Friday, December 5, 2008

papers: Fama, Eugene F.

1. Efficient Capital Markets: II
Eugene F. Fama 1991
The Journal of Finance, Vol. 46, No. 5 (Dec., 1991), pp. 1575-1617

2. Efficient Capital Markets: A Review of Theory and Empirical Work
Eugene F. Fama 1970
The Journal of Finance, Vol. 25, No. 2, Papers and Proceedings of the Twenty-Eighth Annual Meeting of the American Finance Association New York, N.Y. December, 28-30, 1969 (May, 1970), pp. 383-417

3. Stock Returns, Expected Returns, and Real Activity
Eugene F. Fama 1990
The Journal of Finance, Vol. 45, No. 4 (Sep., 1990), pp. 1089-1108

4. A Note on the Market Model and the Two-Parameter Model
Eugene F. Fama 1973
The Journal of Finance, Vol. 28, No. 5 (Dec., 1973), pp. 1181-1185

5. Risk, Return and Equilibrium: Some Clarifying Comments
Eugene F. Fama 1968
The Journal of Finance, Vol. 23, No. 1 (Mar., 1968), pp. 29-40

6. Efficient Capital Markets: Reply
Eugene F. Fama 1976
The Journal of Finance, Vol. 31, No. 1 (Mar., 1976), pp. 143-145

7. Components of Investment Performance
Eugene F. Fama 1972
The Journal of Finance, Vol. 27, No. 3 (Jun., 1972), pp. 551-567

8. Agency Problems and the Theory of the Firm
Eugene F. Fama 1980
The Journal of Political Economy, Vol. 88, No. 2 (Apr., 1980), pp. 288-307

9. Risk, Return, and Portfolio Analysis: Reply
Eugene F. Fama 1973
The Journal of Political Economy, Vol. 81, No. 3 (May - Jun., 1973), pp. 753-755

10. Inflation Uncertainty and Expected Returns on Treasury Bills
Eugene F. Fama 1976
The Journal of Political Economy, Vol. 84, No. 3 (Jun., 1976), pp. 427-448

11. Risk, Return, and Equilibrium
Eugene F. Fama 1971
The Journal of Political Economy, Vol. 79, No. 1 (Jan. - Feb., 1971), pp. 30-55

12. Mandelbrot and the Stable Paretian Hypothesis
Eugene F. Fama 1963
The Journal of Business, Vol. 36, No. 4 (Oct., 1963), pp. 420-429

13. Contract Costs and Financing Decisions
Eugene F. Fama 1990
The Journal of Business, Vol. 63, No. 1, Part 2: A Conference in Honor of Merton H. Miller's Contributions to Finance and Economics (Jan., 1990), pp. S71-S91

14. Information and Capital Markets
Eugene F. Fama, Arthur B. Laffer 1971
The Journal of Business, Vol. 44, No. 3 (Jul., 1971), pp. 289-298

15. The Behavior of Stock-Market Prices
Eugene F. Fama 1965
The Journal of Business, Vol. 38, No. 1 (Jan., 1965), pp. 34-105

16. Tomorrow on the New York Stock Exchange
Eugene F. Fama 1965
The Journal of Business, Vol. 38, No. 3 (Jul., 1965), pp. 285-299

17. Inflation, Output, and Money
Eugene F. Fama 1982
The Journal of Business, Vol. 55, No. 2 (Apr., 1982), pp. 201-231

18. Portfolio Analysis in a Stable Paretian Market
Eugene F. Fama 1965
Management Science, Vol. 11, No. 3, Series A, Sciences (Jan., 1965), pp. 404-419

19. Time, Salary, and Incentive Payoffs in Labor Contracts
Eugene F. Fama 1991
Journal of Labor Economics, Vol. 9, No. 1 (Jan., 1991), pp. 25-44

20. Perfect Competition and Optimal Production Decisions under Uncertainty
Eugene F. Fama 1972
The Bell Journal of Economics and Management Science, Vol. 3, No. 2 (Autumn, 1972), pp. 509-530

21. Multifactor Portfolio Efficiency and Multifactor Asset Pricing
Eugene F. Fama 1996
The Journal of Financial and Quantitative Analysis, Vol. 31, No. 4 (Dec., 1996), pp. 441-465

22. Determining the Number of Priced State Variables in the ICAPM
Eugene F. Fama 1998
The Journal of Financial and Quantitative Analysis, Vol. 33, No. 2 (Jun., 1998), pp. 217-231

