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Selected Bibliographies of GSB Faculty | Eugene F. Fama


Selected Bibliography for Eugene F. Fama
Robert R. McCormick Distinguished Service Professor of Finance


"Migration." Eugene F. Fama and Kenneth R. French; Financial Analysts Journal, 2007, 63(3), pp. 48-58.

http://search.ebscohost.com/login.aspx?direct=true&db=bth&AN=25218682

"Disagreement, Tastes, and Asset Prices." Eugene F. Fama and Kenneth R. French; Journal of Financial Economics, 2007, 83(3), pp. 667-89.

http://dx.doi.org/10.1016/j.jfineco.2006.01.003

"Profitability, Investment and Average Returns." Eugene F. Fama and Kenneth R. French; Journal of Financial Economics, 2006, 82(3), pp. 491-518.

http://dx.doi.org/10.1016/j.jfineco.2005.09.009

"The Value Premium and the CAPM." Eugene F. Fama and Kenneth R. French; The Journal of Finance, 2006, 61(5), pp. 2163-85.

http://www.blackwell-synergy.com/doi/abs/10.1111/j.1540-6261.2006.01054.x

"The Behavior of Interest Rates." Eugene F. Fama; The Review of Financial Studies, 2006, 19(2), pp. 359-79.

http://dx.doi.org/10.1093/rfs/hhj019

"Keep It Simple." Eugene F. Fama and Kenneth R. French, Wall Street Journal, Feb 25, 2006, A.10.

http://proquest.umi.com/pqdweb?did=994010421&Fmt=7&clientId=13392&RQT=309&VName=PQD

"Financing Decisions: Who Issues Stock?" Eugene F Fama and Kenneth R French; Journal of Financial Economics, 2005, 76(3), pp. 549.

http://dx.doi.org/10.1016/j.jfineco.2004.10.003

"New Lists: Fundamentals and Survival Rates." Eugene F. Fama and Kenneth R. French; CFA Digest, 2005, 35, pp. 41.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=16106599

"New Lists: Fundamentals and Survival Rates." Eugene F. Fama and Kenneth R. French; Journal of Financial Economics, 2004, 73(2), pp. 229-69.

http://dx.doi.org/10.1016/j.jfineco.2003.04.001

"The Capital Asset Pricing Model: Theory and Evidence." Eugene F Fama and Kenneth R French; The Journal of Economic Perspectives, 2004, 18(3), pp. 25.

http://dx.doi.org/10.1257/0895330042162430

"Testing Trade-Off and Pecking Order Predictions About Dividends and Debt." Eugene F. Fama and Kenneth R. French; Review of Financial Studies, 2002, 15(1), pp. 1-33.

http://dx.doi.org/10.1093/rfs/15.1.1

"The Equity Premium." Eugene F. Fama and Kenneth R. French; Journal of Finance, 2002, 57(2), pp. 637-59.

http://dx.doi.org/10.1111/1540-6261.00437

"Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?" Eugene F. Fama and Kenneth R. French; Journal of Financial Economics, 2001, 60(1), pp. 3-43.

http://dx.doi.org/10.1016/S0304-405X(01)00038-1

Reprinted in:
J. R. Ritter; Recent Developments in Corporate Finance Volume 2. Cheltenham, U.K. and Northampton, Mass.; Elgar, 2005, 91-131

"Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?" Eugene F Fama and Kenneth R French; The Bank of America Journal of Applied Corporate Finance, 2001, 14(1), pp. 67.

Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay; Eugene Fama and Kenneth French; Center for Research in Security Prices Working paper series no. 509; Graduate School of Business The University of Chicago, 2000.

Testing Tradeoff and Pecking Order Predictions About Dividends and Debt; Eugene Fama and Kenneth French; Center for Research in Security Prices Working paper series no. 506; Graduate School of Business University of Chicago, 2000.

"Short-Term Interest Rates as Predictors of Inflation," Eugene F. Fama, in S. Ross: The Debt Market. Cheltenham, U.K. and Northampton, Mass.: Elgar;, 2000, pp. 271-84

"Characteristics, Covariances, and Average Returns: 1929 to 1997." James L. Davis, Eugene F. Fama and Kenneth R. French; Journal of Finance, 2000, 55(1), pp. 389-406.

http://links.jstor.org/sici?sici=0022-1082%28200002%2955%3A1%3C389%3ACCAAR1%3E2.0.CO%3B2-V

"Forecasting Profitability and Earnings." Eugene F. Fama and Kenneth R. French; Journal of Business, 2000, 73(2), pp. 161-75.

http://links.jstor.org/sici?sici=0021-9398%28200004%2973%3A2%3C161%3AFPAE%3E2.0.CO%3B2-G

"The Corporate Cost of Capital and the Return on Corporate Investment." Eugene F. Fama and Kenneth R. French; Journal of Finance, 1999, 54(6), pp. 1939-67.

http://links.jstor.org/sici?sici=0022-1082%28199912%2954%3A6%3C1939%3ATCCOCA%3E2.0.CO%3B2-S

The Corporate Cost of Capital and the Return on Corporate Investment; Eugene Fama and Kenneth R. French; Center for Research in Security Prices Working paper series no. 469; Graduate School of Business University of Chicago, 1998.

