|
2025
|
Michael C. Jensen’s empirical work
|
Journal of Financial Economics
|
A
|
2
|
|
2025
|
House Prices and Rents
|
The Review of Financial Studies
|
A
|
2
|
|
2021
|
Book values and stock returns. The Chicago MBA:A
|
Review of Asset Pricing Studies
|
B
|
2
|
|
2020
|
Comparing Cross-Section and Time-Series Factor Models
|
The Review of Financial Studies
|
A
|
2
|
|
2018
|
Choosing factors
|
Journal of Financial Economics
|
A
|
2
|
|
2017
|
International tests of a five-factor asset pricing model
|
Journal of Financial Economics
|
A
|
2
|
|
2016
|
Dissecting Anomalies with a Five-Factor Model
|
The Review of Financial Studies
|
A
|
2
|
|
2015
|
A five-factor asset pricing model
|
Journal of Financial Economics
|
A
|
2
|
|
2015
|
Incremental variables and the investment opportunity set
|
Journal of Financial Economics
|
A
|
2
|
|
2012
|
Size, value, and momentum in international stock returns
|
Journal of Financial Economics
|
A
|
2
|
|
2010
|
Luck versus Skill in the Cross‐Section of Mutual Fund Returns
|
Journal of Finance
|
A
|
2
|
|
2008
|
Presidential Address: The Cost of Active Investing
|
Journal of Finance
|
A
|
1
|
|
2008
|
Dissecting Anomalies
|
Journal of Finance
|
A
|
2
|
|
2008
|
Average Returns, B/M, and Share Issues
|
Journal of Finance
|
A
|
2
|
|
2007
|
Disagreement, tastes, and asset prices
|
Journal of Financial Economics
|
A
|
2
|
|
2006
|
The Value Premium and the CAPM
|
Journal of Finance
|
A
|
2
|
|
2006
|
Profitability, investment and average returns
|
Journal of Financial Economics
|
A
|
2
|
|
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
|
The Equity Premium
|
Journal of Finance
|
A
|
2
|
|
2001
|
Disappearing dividends: changing firm characteristics or lower propensity to pay?
|
Journal of Financial Economics
|
A
|
2
|
|
2000
|
Characteristics, Covariances, and Average Returns: 1929 to 1997
|
Journal of Finance
|
A
|
3
|
|
1999
|
The Corporate Cost of Capital and the Return on Corporate Investment
|
Journal of Finance
|
A
|
2
|
|
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
|
|
1991
|
Investor Diversification and International Equity Markets.
|
American Economic Review
|
S
|
2
|
|
1991
|
Were Japanese stock prices too high?
|
Journal of Financial Economics
|
A
|
2
|
|
1989
|
Business conditions and expected returns on stocks and bonds
|
Journal of Financial Economics
|
A
|
2
|
|
1988
|
Permanent and Temporary Components of Stock Prices.
|
Journal of Political Economy
|
S
|
2
|
|
1988
|
Dividend yields and expected stock returns
|
Journal of Financial Economics
|
A
|
2
|
|
1987
|
Expected stock returns and volatility
|
Journal of Financial Economics
|
A
|
3
|
|
1986
|
Stock return variances : The arrival of information and the reaction of traders
|
Journal of Financial Economics
|
A
|
2
|
|
1984
|
Anomalies in Security Returns and the Specification of the Market Model: Discussion.
|
Journal of Finance
|
A
|
1
|
|
1983
|
Taxes and the Pricing of Stock Index Futures.
|
Journal of Finance
|
A
|
2
|
|
1983
|
A comparison of futures and forward prices
|
Journal of Financial Economics
|
A
|
1
|
|
1983
|
Effects of Nominal Contracting on Stock Returns.
|
Journal of Political Economy
|
S
|
3
|
|
1980
|
Stock returns and the weekend effect
|
Journal of Financial Economics
|
A
|
1
|