23. Multiperiod Consumption-Investment Decisions
Eugene F. Fama 1976
The American Economic Review, Vol. 66, No. 4 (Sep., 1976), pp. 723-724

24. Stock Returns, Real Activity, Inflation, and Money
Eugene F. Fama 1981
The American Economic Review, Vol. 71, No. 4 (Sep., 1981), pp. 545-565

25. Short-Term Interest Rates as Predictors of Inflation
Eugene F. Fama 1975
The American Economic Review, Vol. 65, No. 3 (Jun., 1975), pp. 269-282

26. The Effects of a Firm's Investment and Financing Decisions on the Welfare of Its Security Holders
Eugene F. Fama 1978
The American Economic Review, Vol. 68, No. 3 (Jun., 1978), pp. 272-284

27. Multiperiod Consumption-Investment Decisions
Eugene F. Fama 1970
The American Economic Review, Vol. 60, No. 1 (1970), pp. 163-174

28. Interest Rates and Inflation: The Message in the Entrails
Eugene F. Fama 1977
The American Economic Review, Vol. 67, No. 3 (Jun., 1977), pp. 487-496

29. Stock Returns, Real Activity, Inflation, and Money: Reply
Eugene F. Fama 1983
The American Economic Review, Vol. 73, No. 3 (Jun., 1983), pp. 471-472

30. The Empirical Relationships between the Dividend and Investment Decisions of Firms
Eugene F. Fama 1974
The American Economic Review, Vol. 64, No. 3 (Jun., 1974), pp. 304-318

31. Parameter Estimates for Symmetric Stable Distributions
Eugene F. Fama, Richard Roll 1971
Journal of the American Statistical Association, Vol. 66, No. 334 (Jun., 1971), pp. 331-338

32. Some Properties of Symmetric Stable Distributions
Eugene F. Fama, Richard Roll 1968
Journal of the American Statistical Association, Vol. 63, No. 323 (Sep., 1968), pp. 817-836

33. Dividend Policy: An Empirical Analysis
Eugene F. Fama, Harvey Babiak 1968
Journal of the American Statistical Association, Vol. 63, No. 324 (Dec., 1968), pp. 1132-1161

34. The Behavior of Interest Rates
Eugene F. Fama 2006
The Review of Financial Studies, Vol. 19, No. 2 (Summer, 2006), pp. 359-379

35. The Corporate Cost of Capital and the Return on Corporate Investment
Eugene F. Fama, Kenneth R. French 1999
The Journal of Finance, Vol. 54, No. 6 (Dec., 1999), pp. 1939-1967

36. Long-Term Growth in a Short-Term Market
Eugene F. Fama, James D. MacBeth 1974
The Journal of Finance, Vol. 29, No. 3 (Jun., 1974), pp. 857-885

37. Size and Book-to-Market Factors in Earnings and Returns
Eugene F. Fama, Kenneth R. French 1995
The Journal of Finance, Vol. 50, No. 1 (Mar., 1995), pp. 131-155

38. The Equity Premium
Eugene F. Fama, Kenneth R. French 2002
The Journal of Finance, Vol. 57, No. 2 (Apr., 2002), pp. 637-659

39. The Cross-Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French 1992
The Journal of Finance, Vol. 47, No. 2 (Jun., 1992), pp. 427-465

40. Value versus Growth: The International Evidence
Eugene F. Fama, Kenneth R. French 1998
The Journal of Finance, Vol. 53, No. 6 (Dec., 1998), pp. 1975-1999

41. Taxes, Financing Decisions, and Firm Value
Eugene F. Fama, Kenneth R. French 1998
The Journal of Finance, Vol. 53, No. 3 (Jun., 1998), pp. 819-843

42. Multifactor Explanations of Asset Pricing Anomalies
Eugene F. Fama, Kenneth R. FrencH 1996
The Journal of Finance, Vol. 51, No. 1 (Mar., 1996), pp. 55-84

43. The CAPM is Wanted, Dead or Alive
Eugene F. Fama, Kenneth R. French 1996
The Journal of Finance, Vol. 51, No. 5 (Dec., 1996), pp. 1947-1958

44. Business Cycles and the Behavior of Metals Prices
Eugene F. Fama, Kenneth R. French 1988
The Journal of Finance, Vol. 43, No. 5 (Dec., 1988), pp. 1075-1093

45. Separation of Ownership and Control
Eugene F. Fama, Michael C. Jensen 1983
Journal of Law and Economics, Vol. 26, No. 2, Corporations and Private Property: A Conference Sponsored by the Hoover Institution (Jun., 1983), pp. 301-325