"Market Efficiency, Long-Term Returns, and Behavioral Finance." Eugene F. Fama; Journal of Financial Economics, 1998, 49(3), pp. 283-306.

http://dx.doi.org/10.1016/S0304-405X(98)00026-9

Reprinted in:
H. Shefrin; Behavioral Finance. Cheltenham, U.K. and Northampton, Mass.; Elgar;, 2001, 617-40
"Taxes, Financing Decisions, and Firm Value." Eugene F. Fama and Kenneth R. French; Journal of Finance, 1998, 53(3), pp. 819-43.

http://links.jstor.org/sici?sici=0022-1082%28199806%2953%3A3%3C819%3ATFDAFV%3E2.0.CO%3B2-H

"Determining the Number of Priced State Variables in the ICAPM." Eugene F. Fama; Journal of Financial and Quantitative Analysis, 1998, 33(2), pp. 217-31.

http://links.jstor.org/sici?sici=0022-1090%28199806%2933%3A2%3C217%3ADTNOPS%3E2.0.CO%3B2-Q

"Value Versus Growth: The International Evidence." Eugene F. Fama and Kenneth R. French; Journal of Finance, 1998, 53(6), pp. 1975-99.

http://links.jstor.org/sici?sici=0022-1082%28199812%2953%3A6%3C1975%3AVVGTIE%3E2.0.CO%3B2-2

Taxes, Financing Decisions, and Firm Value; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series W.P. 334; Graduate School of Business University of Chicago, 1997.

Value Versus Growth: The International Evidence; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series no. 341; Graduate School of Business University of Chicago, 1997.

Forecasting Profitability and Earnings; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series no. 456.; Graduate School of Business University of Chicago, 1997.

Dividends, Debt, Investment, and Earnings; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series no. 454.; Graduate School of Business University of Chicago, 1997.

"Industry Costs of Equity." Eugene F. Fama and Kenneth R. French; Journal of Financial Economics, 1997, 43(2), pp. 153-93.

http://dx.doi.org/10.1016/S0304-405X(96)00896-3

Reprinted in:
M. J. Brennan; Empirical Corporate Finance. Cheltenham, U.K. and Northampton, Mass.; Elgar;, 2001, 62-102
"Multifactor Explanations of Asset Pricing Anomalies." Eugene F. Fama and Kenneth R. FrencH; Journal of Finance, 1996, 51(1), pp. 55-84.

http://links.jstor.org/sici?sici=0022-1082%28199603%2951%3A1%3C55%3AMEOAPA%3E2.0.CO%3B2-B

Reprinted in:
H. Shefrin; Behavioral Finance. Cheltenham, U.K. and Northampton, Mass.; Elgar;, 2001, 473-502
"Discounting under Uncertainty." Eugene F. Fama; Journal of Business, 1996, 69(4), pp. 415-28.

http://links.jstor.org/sici?sici=0021-9398%28199610%2969%3A4%3C415%3ADUU%3E2.0.CO%3B2-K

"The CAPM Is Wanted, Dead or Alive." Eugene F. Fama and Kenneth R. French; Journal of Finance, 1996, 51(5), pp. 1947-58.

http://links.jstor.org/sici?sici=0022-1082%28199612%2951%3A5%3C1947%3ATCIWDO%3E2.0.CO%3B2-6

"Multifactor Portfolio Efficiency and Multifactor Asset Pricing." Eugene F. Fama; Journal of Financial and Quantitative Analysis, 1996, 31(4), pp. 441-65.

http://links.jstor.org/sici?sici=0022-1090%28199612%2931%3A4%3C441%3AMPEAMA%3E2.0.CO%3B2-1

"Random Walks in Stock Market Prices." Eugene F. Fama; Financial Analysts Journal, 1995, 51(1), pp. 75.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=9504200542

"Size and Book-to-Market Factors in Earnings and Returns." Eugene F. Fama and Kenneth R. French; Journal of Finance, 1995, 50(1), pp. 131-55.

http://links.jstor.org/sici?sici=0022-1082%28199503%2950%3A1%3C131%3ASABFIE%3E2.0.CO%3B2-Q

"Differences in the Risks and Returns of NYSE and NASD Stocks." Eugene F. Fama, Kenneth R. French, David G. Booth and Rex Sinquefield; Financial Analysts Journal, 1993, 49(1), pp. 37.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=6936180

Multifactor Portfolio Efficiency and Multifactor Asset Pricing; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 375;; Chicago: University of Chicago Graduate School of Business, 1993.

"Common Risk Factors in the Returns on Stock and Bonds." Eugene F. Fama and Kenneth R. French; Journal of Financial Economics, 1993, 33(1), pp. 3-56.

http://dx.doi.org/10.1016/0304-405X(93)90023-5

"Diversification Returns and Asset Contributions." David G. Booth and Eugene F. Fama; Financial Analysts Journal, 1992, 48(3), pp. 26.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=17386194

The Cross-Section of Expected Stock Returns; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series no. 333.; Chicago, Ill.: Graduate School of Business The University of Chicago, 1992.

Common Risk Factors in the Returns on Bonds and Stocks; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series no. 360.; Chicago: Graduate School of Business University of Chicago, 1992.

