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Information about:
Eugene F. Fama Sr.

Personal Details | Affiliation | Works
This is information that was supplied by Eugene Fama in registering through RePEc. If you are Eugene F. Fama Sr., you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Eugene
Middle Name: F.
Last Name: Fama
Suffix: Sr.

RePEc Short-ID: pfa110

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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations
  9. Number of Citations, Discounted by Citation Age
  10. Number of Citations, Weighted by Simple Impact Factor
  11. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Recursive Impact Factor
  13. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors
  15. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  20. h, where author has written h papers that have each been cited at least h times.
  21. Number of Registered Citing Authors
  22. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  23. Number of Journal Pages
  24. Number of Journal Pages, Weighted by Simple Impact Factor
  25. Number of Journal Pages, Weighted by Recursive Impact Factor
  26. Number of Journal Pages, Weighted by Number of Authors
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  29. Number of Abstract Views in RePEc Services over the past 12 months
  30. Number of Downloads through RePEc Services over the past 12 months
  31. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Eugene Fama & Kenneth French, 1986. "Common Factors in the Serial Correlation of Stock Returns," University of California at Los Angeles, Anderson Graduate School of Management 1203, Anderson Graduate School of Management, UCLA. [Downloadable!]

  2. Eugene F. Fama & Kenneth R. French, . "Forecasting Profitability and Earnings," CRSP working papers 358, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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  3. Eugene F. Fama, . "Determining the Number of Priced State Variables in the ICAPM," CRSP working papers 447, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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  4. Eugene F. Fama & Kenneth R. French, . "Value Versus Growth: The International Evidence," CRSP working papers 449, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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  5. Eugene F. Fama & Kenneth R. French, . "Newly Listed Firms: Fundamentals, Survival Rates, and Returns," CRSP working papers 530, Center for Research in Security Prices, Graduate School of Business, University of Chicago. [Downloadable!]

  6. Eugene F. Fama & Kenneth R. French, . "The Corporate Cost of Capital and the Return on Corporate Investment," CRSP working papers 469, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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  7. James L. Davis & Eugene F. Fama & Kenneth R. French, . "Characteristics, Covariances, and Average Returns: 1929 to 1997," CRSP working papers 359, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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  8. Eugene F. Fama & Kenneth R. French, . "Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”," CRSP working papers 506, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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  9. Eugene F. Fama & Kenneth R. French, . "Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?."," CRSP working papers 509, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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  10. Eugene F. Fama & Kenneth R. French, . "Taxes, Financing Decisions, and Firm Value," CRSP working papers 334, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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  11. James Davis & Eugene F. Fama & Kenneth R. French, . "Characteristics, Covariances, and Average Returns: 1929-1997," CRSP working papers 471, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

  12. Eugene Fama & F. & Kenneth R. French, . "The Equity Premium."," CRSP working papers 522, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    Published as:

  13. Eugene F Fama, . "Market Efficiency, Long-Term Returns, and Behavioral Finance," CRSP working papers 448, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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    Published as:

Articles

  1. Fama, Eugene F. & French, Kenneth R., 2005. "Financing decisions: who issues stock?," Journal of Financial Economics, Elsevier, vol. 76(3), pages 549-582, June. [Downloadable!] (restricted)

  2. Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 25-46, Summer. [Downloadable!] (restricted)

  3. Fama, Eugene F. & French, Kenneth R., 2004. "New lists: Fundamentals and survival rates," Journal of Financial Economics, Elsevier, vol. 73(2), pages 229-269, August. [Downloadable!] (restricted)

  4. Eugene F. Fama, 2002. "Testing Trade-Off and Pecking Order Predictions About Dividends and Debt," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(1), pages 1-33, March.
    Other versions:

  5. Eugene F. Fama & Kenneth R. French, 2002. "The Equity Premium," Journal of Finance, American Finance Association, vol. 57(2), pages 637-659, 04. [Downloadable!] (restricted)
    Other versions:

  6. Fama, Eugene F. & French, Kenneth R., 2001. "Disappearing dividends: changing firm characteristics or lower propensity to pay?," Journal of Financial Economics, Elsevier, vol. 60(1), pages 3-43, April. [Downloadable!] (restricted)
    Other versions:
    Published as:

  7. Fama, Eugene F & French, Kenneth R, 2000. "Forecasting Profitability and Earnings," Journal of Business, University of Chicago Press, vol. 73(2), pages 161-75, April. [Downloadable!] (restricted)
    Other versions:

  8. James L. Davis & Eugene F. Fama & Kenneth R. French, 2000. "Characteristics, Covariances, and Average Returns: 1929 to 1997," Journal of Finance, American Finance Association, vol. 55(1), pages 389-406, 02. [Downloadable!] (restricted)
    Other versions:

  9. Eugene F. Fama & Kenneth R. French, 1999. "The Corporate Cost of Capital and the Return on Corporate Investment," Journal of Finance, American Finance Association, vol. 54(6), pages 1939-1967, December. [Downloadable!] (restricted)
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  10. Eugene F. Fama & Kenneth R. French, 1998. "Value versus Growth: The International Evidence," Journal of Finance, American Finance Association, vol. 53(6), pages 1975-1999, December. [Downloadable!] (restricted)
    Other versions:

  11. Eugene F. Fama & Kenneth R. French, 1998. "Taxes, Financing Decisions, and Firm Value," Journal of Finance, American Finance Association, vol. 53(3), pages 819-843, 06. [Downloadable!] (restricted)
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  12. Fama, Eugene F., 1998. "Market efficiency, long-term returns, and behavioral finance1," Journal of Financial Economics, Elsevier, vol. 49(3), pages 283-306, September. [Downloadable!] (restricted)
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  13. Fama, Eugene F. & French, Kenneth R., 1997. "Industry costs of equity," Journal of Financial Economics, Elsevier, vol. 43(2), pages 153-193, February. [Downloadable!] (restricted)

  14. Fama, Eugene F & French, Kenneth R, 1996. " Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March. [Downloadable!] (restricted)

  15. Fama, Eugene F, 1996. "Discounting under Uncertainty," Journal of Business, University of Chicago Press, vol. 69(4), pages 415-28, October. [Downloadable!] (restricted)

  16. Fama, Eugene F & French, Kenneth R, 1996. " The CAPM Is Wanted, Dead or Alive," Journal of Finance, American Finance Association, vol. 51(5), pages 1947-58, December. [Downloadable!] (restricted)

  17. Fama, Eugene F & French, Kenneth R, 1995. " Size and Book-to-Market Factors in Earnings and Returns," Journal of Finance, American Finance Association, vol. 50(1), pages 131-55, March. [Downloadable!] (restricted)

  18. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February. [Downloadable!] (restricted)

  19. Fama, Eugene F., 1992. "Transitory variation in investment and output," Journal of Monetary Economics, Elsevier, vol. 30(3), pages 467-480, December. [Downloadable!] (restricted)

  20. Fama, Eugene F & French, Kenneth R, 1992. " The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-65, June. [Downloadable!] (restricted)

  21. Fama, Eugene F, 1991. "Time, Salary, and Incentive Payoffs in Labor Contracts," Journal of Labor Economics, University of Chicago Press, vol. 9(1), pages 25-44, January. [Downloadable!] (restricted)

  22. Fama, Eugene F, 1991. " Efficient Capital Markets: II," Journal of Finance, American Finance Association, vol. 46(5), pages 1575-617, December. [Downloadable!] (restricted)

  23. Fama, Eugene F, 1990. " Stock Returns, Expected Returns, and Real Activity," Journal of Finance, American Finance Association, vol. 45(4), pages 1089-1108, September. [Downloadable!] (restricted)

  24. Fama, Eugene F., 1990. "Term-structure forecasts of interest rates, inflation and real returns," Journal of Monetary Economics, Elsevier, vol. 25(1), pages 59-76, January. [Downloadable!] (restricted)

  25. Fama, Eugene F, 1990. "Contract Costs and Financing Decisions," Journal of Business, University of Chicago Press, vol. 63(1), pages S71-91, January. [Downloadable!] (restricted)

  26. Jensen, Michael C. & Long, John Jr. & Ruback, Richard S. & Schwert, G. William & Smith, Clifford Jr. & Warner, Jerold B. & Fama, Eugene F., 1990. "Editorial," Journal of Financial Economics, Elsevier, vol. 28(1-2), pages 3-5. [Downloadable!] (restricted)

  27. Fama, Eugene F & French, Kenneth R, 1988. "Permanent and Temporary Components of Stock Prices," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 246-73, April. [Downloadable!] (restricted)

  28. Fama, Eugene F & French, Kenneth R, 1988. " Business Cycles and the Behavior of Metals Prices," Journal of Finance, American Finance Association, vol. 43(5), pages 1075-93, December. [Downloadable!] (restricted)

  29. Fama, Eugene F & French, Kenneth R, 1987. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage," Journal of Business, University of Chicago Press, vol. 60(1), pages 55-73, January. [Downloadable!] (restricted)

  30. Fama, Eugene F & Bliss, Robert R, 1987. "The Information in Long-Maturity Forward Rates," American Economic Review, American Economic Association, vol. 77(4), pages 680-92, September. [Downloadable!] (restricted)

  31. Fama, Eugene F & Jensen, Michael C, 1983. "Agency Problems and Residual Claims," Journal of Law & Economics, University of Chicago Press, vol. 26(2), pages 327-49, June.

  32. Fama, Eugene F & Jensen, Michael C, 1983. "Separation of Ownership and Control," Journal of Law & Economics, University of Chicago Press, vol. 26(2), pages 301-25, June.