46. Agency Problems and Residual Claims
Eugene F. Fama, Michael C. Jensen 1983
Journal of Law and Economics, Vol. 26, No. 2, Corporations and Private Property: A Conference Sponsored by the Hoover Institution (Jun., 1983), pp. 327-349

47. Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth 1973
The Journal of Political Economy, Vol. 81, No. 3 (May - Jun., 1973), pp. 607-636

48. Permanent and Temporary Components of Stock Prices
Eugene F. Fama, Kenneth R. French 1988
The Journal of Political Economy, Vol. 96, No. 2 (Apr., 1988), pp. 246-273

49. Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
Eugene F. Fama, Kenneth R. French 1987
The Journal of Business, Vol. 60, No. 1 (Jan., 1987), pp. 55-73

50. Inflation, Interest, and Relative Prices
Eugene F. Fama, G. William Schwert 1979
The Journal of Business, Vol. 52, No. 2 (Apr., 1979), pp. 183-209

51. Solutions for Cash-Balance and Simple Dynamic-Portfolio Problems
Gary D. Eppen, Eugene F. Fama 1968
The Journal of Business, Vol. 41, No. 1 (Jan., 1968), pp. 94-112

52. Filter Rules and Stock-Market Trading
Eugene F. Fama, Marshall E. Blume 1966
The Journal of Business, Vol. 39, No. 1, Part 2: Supplement on Security Prices (Jan., 1966), pp. 226-241

53. The Capital Asset Pricing Model: Theory and Evidence
Eugene F. Fama, Kenneth R. French 2004
The Journal of Economic Perspectives, Vol. 18, No. 3 (Summer, 2004), pp. 25-46

54. Three Asset Cash Balance and Dynamic Portfolio Problems
Gary D. Eppen, Eugene F. Fama 1971
Management Science, Vol. 17, No. 5, Theory Series (Jan., 1971), pp. 311-319

55. Testing Trade-Off and Pecking Order Predictions about Dividends and Debt
Eugene F. Fama, Kenneth R. French 2002
The Review of Financial Studies, Vol. 15, No. 1 (Spring, 2002), pp. 1-33

56. Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
Gary D. Eppen, Eugene F. Fama 1969
International Economic Review, Vol. 10, No. 2 (Jun., 1969), pp. 119-133

57. The Number of Firms and Competition
Eugene F. Fama, Arthur B. Laffer 1972
The American Economic Review, Vol. 62, No. 4 (Sep., 1972), pp. 670-674

58. The Information in Long-Maturity Forward Rates
Eugene F. Fama, Robert R. Bliss 1987
The American Economic Review, Vol. 77, No. 4 (Sep., 1987), pp. 680-692

59. Money, Bonds, and Foreign Exchange
Eugene F. Fama, André Farber 1979
The American Economic Review, Vol. 69, No. 4 (Sep., 1979), pp. 639-649

60. The Number of Firms and Competition: Reply
Eugene F. Fama, Arthur B. Laffer 1974
The American Economic Review, Vol. 64, No. 4 (Sep., 1974), p. 806

61. Characteristics, Covariances, and Average Returns: 1929 to 1997
James L. Davis, Eugene F. Fama, Kenneth R. French 2000
The Journal of Finance, Vol. 55, No. 1 (Feb., 2000), pp. 389-406

62. The Adjustment of Stock Prices to New Information
Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, Richard Roll 1969
International Economic Review, Vol. 10, No. 1 (Feb., 1969), pp. 1-21

63. Review: [untitled]
Dennis E. Logue 1977
Reviewed work(s): Foundations of Finance by Eugene F. Fama
The Journal of Finance, Vol. 32, No. 3 (Jun., 1977), pp. 961-964

64. Review: [untitled]
Fred D. Arditti 1974
Reviewed work(s): The Theory of Finance by Eugene F. Fama; Merton H. Miller
The Journal of Finance, Vol. 29, No. 3 (Jun., 1974), pp. 1031-1033

65. Review: [untitled]
John B. Long Jr 1973
Reviewed work(s): The Theory of Finance. by Eugene F. Fama; Merton H. Miller
Journal of Money, Credit and Banking, Vol. 5, No. 1, Part 1 (Feb., 1973), pp. 229-235

66. Review: [untitled]
Nicholas Dopuch, Eugene F. Fama 1964
Reviewed work(s): Topics in Cost Accounting and Decisions by Harold Bierman, Jr.
The Accounting Review, Vol. 39, No. 2 (Apr., 1964), pp. 521-522

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