"Transitory Variation in Investment and Output." Eugene F. Fama; Journal of Monetary Economics, 1992, 30(3), pp. 467-80.

http://dx.doi.org/10.1016/0304-3932(92)90007-O

"The Cross-Section of Expected Stock Returns." Eugene F. Fama and Kenneth R. French; Journal of Finance, 1992, 47(2), pp. 427-65.

http://links.jstor.org/sici?sici=0022-1082%28199206%2947%3A2%3C427%3ATCOESR%3E2.0.CO%3B2-N

"Time, Salary, and Incentive Payoffs in Labor Contracts." Eugene F. Fama; Journal of Labor Economics, 1991, 9(1), pp. 25-44.

http://links.jstor.org/sici?sici=0734-306X%28199101%299%3A1%3C25%3ATSAIPI%3E2.0.CO%3B2-X

"Efficient Capital Markets: II." Eugene F. Fama; Journal of Finance, 1991, 46(5), pp. 1575-617.

http://links.jstor.org/sici?sici=0022-1082%28199112%2946%3A5%3C1575%3AECMI%3E2.0.CO%3B2-L

Efficient Capital Markets, II; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 303.; Chicago: Graduate School of Business University of Chicago, 1990.

Transitory Variations in Investment and Output; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 285.; Chicago: Graduate School of Business University of Chicago, 1990.

"Term-Structure Forecasts of Interest Rates, Inflation, and Real Returns." Eugene F. Fama; Journal of Monetary Economics, 1990, 25(1), pp. 59-76.

http://dx.doi.org/10.1016/0304-3932(90)90045-6

"Contract Costs and Financing Decisions." Eugene F. Fama; Journal of Business, 1990, 63(1, Part 2: A Conference in Honor of Merton H. Miller's Contributions to Finance and Economics), pp. S71-S91.

http://links.jstor.org/sici?sici=0021-9398%28199001%2963%3A1%3CS71%3ACCAFD%3E2.0.CO%3B2-G

"Stock Returns, Expected Returns, and Real Activity." Eugene F. Fama; Journal of Finance, 1990, 45(4), pp. 1089-108.

http://links.jstor.org/sici?sici=0022-1082%28199009%2945%3A4%3C1089%3ASRERAR%3E2.0.CO%3B2-1

"Editorial: Clinical Papers and Their Role in the Development of Financial Economics." Michael C. Jensen, Eugene F. Fama, John B. Long Jr, Richard S. Ruback, G. William Schwert, Clifford W. Smith Jr and Jerold Warner; Journal of Financial Economics, 1989, 24( 1), pp. 3.

http://dx.doi.org/10.1016/0304-405X(89)90069-X

Time, Salary and Incentive Payoffs in Labor Contracts; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 259.; Chicago: Graduate School of Business University of Chicago, 1989.

Stock Returns, Expected Returns, and Real Activity; Eugene F. Fama; Center for Research in Security Prices Working paper series W.P. 272.; Chicago: Graduate School of Business University of Chicago, 1989.

"Business Conditions and Expected Returns on Stocks and Bonds." Eugene F. Fama and Kenneth R. French; Journal of Financial Economics, 1989, 25(1), pp. 23-49.

http://dx.doi.org/10.1016/0304-405X(89)90095-0

Term Structure Forecasts of Interest Rates, Inflation, and Real Returns; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 233.; Chicago: Graduate School of Business University of Chicago, 1988.

Perspectives on October 1987, or, What Did We Learn from the Crash?; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 232.; Chicago: Graduate School of Business University of Chicago, 1988.

Term Structure Forecasts of Interest Rates, Inflation, and Real Returns; Eugene F. Fama; Finance Working Paper no.5-88; University of California at Los Angeles Anderson Graduate School of Management, 1988.

"Dividend Yields and Expected Stock Returns." Eugene F. Fama and Kenneth R. French; Journal of Financial Economics, 1988, 22(1), pp. 3-25.

http://dx.doi.org/10.1016/0304-405X(88)90020-7

"Permanent and Temporary Components of Stock Prices." Eugene F. Fama and Kenneth R. French; The Journal of Political Economy, 1988, 96(2), pp. 246-73.

http://links.jstor.org/sici?sici=0022-3808%28198804%2996%3A2%3C246%3APATCOS%3E2.0.CO%3B2-B

Reprinted in:
A. W. Lo; Market Efficiency: Stock Market Behaviour in Theory and Practice. Cheltenham, U.K. and Lyme, N.H.; Elgar;, 1997, 246-73
"Business Cycles and the Behavior of Metals Prices." Eugene F. Fama and Kenneth R. French; Journal of Finance, 1988, 43(5), pp. 1075-93.

http://links.jstor.org/sici?sici=0022-1082%28198812%2943%3A5%3C1075%3ABCATBO%3E2.0.CO%3B2-4

Reprinted in:
A. G. Malliaris; Futures Markets. Cheltenham, U.K. and Lyme, N.H.; Elgar;, 1997, 357-75

Dividend Yields and Expected Stock Returns; Eugene F. Fama and Kenneth R. French; Working paper series no. 215.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1987.

Forecasting Returns on Corporate Bonds and Common Stocks; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series no. 220.; Chicago: Graduate School of Business University of Chicago, 1987.

The Information in Long-Maturity Forward Rates; Eugene F. Fama and Robert R. Bliss; Center for Research in Security Prices Working paper series no. 170.; Chicago: Graduate School of Business University of Chicago, 1987.

Permanent and Temporary Components of Stock Prices; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series no. 178.; Chicago: Graduate School of Business University of Chicago, 1987.

Forecasting Returns on Corporate Bonds and Common Stocks; Eugene F. Fama and Kenneth R. French; Finance Working Paper no. 4-88; University of California at Los Angeles Anderson Graduate School of Management, 1987.

