Kenneth R. French

Journal Articles

1. Eugene F. Fama, Kenneth R. French (2025). Michael C. Jensen's empirical work. Journal Of Financial Economics, Vol. 1720.DOI
2. Eugene F. Fama, Kenneth R. French (2025). Is the Value Premium Smaller Than We Thought?: A Comment. Critical Finance Review.DOI
3. Eugene F. Fama, Kenneth R. French (2024). House Prices and Rents. Review of Financial Studies.DOI
4. Eugene F. Fama, Kenneth R. French (2020). Comparing Cross-Section and Time-Series Factor Models. Review Of Financial Studies, Vol. 330, No. 5.DOI
5. Eugene F. Fama, Kenneth R. French (2020). The Value Premium. The Review of Asset Pricing Studies.DOI
6. Eugene F. Fama, Kenneth R. French (2018). Choosing factors. Journal Of Financial Economics, Vol. 1280, No. 2.DOI
7. Eugene F. Fama, Kenneth R. French (2018). Volatility Lessons. Financial Analysts Journal, Vol. 740, No. 30.DOI
8. Eugene F. Fama, Kenneth R. French (2018). Long-Horizon Returns. The Review of Asset Pricing Studies.DOI
9. Eugene F. Fama, Kenneth R. French (2017). International tests of a five-factor asset pricing model. Journal Of Financial Economics, Vol. 1230, No. 3.DOI
10. Eugene F. Fama, Kenneth R. French (2016). Dissecting Anomalies with a Five-Factor Model. Review Of Financial Studies, Vol. 290, No. 1.DOI
11. Eugene F. Fama, Kenneth R. French (2015). Incremental variables and the investment opportunity set. Journal Of Financial Economics, Vol. 1170, No. 3.DOI
12. Eugene F. Fama, Kenneth R. French (2015). A five-factor asset pricing model. Journal Of Financial Economics, Vol. 1160, No. 1.DOI
13. Martin Neil Baily, John Y. Campbell, John H. Cochrane, Douglas W. Diamond, Darrell Duffie, Kenneth R. French, Anil Kashyap, Frederic S. Mishkin, Raghuram G. Rajan, David S. Scharfstein, Robert J. Shiller, Matthew J. Slaughter, Hyun Song Shin, Jeremy C. Stein, René M. Stulz (2013). Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group. Journal of applied corporate finance.DOI
14. Eugene F. Fama, Kenneth R. French (2012). Size, value, and momentum in international stock returns. Journal Of Financial Economics, Vol. 1050, No. 3.DOI
15. Eugene F. Fama, Kenneth R. French (2010). Luck versus Skill in the Cross-Section of Mutual Fund Returns. Journal Of Finance, Vol. 650, No. 5.DOI
16. Kenneth R. French, Martin Neil Baily, John Y. Campbell, John H. Cochrane, Douglas W. Diamond, Darrell Duffie, Anil Kashyap, Frederic S. Mishkin, Raghuram G. Rajan, David Scharfstein, Robert J. Shiller, Hyun Song Shin, Matthew J. Slaughter, Jeremy C. Stein, René M. Stulz (2010). The Squam Lake Report: fixing the financial system. Choice Reviews Online.DOI
17. Kenneth R. French, Martin Neil Baily, John Campbell, John H. Cochrane, Douglas W. Diamond, Darrell Duffie, Anil Kashyap, Frederic S. Mishkin, Raghuram G. Rajan, David S. Scharfstein, Robert J. Shiller, Hyun Song Shin, Matthew J. Slaughter, Jeremy C. Stein, René M. Stulz (2010). The Squam Lake Report: Fixing the Financial System*. Journal of applied corporate finance.DOI
18. Eugene F. Fama, Kenneth R. French (2008). Average Returns, B/M, and Share Issues. Journal Of Finance, Vol. 630, No. 6.DOI
19. Kenneth R. French (2008). Presidential address: The cost of active investing. Journal Of Finance, Vol. 630, No. 4.DOI
20. Eugene F. Fama, Kenneth R. French (2008). Dissecting anomalies. Journal Of Finance, Vol. 630, No. 4.DOI
21. Eugene F. Fama, Kenneth R. French (2008). The Anatomy of Value and Growth Stock Returns. CFA Digest.DOI
22. Eugene F. Fama, Kenneth R. French (2007). The anatomy of value and growth stock returns. Financial Analysts Journal, Vol. 630, No. 60.DOI
23. Eugene F. Fama, Kenneth R. French (2007). Disagreement, tastes, and asset prices. Journal Of Financial Economics, Vol. 830, No. 3.DOI
24. Eugene F. Fama, Kenneth R. French (2007). Migration. CFA Digest.DOI
25. Eugene F. Fama, Kenneth R. French (2006). Profitability, investment and average returns. Journal Of Financial Economics, Vol. 820, No. 3.DOI
26. Eugene F. Fama, Kenneth R. French (2006). The value premium and the CAPM. Journal Of Finance, Vol. 610, No. 5.DOI
27. Eugene F. Fama, Kenneth R. French (2004). Financing decisions: who issues stock? Journal of Financial Economics.DOI
28. Eugene F. Fama, Kenneth R. French (2004). The Capital Asset Pricing Model: Theory and Evidence. The Journal of Economic Perspectives.DOI
29. Eugene F. Fama, Kenneth R. French (2004). New lists: Fundamentals and survival rates. Journal of Financial Economics.DOI
30. Eugene F. Fama, Kenneth R. French (2002). The Equity Premium. The Journal of Finance.DOI
31. Eugene F. Fama, Kenneth R. French (2002). Testing Trade-Off and Pecking Order Predictions About Dividends and Debt. Review of Financial Studies.DOI
32. Eugene F. Fama, Kenneth R. French (1996). Multifactor Explanations of Asset Pricing Anomalies. The Journal of Finance.DOI
33. Eugene F. Fama, Kenneth R. French (1995). Size and Book-to-Market Factors in Earnings and Returns. The Journal of Finance.DOI
34. Kenneth R. French, James M. Poterba (1991). Investor Diversification and International Equity Markets. National Bureau of Economic Research.DOI
35. Kenneth R. French, James M. Poterba (1990). Japanese and U.S. cross-border common stock investments. Journal of the Japanese and International Economies.DOI
36. Kenneth R. French, James M. Poterba (1990). Were Japanese Stock Prices Too High? Journal of Financial Economics.DOI

