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K

Kenneth R. French

University of Chicago

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Publications

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Citations

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Impact (2-yr)

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Top Publications

Common risk factors in the returns on stocks and bonds

Journal of Financial Economics199327,375 citations

The Cross‐Section of Expected Stock Returns

The Journal of Finance199215,057 citations

A five-factor asset pricing model

Journal of Financial Economics20147,584 citationsCorresponding

Multifactor Explanations of Asset Pricing Anomalies

The Journal of Finance19966,469 citations

Industry costs of equity

Journal of Financial Economics19976,157 citations

The Cross-Section of Expected Stock Returns

The Journal of Finance19925,514 citations

Expected stock returns and volatility

Journal of Financial Economics19874,255 citationsFirst authorCorresponding

Business conditions and expected returns on stocks and bonds

Journal of Financial Economics19894,138 citations

Dividend yields and expected stock returns

Journal of Financial Economics19883,718 citations

Testing Trade-Off and Pecking Order Predictions About Dividends and Debt

Review of Financial Studies20023,484 citations

Size and Book‐to‐Market Factors in Earnings and Returns

The Journal of Finance19953,164 citations

Permanent and Temporary Components of Stock Prices

Journal of Political Economy19883,099 citations

Disappearing dividends: changing firm characteristics or lower propensity to pay?

Journal of Financial Economics20013,071 citationsCorresponding

Stock returns and the weekend effect

Journal of Financial Economics19801,962 citationsFirst authorCorresponding

The Capital Asset Pricing Model: Theory and Evidence

The Journal of Economic Perspectives20041,910 citations

Kenneth R. French · Scinovex