Dividend Yields and Expected Stock Returns; Eugene F. Fama and Kenneth R. French; Finance Working Paper no. 3-88; University of California at Los Angeles Anderson Graduate School of Management, 1987.

"Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage." Eugene F. Fama and Kenneth R. French; Journal of Business, 1987, 60(1), pp. 55-73.

http://links.jstor.org/sici?sici=0021-9398%28198701%2960%3A1%3C55%3ACFPSEO%3E2.0.CO%3B2-E

Reprinted in:
A. G. Malliaris; Futures Markets. Cheltenham, U.K. and Lyme, N.H.; Elgar;, 1997, 61-79
"The Information in Long-Maturity Forward Rates." Eugene F. Fama and Robert R. Bliss; American Economic Review, 1987, 77(4), pp. 680-92.

http://links.jstor.org/sici?sici=0002-8282%28198709%2977%3A4%3C680%3ATIILFR%3E2.0.CO%3B2-9

Business Cycles and the Behavior of Metals Prices; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series no. 169.; Chicago: Graduate School of Business University of Chicago, 1986.

Common Factors in the Serial Correlation of Stock Returns; Eugene F. Fama; Center for Research in Security Prices Working paper series W.P. no. 200.; Chicago, IL.: Graduate School of Business University of Chicago, 1986.

Common Factors in the Serial Correlation of Stock Returns; Eugene F. Fama and Kenneth R. French; Finance Working Paper no. 30-86; University of California at Los Angeles Anderson Graduate School of Management, 1986.

Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage; Eugene F. Fama and Kenneth R. French; Finance Working Paper no. 5-86; University of California at Los Angeles Anderson Graduate School of Management, 1986.

The Information in Long-Maturity Forward Rates; Eugene F. Fama and Robert R. Bliss; Finance Working Paper no. 28-86; University of California at Los Angeles Anderson Graduate School of Management, 1986.

Business Cycles and the Behavior of Metals Prices; Eugene F. Fama and Kenneth R. French; Finance Working Paper no. 31-86; University of California at Los Angeles Anderson Graduate School of Management, 1986.

Permanent and Temporary Components of Stock Prices; Eugene F. Fama and Kenneth R. French; Finance Working Paper no. 29-86; University of California at Los Angeles Anderson Graduate School of Management, 1986.

"Term Premiums and Default Premiums in Money Markets." Eugene F. Fama; Journal of Financial Economics, 1986, 17(1), pp. 175-96.

http://dx.doi.org/10.1016/0304-405X(86)90010-3

Contract Costs and Financing Decisions; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 145.; Chicago: Graduate School of Business University of Chicago, 1985.

Commodity Futures Prices : Some Evidence on Forecast Power, Premiums and the Theory of Storage; Eugene F. Fama and Kenneth R. French; Center for Research in Security Prices Working paper series W.P. no. 128.;; Chicago: Graduate School of Business University of Chicago, 1985.

"Organizational Forms and Investment Decisions." Eugene F. Fama and Michael C. Jensen; Journal of Financial Economics, 1985, 14(1), pp. 101-19.

http://dx.doi.org/10.1016/0304-405X(85)90045-5

Reprinted in:
M. C. Jensen; A Theory of the Firm: Governance, Residual Claims, and Organizational Forms. Cambridge and London; Harvard University Press, 2000, 205-26

Term Premiums and Default Premiums in Money Markets; Eugene F. Fama; Finance Working Paper no. 1-86; University of California at Los Angeles Anderson Graduate School of Management, 1985.

"What's Different About Banks?" Eugene F. Fama; Journal of Monetary Economics, 1985, 15(1), pp. 29-39.

http://dx.doi.org/10.1016/0304-3932(85)90051-0

Reprinted in:
M. K. Lewis; Financial Intermediaries. Aldershot, U.K.; Elgar, 1995, 455-65

Organizational Forms and Investment Decisions; Eugene F. Fama and Michael C. Jensen; Working paper no. MERC 84-02.; Rochester, N.Y.: University of Rochester. Managerial Economics Research Center Graduate School of Business, 1984.

Term Premiums and Default Premiums in Money Markets; Eugene F. Fama; Center for Research in Security Prices Working paper series W.P. no. 135.;; Chicago: Graduate School of Business University of Chicago, 1984.

Organizational Forms and Investment Decisions; Eugene F. Fama and Michael C. Jensen; Working paper 9-785-035.; Boston, Mass.: Division of Research Harvard Business School, 1984.

"The Information in the Term Structure." Eugene F. Fama; Journal of Financial Economics, 1984, 13(4), pp. 509-28.

http://dx.doi.org/10.1016/0304-405X(84)90013-8

"Term Premiums in Bond Returns." Eugene F. Fama; Journal of Financial Economics, 1984, 13(4), pp. 529-46.

http://dx.doi.org/10.1016/0304-405X(84)90014-X

Reprinted in:
S. Ross; The Debt Market. Cheltenham, U.K. and Northampton, Mass.; Elgar;, 2000, 296-313
"A Comparison of Inflation Forecasts." Eugene F. Fama and Michael R. Gibbons; Journal of Monetary Economics, 1984, 13(3), pp. 327-48.

http://dx.doi.org/10.1016/0304-3932(84)90036-9

"Forward and Spot Exchange Rates." Eugene F. Fama; Journal of Monetary Economics, 1984, 14(3), pp. 319-38.

http://dx.doi.org/10.1016/0304-3932(84)90046-1

Reprinted in:
R. MacDonald and M. P. Taylor; Exchange Rate Economics. Aldershot, U.K.; Elgar;, 1992, 159-78

Who Pays for Reserve Requirements?; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 100.; Chicago: Graduate School of Business University of Chicago, 1983.

