Business

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16.

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 Dartmouth College - Tuck School of Business
Downloads 7,946 (744)
Citation 95

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17.
Downloads 7,798 ( 763)
Citation 13

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 7,798 (754)
Citation 13

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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.

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 7,661 (788)
Citation 160

Abstract:

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19.

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 Dartmouth College - Tuck School of Business
Downloads 6,161 (1,151)
Citation 36

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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 5,917 (1,250)
Citation 48

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21.

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 Dartmouth College - Tuck School of Business
Downloads 5,699 (1,326)
Citation 100

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 5,153 (1,566)
Citation 176

Abstract:

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23.

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 Dartmouth College - Tuck School of Business
Downloads 4,655 (1,899)
Citation 32

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24.
Downloads 4,246 ( 2,239)
Citation 8

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 4,246 (2,210)
Citation 8

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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.

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 3,925 (2,548)
Citation 7

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Opportunistic Financing

26.

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 3,209 (3,586)
Citation 24

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Average Returns, B/M, and Share Issues

27.

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 2,721 (4,770)
Citation 1

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28.

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 2,187 (6,836)
Citation 6

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29.

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 1,986 (8,078)
Citation 1

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30.

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 1,909 (8,641)

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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 Dartmouth College - Tuck School of Business
Downloads 1,487 (12,628)
Citation 6

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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 414 (74,854)

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

32.

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 1,815 (9,371)
Citation 3

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33.

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 Business School - Finance and Economics, 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 1,746 (9,984)
Citation 3

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34.

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
Dartmouth College - Tuck School of Business and National Bureau of Economic Research (NBER)
Downloads 737 (36,220)
Citation 3

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35.

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 Business School - Finance and Economics, 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 695 (39,138)
Citation 1

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

36.

Were Japanese Stock Prices Too High?

NBER Working Paper No. w3290
Number of pages: 44 Posted: 27 Apr 2000 Last Revised: 30 Jun 2010
Kenneth R. French and James M. Poterba
Dartmouth College - Tuck School of Business and National Bureau of Economic Research (NBER)
Downloads 270 (121,548)
Citation 3

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37.

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
Dartmouth College - Tuck School of Business and National Bureau of Economic Research (NBER)
Downloads 184 (176,032)
Citation 7

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38.

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
Dartmouth College - Tuck School of Business, 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 (BIS), Dartmouth College - Tuck School of Business, Harvard University - Department of Economics and Ohio State University (OSU) - Department of Finance
Downloads 7 (643,430)
Citation 2
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39.

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 - Graduate School of Business, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, 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 0 (712,002)
Citation 1
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40.

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 Dartmouth College - Tuck School of Business

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41.

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

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42.

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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