Preprints

1. Eugene F. Fama, Kenneth R. French (2023). Production of U.S. Rm-Rf, SMB, and HML in the Fama-French Data Library. SSRN Electronic Journal.DOI
2. Eugene F. Fama, Kenneth R. French (2023). Regional Prosperity and Its Spillovers. SSRN Electronic Journal.DOI
3. Martin Neil Baily, John Y. Campbell, John H. Cochrane, Douglas W. Diamond, Darrell Duffie, Kenneth R. French, Anil Kashyap, Frederic S. Mishkin, David S. Scharfstein, Robert J. Shiller, Matthew J. Slaughter, Hyun Song Shin, Jeremy C. Stein, René M. Stulz (2011). Reforming Money Market Funds. SSRN Electronic Journal.DOI
4. Eugene F. Fama, Kenneth R. French (2008). Capital Structure Choices. SSRN Electronic Journal.DOI
5. Kenneth R. French, Eugene F. Fama (2008). The Profitability and Equity Financing of Style Groups: 1906-2006. SSRN Electronic Journal.DOI
6. Eugene F. Fama, Kenneth R. French (2000). Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay? SSRN Electronic Journal.DOI
7. J. L. Davis, Eugene F. Fama, Kenneth R. French (1998). Characteristics, Covariances, and Average Returns: 1929-1997. SSRN Electronic Journal.DOI
8. Eugene F. Fama, Kenneth R. French (1998). The Corporate Cost of Capital and the Return on Corporate Investment. SSRN Electronic Journal.DOI
9. Eugene F. Fama, Kenneth R. French (1997). Value Versus Growth: The International Evidence. SSRN Electronic Journal.DOI
10. Eugene F. Fama, Kenneth R. French (1997). Taxes, Financing Decisions, and Firm Value. SSRN Electronic Journal.DOI
11. Eugene F. Fama, Kenneth R. French (1997). Forecasting Profitability and Earnings. SSRN Electronic Journal.DOI