Inflation, Stock Prices and Real Investment : A Symposium Eugene F. Fama, Martin S. Feldstein and Charles I. Plosser; Center Symposia Series ;; Cs-13;; Rochester, N.Y.: Center for Research in Government Policy & Business Graduate School of Management University of Rochester, 1983

Term Premiums in Bond Returns; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 113.; Chicago: Graduate School of Business University of Chicago, 1983.

A Comparison of Inflation Forecasts; Eugene F. Fama and Michael R. Gibbons; Center for Research in Security Prices Working paper series WP. no. 86.;; Graduate School of Business University of Chicago, 1983.

Forward and Spot Exchange Rates; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 112.; Chicago: Graduate School of Business University of Chicago, 1983.

The Information in the Term Structure; Eugene F. Fama; Center for Research in Security Prices Working paper series no. 111.; Chicago: Graduate School of Business University of Chicago, 1983.

"Financial Intermediation and Price Level Control." Eugene F. Fama; Journal of Monetary Economics, 1983, 12(1), pp. 7-28.

http://dx.doi.org/10.1016/0304-3932(83)90045-4

"Stock Returns, Real Activity, Inflation, and Money: Reply." Eugene F. Fama; American Economic Review, 1983, 73(3), pp. 471-72.

http://links.jstor.org/sici?sici=0002-8282%28198306%2973%3A3%3C471%3ASRRAIA%3E2.0.CO%3B2-B

"Separation of Ownership and Control." Eugene F. Fama and Michael C. Jensen; Journal of Law and Economics, 1983, 26(2, Corporations and Private Property: A Conference Sponsored by the Hoover Institution), pp. 301-25.

http://links.jstor.org/sici?sici=0022-2186%28198306%2926%3A2%3C301%3ASOOAC%3E2.0.CO%3B2-A

Reprinted in:
K. Keasey, S. Thompson and M. Wright; Corporate Governance. Cheltenham, U.K. and Northampton, Mass.; Elgar;, 1999, 80-104
M. C. Jensen; Foundations of Organizational Strategy. Cambridge and London; Harvard University Press, 1998, 175-98
J. B. Barney; Organizational Economics. San Francisco and London; Jossey-Bass, 1986, 276-98
"Agency Problems and Residual Claims." Eugene F. Fama and Michael C. Jensen; Journal of Law and Economics, 1983, 26(2, Corporations and Private Property: A Conference Sponsored by the Hoover Institution), pp. 327-49.

http://links.jstor.org/sici?sici=0022-2186%28198306%2926%3A2%3C327%3AAPARC%3E2.0.CO%3B2-V

Reprinted in:
M. C. Jensen; Foundations of Organizational Strategy. Cambridge and London; Harvard University Press, 1998, 153-74
S. G. Medema; The Legacy of Ronald Coase in Economic Analysis. Aldershot, U.K.; Elgar, 1995, 175-97

Agency Problems and Residual Claims; Eugene F. Fama and Michael C. Jensen; Center for Research in Security Prices Working paper series WP. no. 88.; Chicago: Graduate School of Business, 1982.

Fiduciary Currency and Commodity Standards; Eugene F. Fama; Center for Research in Security Prices Working paper series WP. no. 77.;; Chicago: Graduate School of Business University of Chicago, 1982.

Separation of Ownership and Control; Eugene F. Fama and Michael C. Jensen; Center for Research in Security Prices Working paper series WP. no. 89.;; Chicago: Graduate School of Business University of Chicago, 1982.

Residual Claims and Investment Decisions; Eugene F. Fama and Michael C. Jensen; Center for Research in Security Prices Working paper series WP. no. 90.;; Chicago: Graduate School of Business University of Chicago, 1982.

"Inflation, Real Returns and Capital Investment." Eugene F. Fama and Michael R. Gibbons; Journal of Monetary Economics, 1982, 9(3), pp. 297-323.

http://dx.doi.org/10.1016/0304-3932(82)90021-6

"Inflation, Output, and Money." Eugene F. Fama; Journal of Business, 1982, 55(2), pp. 201-31.

http://links.jstor.org/sici?sici=0021-9398%28198204%2955%3A2%3C201%3AIOAM%3E2.0.CO%3B2-A

"Stock Returns, Real Activity, Inflation, and Money." Eugene F. Fama; American Economic Review, 1981, 71(4), pp. 545-65.

http://links.jstor.org/sici?sici=0002-8282%28198109%2971%3A4%3C545%3ASRRAIA%3E2.0.CO%3B2-D

The Disciplining of Corporate Managers Eugene F. Fama; Selected Paper No. 56;; Chicago: Graduate School of Business University of Chicago, 1980

"Banking in the Theory of Finance." Eugene F. Fama; Journal of Monetary Economics, 1980, 6(1), pp. 39-57.

