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Symposia - Fortieth Anniversary of CAPM - "The Capital Asset Pricing Model: Theory and Evidence"
Fama, Eugene F.; French, Kenneth R. - In: The journal of economic perspectives : EP ; a journal … 18 (2004) 3, pp. 25-46
Persistent link: https://www.econbiz.de/10007025986
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Size and Book-to-Market Factors in Earnings and Returns
Fama, Eugene F.; French, Kenneth R. - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 131-156
Persistent link: https://www.econbiz.de/10006595094
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Forecasting House Prices and Rents
Fama, Eugene F.; French, Kenneth R. - 2022
Variation in monthly metropolitan area house prices unrelated to future rents clouds forecasts of rents from price-rent ratios and lagged changes in house prices. If this noise in house prices is correlated across areas, the problem is mitigated by measuring rent growth regression variables net...
Persistent link: https://www.econbiz.de/10013404208
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Newly Listed Firms: Fundamentals, Survival Rates, and Returns
FAMA, EUGENE F.; FRENCH, KENNETH R. - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005794705
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The Corporate Cost of Capital and the Return on Corporate Investment
FAMA, EUGENE F.; FRENCH, KENNETH R. - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005794714
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Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”
FAMA, EUGENE F.; FRENCH, KENNETH R. - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005794718
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Characteristics, Covariances, and Average Returns: 1929-1997.
DAVIS, JAMES; FAMA, EUGENE F.; FRENCH, KENNETH R. - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005794734
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Taxes, Financing Decisions, and Firm Value
FAMA, EUGENE F.; FRENCH, KENNETH R. - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005794741
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Value Versus Growth: The International Evidence.
FAMA, EUGENE F.; FRENCH, KENNETH R. - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005794756
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Characteristics, Covariances, and Average Returns: 1929 to 1997
DAVIS, JAMES L.; FAMA, EUGENE F.; FRENCH, KENNETH R. - Center for Research in Security Prices (CRSP), Booth …
Persistent link: https://www.econbiz.de/10005794767