Properties (62)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Person
|
| gptkbp:affiliation |
gptkb:Dartmouth_College
|
| gptkbp:author |
gptkb:Eugene_Fama
|
| gptkbp:awards |
gptkb:CFA_Institute's_James_R._Vertin_Award
|
| gptkbp:birthDate |
1954-03-15
|
| gptkbp:contribution |
Research on behavioral finance
Research on risk and return relationships Analysis of the effects of government policies on financial markets Studies on the effects of environmental factors on investment returns Research on the role of information asymmetry in financial markets Analysis of mutual fund performance Analysis of stock market returns Analysis of the equity premium puzzle Development of factor models Empirical asset pricing research Research on the effects of leverage on stock returns Research on the role of institutional investors in the stock market Studies on the effects of behavioral biases on investment decisions Research on market anomalies Research on the performance of hedge funds Research on the role of dividends in stock pricing Research on the relationship between inflation and stock returns Analysis of the effects of market sentiment on stock prices Research on the relationship between corporate governance and stock market performance Studies on the effects of market liquidity on asset pricing Studies on the effects of globalization on asset pricing Research on the relationship between economic growth and stock market performance Analysis of the effects of dividend policies on stock returns Studies on the impact of macroeconomic factors on stock returns Research on the relationship between stock buybacks and stock prices Analysis of the effects of trading volume on stock returns Analysis of the effects of taxes on investment returns Studies on the effects of size and value on stock returns Research on the impact of share repurchases on stock performance Studies on the impact of interest rates on stock prices Research on the impact of corporate governance on stock performance Research on the impact of corporate social responsibility on financial performance Research on the impact of corporate earnings announcements on stock returns Research on the impact of technological changes on financial markets Studies on the effects of stock splits on market prices Research on the relationship between stock options and company performance Studies on the effects of mergers and acquisitions on stock performance Research on the impact of financial crises on stock returns Analysis of the effects of market structure on asset pricing. Analysis of the effects of executive compensation on stock returns |
| gptkbp:field |
Finance
|
| https://www.w3.org/2000/01/rdf-schema#label |
Kenneth R. French
|
| gptkbp:influencedBy |
gptkb:Harry_Markowitz
gptkb:Eugene_Fama gptkb:Robert_Shiller gptkb:William_Sharpe |
| gptkbp:knownFor |
gptkb:Fama-French_three-factor_model
|
| gptkbp:nationality |
American
|
| gptkbp:occupation |
Economist
|
| gptkbp:publishes |
The Cross-Section of Expected Stock Returns
Common risk factors in the returns on stocks and bonds The CAPM: Theory and Evidence The Profitability Premium The Value Premium The Fama-French Model: A Review Size,_Value,_and_Momentum_in_International_Stock_Returns |
| gptkbp:researchFocus |
Asset pricing
|