http://dx.doi.org/10.1016/0304-3932(80)90017-3

Reprinted in:
D. Laidler; The Foundations of Monetary Economics. Cheltenham, U.K. and Northampton, Mass.; Elgar;, 1999, 478-96
M. K. Lewis; Financial Intermediaries. Aldershot, U.K.; Elgar, 1995, 592-610
K. D. Hoover; The New Classical Macroeconomics. Aldershot, U.K.; Elgar;, 1992, 15-33
T. Mayer; Monetary Theory. Aldershot, U.K. and Brookfield, Vt.; Elgar, 1990, 333-51
"Agency Problems and the Theory of the Firm." Eugene F. Fama; The Journal of Political Economy, 1980, 88(2), pp. 288-307.

http://links.jstor.org/sici?sici=0022-3808%28198004%2988%3A2%3C288%3AAPATTO%3E2.0.CO%3B2-4

Reprinted in:
K. F. Hallock and K. J. Murphy; The Economics of Executive Compensation. Cheltenham, U.K. and Northampton, Mass.; Elgar;, 1999, 77-96
K. Keasey, S. Thompson and M. Wright; Corporate Governance. Cheltenham, U.K. and Northampton, Mass.; Elgar, 1999, 3-22

Short-Term Inflation and Money Growth; Eugene F. Fama; Center for Research in Security Prices Working paper series WP 30.; Chicago, IL: Graduate School of Business University of Chicago, 1979.

Banking in the Theory of Finance; Eugene F. Fama; Center for Research in Security Prices Working paper series 3;; Chicago: Graduate School of Business University of Chicago, 1979.

Annual Inflation and Money Growth; Eugene F. Fama; Center for Research in Security Prices Working paper series WP 31.; Chicago, IL: Graduate School of Business University of Chicago, 1979.

"Inflation, Interest, and Relative Prices." Eugene F. Fama and G. William Schwert; Journal of Business, 1979, 52(2), pp. 183-209.

http://links.jstor.org/sici?sici=0021-9398%28197904%2952%3A2%3C183%3AIIARP%3E2.0.CO%3B2-D

"Money, Bonds, and Foreign Exchange." Eugene F. Fama and Andre Farber; American Economic Review, 1979, 69(4), pp. 639-49.

http://links.jstor.org/sici?sici=0002-8282%28197909%2969%3A4%3C639%3AMBAFE%3E2.0.CO%3B2-K

Agency Problems and the Theory of the Firm; Eugene F. Fama; Working paper series ;; no. MERC 78-10.;; Rochester, N.Y.: University of Rochester Graduate School of Management, 1978.

"The Effects of a Firm's Investment and Financing Decisions on the Welfare of Its Security Holders." Eugene F. Fama; American Economic Review, 1978, 68(3), pp. 272-84.

http://links.jstor.org/sici?sici=0002-8282%28197806%2968%3A3%3C272%3ATEOAFI%3E2.0.CO%3B2-G

Foundations of Finance : Portfolio Decisions and Securities Prices Eugene F. Fama; Blackwell, 1977

"Asset Returns and Inflation." Eugene F. Fama and G. William Schwert; Journal of Financial Economics, 1977, 5(2), pp. 115-46.

http://dx.doi.org/10.1016/0304-405X(77)90014-9

"Risk-Adjusted Discount Rates and Capital Budgeting under Uncertainty." Eugene F. Fama; Journal of Financial Economics, 1977, 5(1), pp. 3-24.

http://dx.doi.org/10.1016/0304-405X(77)90027-7

"Human Capital and Capital Market Equilibrium." Eugene F. Fama and G. William Schwert; Journal of Financial Economics, 1977, 4(1), pp. 95-125.

http://dx.doi.org/10.1016/0304-405X(77)90038-1

"Interest Rates and Inflation: The Message in the Entrails." Eugene F. Fama; American Economic Review, 1977, 67(3), pp. 487-96.

http://links.jstor.org/sici?sici=0002-8282%28197706%2967%3A3%3C487%3AIRAITM%3E2.0.CO%3B2-K

Foundations of Finance : Portfolio Decisions and Securities Prices Eugene F. Fama; New York: Basic Books, 1976

"Forward Rates as Predictors of Future Spot Rates." Eugene F. Fama; Journal of Financial Economics, 1976, 3(4), pp. 361-77.

http://dx.doi.org/10.1016/0304-405X(76)90027-1

"Efficient Capital Markets: Reply." Eugene F. Fama; Journal of Finance, 1976, 31(1), pp. 143-45.

http://links.jstor.org/sici?sici=0022-1082%28197603%2931%3A1%3C143%3AECMR%3E2.0.CO%3B2-9

"Inflation Uncertainty and Expected Returns on Treasury Bills." Eugene F. Fama; The Journal of Political Economy, 1976, 84(3), pp. 427-48.

http://links.jstor.org/sici?sici=0022-3808%28197606%2984%3A3%3C427%3AIUAERO%3E2.0.CO%3B2-P

"Multiperiod Consumption-Investment Decisions: A Correction." Eugene F. Fama; American Economic Review, 1976, 66(4), pp. 723-24.

http://links.jstor.org/sici?sici=0002-8282%28197609%2966%3A4%3C723%3AMCD%3E2.0.CO%3B2-L

"Short-Term Interest Rates as Predictors of Inflation." Eugene F. Fama; American Economic Review, 1975, 65(3), pp. 269-82.

http://links.jstor.org/sici?sici=0002-8282%28197506%2965%3A3%3C269%3ASIRAPO%3E2.0.CO%3B2-J

