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Kenneth French
Using Equity Market Reactions to Infer Exposure to Trade Liberalization
Y La Política Económica)
The Fama-French Factors As Proxies for Fundamental Economic Risks
CURRICULUM VITAE August, 2015
Economic Fundamentals, Risk, and Momentum Profits
Measuring Capital in the New Economy
Meeting on Economic Fluctuations
Eugene F. Fama Booth School, University of Chicago, Chicago, IL, USA
The University of Chicago Socio-Economic Disparities
From the Great Depression to the Great Recession
Two Pillars of Asset Pricing †
Margin Requirements, Risk Taking, and Multifactor Models
THE PRE-NASDAQ EVIDENCE Paul A. Gompers J
Household Finance: an Emerging Field*
Financial Market History Reflections on the Past for Investors Today
Efficient Capital Markets: II
Jegadeesh and Titman (1993)
UCLA Electronic Theses and Dissertations
Top View
Eugene F. Fama
A REVIEW of EFFICIENT MARKETS HYPOTHESIS: an ANALYSIS of EUGENE FAMA and KEN FRENCH's RESEARCH by Austin N. Hughey Submitted
4 Intangible Risk
The Expected Value Premium
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
Can Inflation Expectations Be Measured Using Commodity Futures Prices?
1. Embrace Market Pricing
Conditional Risk Premia in Currency Markets and Other Asset Classes
The Cross Section of Expected Stock Returns
Volume 2, 2011
When Ken French Says You Can't Beat the Market, He Means YOU (Probably)
Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller
Applied Corporate Finance in This Issue
Empirical Methods in Finance UT
Market Efficiency, Long-Term Returns, and Behavioral Finance
Simon Kuznets
Finance 395 Asset Pricing Theory Spring 2019 Monday 2:00 - 5:00Pm GSB 5.154
C:\Working Papers\11989.Wpd
Multi-Factor Asset-Pricing Models Under Markov Regime Switches: Evidence from the Chinese Stock Market
Forbes Dimensional Article
C:\Working Papers\11006.Wpd