Kenneth R. French
- Common risk factors in the returns on stocks and bonds
1993/02/01 by Eugene F. Fama, Kenneth R. French · 43 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Corporate Finance and Governance #Credit Risk and Financial Regulations #Financial Markets and Investment Strategies
- A five-factor asset pricing model
2015/04/01 by Eugene F. Fama, Kenneth R. French · 27 citations
- Permanent and Temporary Components of Stock Prices
1988/04/01 by Eugene F. Fama, Kenneth R. French · 12 citations
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Monetary Policy and Economic Impact #Housing Market and Economics
- Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
1987/01/01 by Eugene F. Fama, Kenneth R. French · 4 citations
Economics, Econometrics and Finance · #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Financial Markets and Investment Strategies