Reprinted in:
S. Ross; The Debt Market. Cheltenham, U.K. and Northampton, Mass.; Elgar;, 2000, 271-84
"Tests of the Multiperiod Two-Parameter Model." Eugene F. Fama and James D. MacBeth; Journal of Financial Economics, 1974, 1(1), pp. 43-66.

http://dx.doi.org/10.1016/0304-405X(74)90008-7

"The Empirical Relationships between the Dividend and Investment Decisions of Firms." Eugene F. Fama; American Economic Review, 1974, 64(3), pp. 304-18.

http://links.jstor.org/sici?sici=0002-8282%28197406%2964%3A3%3C304%3ATERBTD%3E2.0.CO%3B2-8

"Long-Term Growth in a Short-Term Market." Eugene F. Fama and James D. MacBeth; Journal of Finance, 1974, 29(3), pp. 857-85.

http://links.jstor.org/sici?sici=0022-1082%28197406%2929%3A3%3C857%3ALGIASM%3E2.0.CO%3B2-1

"The Number of Firms and Competition: Reply." Eugene F. Fama and Arthur B. Laffer; American Economic Review, 1974, 64(4), pp. 806.

http://links.jstor.org/sici?sici=0002-8282%28197409%2964%3A4%3C806%3ATNOFAC%3E2.0.CO%3B2-E

"Risk, Return, and Portfolio Analysis: Reply." Eugene F. Fama; The Journal of Political Economy, 1973, 81(3), pp. 753-55.

http://links.jstor.org/sici?sici=0022-3808%28197305%2F06%2981%3A3%3C753%3ARRAPAR%3E2.0.CO%3B2-L

"Risk, Return, and Equilibrium: Empirical Tests." Eugene F. Fama and James D. MacBeth; The Journal of Political Economy, 1973, 81(3), pp. 607-36.

http://links.jstor.org/sici?sici=0022-3808%28197305%2F06%2981%3A3%3C607%3ARRAEET%3E2.0.CO%3B2-J

"A Note on the Market Model and the Two-Parameter Model." Eugene F. Fama; Journal of Finance, 1973, 28(5), pp. 1181-85.

http://links.jstor.org/sici?sici=0022-1082%28197312%2928%3A5%3C1181%3AANOTMM%3E2.0.CO%3B2-M

The Theory of Finance Eugene F. Fama and Merton H. Miller; Hinsdale, Ill.: Dryden Press, 1972

"Components of Investment Performance." Eugene F. Fama; Journal of Finance, 1972, 27(3), pp. 551-67.

http://links.jstor.org/sici?sici=0022-1082%28197206%2927%3A3%3C551%3ACOIP%3E2.0.CO%3B2-F

"The Number of Firms and Competition." Eugene F. Fama and Arthur B. Laffer; American Economic Review, 1972, 62(4), pp. 670-74.

http://links.jstor.org/sici?sici=0002-8282%28197209%2962%3A4%3C670%3ATNOFAC%3E2.0.CO%3B2-9

"Perfect Competition and Optimal Production Decisions under Uncertainty." Eugene F. Fama; The Bell Journal of Economics and Management Science, 1972, 3(2), pp. 509-30.

http://links.jstor.org/sici?sici=0005-8556%28197223%293%3A2%3C509%3APCAOPD%3E2.0.CO%3B2-6

"Parameter Estimates for Symmetric Stable Distributions." Eugene F. Fama and Richard Roll; Journal of the American Statistical Association, 1971, 66(334), pp. 331-38.

http://links.jstor.org/sici?sici=0162-1459%28197106%2966%3A334%3C331%3APEFSSD%3E2.0.CO%3B2-B

"Three Asset Cash Balance and Dynamic Portfolio Problems." Gary D. Eppen and Eugene F. Fama; Management Science, 1971, 17(5, Theory Series), pp. 311-19.

http://links.jstor.org/sici?sici=0025-1909%28197101%2917%3A5%3C311%3ATACBAD%3E2.0.CO%3B2-Y

"Risk, Return, and Equilibrium." Eugene F. Fama; The Journal of Political Economy, 1971, 79(1), pp. 30-55.

http://links.jstor.org/sici?sici=0022-3808%28197101%2F02%2979%3A1%3C30%3ARRAE%3E2.0.CO%3B2-5

"Information and Capital Markets." Eugene F. Fama and Arthur B. Laffer; Journal of Business, 1971, 44(3), pp. 289-98.

http://links.jstor.org/sici?sici=0021-9398%28197107%2944%3A3%3C289%3AIACM%3E2.0.CO%3B2-G

"Multiperiod Consumption-Investment Decisions." Eugene F. Fama; American Economic Review, 1970, 60(1), pp. 163-74.

http://links.jstor.org/sici?sici=0002-8282%281970%2960%3A1%3C163%3AMCD%3E2.0.CO%3B2-3

"Efficient Capital Markets: A Review of Theory and Empirical Work." Eugene F. Fama; Journal of Finance, 1970, 25(2, Papers and Proceedings of the Twenty-Eighth Annual Meeting of the American Finance Association New York, N.Y. December, 28-30, 1969), pp. 383-417.

http://links.jstor.org/sici?sici=0022-1082%28197005%2925%3A2%3C383%3AECMARO%3E2.0.CO%3B2-V

Reprinted in:
A. W. Lo; Market Efficiency: Stock Market Behaviour in Theory and Practice. Cheltenham, U.K. and Lyme, N.H.; Elgar;, 1997, 18-52

