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Eugene F. Fama, Sr.

Global rank #78 99%

Institution: University of Chicago

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1970

Most Recent: 2005

RePEc ID: pfa110 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 30.16 32.46 2.01 0.00 187.59

Publication Statistics

Raw Publications 42
Coauthorship-Adjusted Count 64.91

Publications (42)

Year Article Journal Tier Authors
2005 Financing decisions: who issues stock? Journal of Financial Economics A 2
2004 New lists: Fundamentals and survival rates Journal of Financial Economics A 2
2002 Testing Trade-Off and Pecking Order Predictions About Dividends and Debt The Review of Financial Studies A 1
2001 Disappearing dividends: changing firm characteristics or lower propensity to pay? Journal of Financial Economics A 2
1998 Market efficiency, long-term returns, and behavioral finance Journal of Financial Economics A 1
1997 Industry costs of equity Journal of Financial Economics A 2
1996 Multifactor Explanations of Asset Pricing Anomalies. Journal of Finance A 2
1996 The CAPM Is Wanted, Dead or Alive. Journal of Finance A 2
1995 Size and Book-to-Market Factors in Earnings and Returns. Journal of Finance A 2
1993 Common risk factors in the returns on stocks and bonds Journal of Financial Economics A 2
1992 The Cross-Section of Expected Stock Returns. Journal of Finance A 2
1992 Transitory variation in investment and output Journal of Monetary Economics A 1
1991 Efficient Capital Markets: II. Journal of Finance A 1
1991 Time, Salary, and Incentive Payoffs in Labor Contracts. Journal of Labor Economics A 1
1990 Editorial Journal of Financial Economics A 7
1990 Term-structure forecasts of interest rates, inflation and real returns Journal of Monetary Economics A 1
1990 Stock Returns, Expected Returns, and Real Activity. Journal of Finance A 1
1988 Permanent and Temporary Components of Stock Prices. Journal of Political Economy S 2
1987 The Information in Long-Maturity Forward Rates. American Economic Review S 2
1983 Stock Returns, Real Activity, Inflation, and Money: Reply. American Economic Review S 1
1983 Separation of Ownership and Control. Journal of Law and Economics B 2
1983 Agency Problems and Residual Claims. Journal of Law and Economics B 2
1981 Stock Returns, Real Activity, Inflation, and Money. American Economic Review S 1
1980 Agency Problems and the Theory of the Firm. Journal of Political Economy S 1
1979 Money, Bonds, and Foreign Exchange. American Economic Review S 2
1978 The Effects of a Firm's Investment and Financing Decisions on the Welfare of Its Security Holders. American Economic Review S 1
1977 Interest Rates and Inflation: The Message in the Entrails. American Economic Review S 1
1976 Efficient Capital Markets: Reply. Journal of Finance A 1
1976 Inflation Uncertainty and Expected Returns on Treasury Bills. Journal of Political Economy S 1
1976 Multiperiod Consumption-Investment Decisions: A Correction. American Economic Review S 1
1975 Short-Term Interest Rates as Predictors of Inflation. American Economic Review S 1
1974 Long-Term Growth in a Short-Term Market. Journal of Finance A 2
1974 The Empirical Relationships Between the Dividend and Investment Decisions of Firms. American Economic Review S 1
1974 The Number of Firms and Competition: Reply. American Economic Review S 2
1973 Risk, Return, and Portfolio Analysis: Reply. Journal of Political Economy S 1
1973 Risk, Return, and Equilibrium: Empirical Tests. Journal of Political Economy S 2
1973 A Note on the Market Model and the Two-Parameter Model. Journal of Finance A 1
1972 Components of Investment Performance. Journal of Finance A 1
1972 The Number of Firms and Competition. American Economic Review S 2
1971 Risk, Return, and Equilibrium. Journal of Political Economy S 1
1970 Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance A 1
1970 Multiperiod Consumption-Investment Decisions. American Economic Review S 1