  33. Fama, Eugene F, 1983. "Stock Returns, Real Activity, Inflation, and Money: Reply," American Economic Review, American Economic Association, vol. 73(3), pages 471-72, June. [Downloadable!] (restricted)

  34. Fama, Eugene F, 1982. "Inflation, Output, and Money," Journal of Business, University of Chicago Press, vol. 55(2), pages 201-31, April. [Downloadable!] (restricted)

  35. Fama, Eugene F, 1981. "Stock Returns, Real Activity, Inflation, and Money," American Economic Review, American Economic Association, vol. 71(4), pages 545-65, September. [Downloadable!] (restricted)

  36. Fama, Eugene F, 1980. "Agency Problems and the Theory of the Firm," Journal of Political Economy, University of Chicago Press, vol. 88(2), pages 288-307, April. [Downloadable!] (restricted)

  37. Fama, Eugene F & Farber, Andre, 1979. "Money, Bonds, and Foreign Exchange," American Economic Review, American Economic Association, vol. 69(4), pages 639-49, September. [Downloadable!] (restricted)

  38. Fama, Eugene F & Schwert, G William, 1979. "Inflation, Interest, and Relative Prices," Journal of Business, University of Chicago Press, vol. 52(2), pages 183-209, April. [Downloadable!] (restricted)

  39. Fama, Eugene F, 1978. "The Effects of a Firm's Investment and Financing Decisions on the Welfare of Its Security Holders," American Economic Review, American Economic Association, vol. 68(3), pages 272-84, June. [Downloadable!] (restricted)

  40. Fama, Eugene F, 1977. "Interest Rates and Inflation: The Message in the Entrails," American Economic Review, American Economic Association, vol. 67(3), pages 487-96, June. [Downloadable!] (restricted)

  41. Fama, Eugene F, 1976. "Efficient Capital Markets: Reply," Journal of Finance, American Finance Association, vol. 31(1), pages 143-45, March. [Downloadable!] (restricted)

  42. Fama, Eugene F, 1976. "Inflation Uncertainty and Expected Returns on Treasury Bills," Journal of Political Economy, University of Chicago Press, vol. 84(3), pages 427-48, June. [Downloadable!] (restricted)

  43. Fama, Eugene F, 1976. "Multiperiod Consumption-Investment Decisions: A Correction," American Economic Review, American Economic Association, vol. 66(4), pages 723-24, September. [Downloadable!] (restricted)

  44. Fama, Eugene F, 1975. "Short-Term Interest Rates as Predictors of Inflation," American Economic Review, American Economic Association, vol. 65(3), pages 269-82, June. [Downloadable!] (restricted)

  45. Fama, Eugene F & MacBeth, James D, 1974. "Long-Term Growth in a Short-Term Market," Journal of Finance, American Finance Association, vol. 29(3), pages 857-85, June. [Downloadable!] (restricted)

  46. Fama, Eugene F & Laffer, Arthur B, 1974. "The Number of Firms and Competition: Reply," American Economic Review, American Economic Association, vol. 64(4), pages 806, September.

  47. Fama, Eugene F, 1974. "The Empirical Relationships Between the Dividend and Investment Decisions of Firms," American Economic Review, American Economic Association, vol. 64(3), pages 304-18, June. [Downloadable!] (restricted)

  48. Fama, Eugene F, 1973. "Risk, Return, and Portfolio Analysis: Reply," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 753-55, May-June. [Downloadable!] (restricted)

  49. Fama, Eugene F, 1973. "A Note on the Market Model and the Two-Parameter Model," Journal of Finance, American Finance Association, vol. 28(5), pages 1181-85, December. [Downloadable!] (restricted)

  50. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-36, May-June. [Downloadable!] (restricted)

  51. Eugene F. Fama, 1972. "Perfect Competition and Optimal Production Decisions under Uncertainty," Bell Journal of Economics, The RAND Corporation, vol. 3(2), pages 509-530, Autumn. [Downloadable!] (restricted)

  52. Fama, Eugene F, 1972. "Components of Investment Performance," Journal of Finance, American Finance Association, vol. 27(3), pages 551-67, June. [Downloadable!] (restricted)

  53. Fama, Eugene F & Laffer, Arthur B, 1972. "The Number of Firms and Competition," American Economic Review, American Economic Association, vol. 62(4), pages 670-74, September. [Downloadable!] (restricted)

  54. Fama, Eugene F & Laffer, Arthur B, 1971. "Information and Capital Markets," Journal of Business, University of Chicago Press, vol. 44(3), pages 289-98, July. [Downloadable!] (restricted)

  55. Fama, Eugene F, 1971. "Risk, Return, and Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 79(1), pages 30-55, Jan.-Feb.. [Downloadable!] (restricted)

  56. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May. [Downloadable!] (restricted)

  57. Fama, Eugene F, 1970. "Multiperiod Consumption-Investment Decisions," American Economic Review, American Economic Association, vol. 60(1), pages 163-74, March. [Downloadable!] (restricted)

  58. Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February. [Downloadable!] (restricted)

  59. Eppen, Gary D & Fama, Eugene F, 1969. "Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(2), pages 119-33, June. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2001-08-21 Author is listed
  2. NEP-FMK: Financial Markets (1) 2001-08-21 Author is listed
  3. NEP-MIC: Microeconomics (1) 2001-08-21 Author is listed
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This page was last updated on 2009-10-26.

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