Risk and the Evaluation of Pension Fund Portfolio Performance Eugene F. Fama; Park Ridge, Ill: Bank Administration Institute, 1969

"The Adjustment of Stock Prices to New Information." Eugene F. Fama, Lawrence Fisher, Michael C. Jensen and Richard Roll; International Economic Review, 1969, 10(1), pp. 1-21.

http://links.jstor.org/sici?sici=0020-6598%28196902%2910%3A1%3C1%3ATAOSPT%3E2.0.CO%3B2-P

Reprinted in:
M. J. Brennan; Empirical Corporate Finance. Cheltenham, U.K. and Northampton, Mass.; Elgar;, 2001, 3-23
"Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs." Gary D. Eppen and Eugene F. Fama; International Economic Review, 1969, 10(2), pp. 119-33.

http://links.jstor.org/sici?sici=0020-6598%28196906%2910%3A2%3C119%3ACBASDP%3E2.0.CO%3B2-F

"Some Properties of Symmetric Stable Distributions." Eugene F. Fama and Richard Roll; Journal of the American Statistical Association, 1968, 63( 323), pp. 817.

http://links.jstor.org/sici?sici=0162-1459%28196809%2963%3A323%3C817%3ASPOSSD%3E2.0.CO%3B2-D

"Dividend Policy: An Empirical Analysis." Eugene F. Fama and Harvey Babiak; Journal of the American Statistical Association, 1968, 63( 324), pp. 1132.

http://links.jstor.org/sici?sici=0162-1459%28196812%2963%3A324%3C1132%3ADPAEA%3E2.0.CO%3B2-R

Risk, Return, and Equilibrium Eugene F. Fama; Center for Mathematical Studies in Business and Economics. Report; 6831; Chicago: Department of Economics and Graduate School of Business University of Chicago, 1968

Multi-Period Consumption-Investment Decisions Eugene F. Fama; Center for Mathematical Studies in Business and Economics. Report,; 6830; Chicago: Department of Economics and Graduate School of Business University of Chicago, 1968

"Solutions for Cash-Balance and Simple Dynamic-Portfolio Problems." Gary D. Eppen and Eugene F. Fama; Journal of Business, 1968, 41(1), pp. 94-112.

http://links.jstor.org/sici?sici=0021-9398%28196801%2941%3A1%3C94%3ASFCASD%3E2.0.CO%3B2-3

"Risk, Return and Equilibrium: Some Clarifying Comments." Eugene F. Fama; Journal of Finance, 1968, 23(1), pp. 29-40.

http://links.jstor.org/sici?sici=0022-1082%28196803%2923%3A1%3C29%3ARRAESC%3E2.0.CO%3B2-6

The Adjustment of Stock Prices to New Information Eugene F. Fama; Center for Mathematical Studies in Business and Economics.; Report,; 6705.; University of Chicago, 1967

"Filter Rules and Stock-Market Trading." Eugene F. Fama and Marshall E. Blume; Journal of Business, 1966, 39(1, Part 2: Supplement on Security Prices), pp. 226-41.

http://links.jstor.org/sici?sici=0021-9398%28196601%2939%3A1%3C226%3AFRAST%3E2.0.CO%3B2-O

Reprinted in:
A. W. Lo; Market Efficiency: Stock Market Behaviour in Theory and Practice. Cheltenham, U.K. and Lyme, N.H.; Elgar;, 1997, 230-45

Random Walks in Stock-Market Prices Eugene F. Fama; Selected Papers ;; No. 16.; Chicago Graduate School of Business: University of Chicago, 1965

"The Behavior of Stock-Market Prices." Eugene F. Fama; Journal of Business, 1965, 38(1), pp. 34-105.

http://links.jstor.org/sici?sici=0021-9398%28196501%2938%3A1%3C34%3ATBOSP%3E2.0.CO%3B2-6

Reprinted in:
A. W. Lo; Market Efficiency: Stock Market Behaviour in Theory and Practice. Cheltenham, U.K. and Lyme, N.H.; Elgar;, 1997, 158-229
"Portfolio Analysis in a Stable Paretian Market." Eugene F. Fama; Management Science, 1965, 11(3, Series A, Sciences), pp. 404-19.

http://links.jstor.org/sici?sici=0025-1909%28196501%2911%3A3%3C404%3APAIASP%3E2.0.CO%3B2-E

"Tomorrow on the New York Stock Exchange." Eugene F. Fama; Journal of Business, 1965, 38(3), pp. 285-99.

http://links.jstor.org/sici?sici=0021-9398%28196507%2938%3A3%3C285%3ATOTNYS%3E2.0.CO%3B2-2

The Distribution of the Daily Differences of the Logarithms of Stock Prices; Eugene F. Fama; Ph.D Dissertation, University Of Chicago, 1964.

"Review of 'Topics in Cost Accounting and Decisions'." Nicholas Dopuch and Eugene F. Fama; Accounting Review, 1964, 39(2), pp. 521.

http://links.jstor.org/sici?sici=0001-4826%28196404%2939%3A2%3C521%3ATICAAD%3E2.0.CO%3B2-Q

"Mandelbrot and the Stable Paretian Hypothesis." Eugene F. Fama; Journal of Business, 1963, 36(4), pp. 420-29.

http://links.jstor.org/sici?sici=0021-9398%28196310%2936%3A4%3C420%3AMATSPH%3E2.0.CO%3B2-F