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Eugene F. Fama

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Top Publications

Common risk factors in the returns on stocks and bonds
Journal of Financial Economics199327,375 citationsFirst authorCorresponding
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
The Journal of Finance197015,646 citations
The Cross‐Section of Expected Stock Returns
The Journal of Finance199215,057 citationsFirst authorCorresponding
Risk, Return, and Equilibrium: Empirical Tests
Journal of Political Economy197314,974 citationsFirst authorCorresponding
Efficient Capital Markets: A Review of Theory and Empirical Work
The Journal of Finance197013,039 citationsFirst authorCorresponding
Agency Problems and the Theory of the Firm
Journal of Political Economy198010,535 citationsFirst authorCorresponding
A five-factor asset pricing model
Journal of Financial Economics20147,584 citationsFirst author
Multifactor Explanations of Asset Pricing Anomalies
The Journal of Finance19966,469 citationsFirst authorCorresponding
Industry costs of equity
Journal of Financial Economics19976,157 citationsFirst authorCorresponding
The Cross-Section of Expected Stock Returns
The Journal of Finance19925,514 citationsFirst authorCorresponding
Efficient Capital Markets: II
The Journal of Finance19915,156 citationsFirst authorCorresponding
Business conditions and expected returns on stocks and bonds
Journal of Financial Economics19894,138 citationsFirst authorCorresponding
Dividend yields and expected stock returns
Journal of Financial Economics19883,718 citationsFirst authorCorresponding
Testing Trade-Off and Pecking Order Predictions About Dividends and Debt
Review of Financial Studies20023,484 citationsFirst authorCorresponding
Size and Book‐to‐Market Factors in Earnings and Returns
The Journal of Finance19953,164 citationsFirst authorCorresponding
Permanent and Temporary Components of Stock Prices
Journal of Political Economy19883,099 citationsFirst authorCorresponding
Disappearing dividends: changing firm characteristics or lower propensity to pay?
Journal of Financial Economics20013,071 citationsFirst author
Asset returns and inflation
Journal of Financial Economics19772,750 citationsFirst authorCorresponding
Stock Returns, Real Activity, Inflation, and Money
American Economic Review19812,561 citationsFirst authorCorresponding
Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1
Journal of Financial Economics19982,520 citationsFirst authorCorresponding
The Capital Asset Pricing Model: Theory and Evidence
The Journal of Economic Perspectives20041,910 citationsFirst authorCorresponding