WorldCat Identities

Fama, Eugene F. 1939-

Overview
Works: 177 works in 269 publications in 1 language and 1,788 library holdings
Roles: Author, Contributor
Publication Timeline
.
Most widely held works by Eugene F Fama
The theory of finance by Eugene F Fama( Book )

20 editions published between 1969 and 1972 in English and held by 681 WorldCat member libraries worldwide

Foundations of finance : portfolio decisions and securities prices by Eugene F Fama( Book )

21 editions published between 1976 and 1979 in English and held by 629 WorldCat member libraries worldwide

The Fama portfolio : selected papers of Eugene F. Fama by Eugene F Fama( )

3 editions published in 2017 in English and held by 61 WorldCat member libraries worldwide

Preface / by John H. Cochrane and Tobias J. Moskowitz -- Introductions. My Life in Finance / Eugene F. Fama ; Things I've Learned from Gene Fama / Kenneth R. French ; Gene Fama's Impact: A Quantitative Analysis / G. William Schwert and René M. Stulz -- Efficient markets. Efficient Markets and Empirical Finance / John H. Cochrane and Tobias J. Moskowitz ; The Great Divide / Clifford Asness and John Liew ; Efficient Capital Markets: A Review of Theory and Empirical Work / Eugene F. Fama; Efficient Capital Markets: II / Eugene F. Fama ; Market Efficiency, Long-Term Returns, and Behavioral Finance / Eugene F. Fama -- Efficiency Applied: Event Studies and Skill. Fama, Fisher, Jensen, and Roll (1969): Retrospective Comments / Ray Ball ; Eugene Fama and Industrial Organization / Dennis W.Carlton ; The Adjustment of Stock Prices to New Information / Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, and Richard Roll ; Luck versus Skill / John H.Cochrane and Tobias J. Moskowitz ; Luck vs. Skill and Factor Selection / Campbell R. Harvey and Yan Liu ; Luck versus Skill in the Cross-Section of Mutual Fund Returns / Eugene F. Fama and Kenneth R. French -- Risk and Return. Risk and Return / John H. Cochrane and Tobias J. Moskowitz ; Risk, Return, and Equilibrium: Empirical Tests / Eugene F. Fama and James D. MacBeth ; The Cross-Section of Expected Stock Returns / Eugene F. Fama and Kenneth R. French ; Common Risk Factors in the Returns on Stocks and Bonds / Eugene F. Fama and Kenneth R. French ; Multifactor Explanations of Asset Pricing Anomalies / Eugene F. Fama and Kenneth R. French -- Return Forecasts and Time-Varying Risk Premiums. Return Forecasts and Time Varying Risk Premiums / John H. Cochrane ; Short-Term Interest Rates as Predictors of Inflation / Eugene F. Fama ; Forward Rates as Predictors of Future Spot Rates / Eugene F. Fama ; Forward and Spot Exchange Rates / Eugene F. Fama ; Dividend Yields and Expected Stock Returns / Eugene F. Fama and Kenneth R. French ; The Information in Long-Maturity Forward Rates / Eugene F. Fama and Robert R. Bliss -- Corporate Finance and Banking. Corporate Finance / Amit Seru and Amir Sufi ; Agency Problems and the Theory of the Firm / Eugene F. Fama ; Separation of Ownership and Control / Eugene F. Fama and Michael C. Jensen ; Dividend Policy: An Empirical Analysis / Eugene F. Fama and Harvey Babiak -- Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay? / Eugene F. Fama and Kenneth R. French -- Financing Decisions: Who Issues Stock? / Eugene F. Fama and Kenneth R. French -- Banking in the Theory of Finance / Eugene F. Fama -- Conclusion: Our Colleague / by John H. Cochrane and Tobias J. Moskowitz
Risk and the evaluation of pension fund portfolio performance by Eugene F Fama( Book )

2 editions published in 1969 in English and held by 42 WorldCat member libraries worldwide

Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E by Benoit B Mandelbrot( Book )

1 edition published in 1997 in English and held by 41 WorldCat member libraries worldwide

This is the first book in the Selecta, the collected works of Benoit Mandelbrot. This volume incorporates his original contributions to finance and is a major contribution to the understanding of how speculative prices vary in time. The chapters consist of much new material prepared for this volume, as well as reprints of his classic papers. Much of this work helps to lay a foundation for evaluating risks in trading strategies. Statistical Papers, 2000: " ... this is a most useful collection of Mandelbrot's work economics, it provides an excellent starting point for anybody interested in the origin of many current topics in empirical finance or the distribution of income."
Random walks in stock-market prices by Eugene F Fama( Book )

2 editions published between 1965 and 1969 in English and held by 14 WorldCat member libraries worldwide

The behavior of stock-market prices by Eugene F Fama( Book )

5 editions published between 1964 and 1966 in English and held by 8 WorldCat member libraries worldwide

Organizational forms and investment decisions by Eugene F Fama( Book )

1 edition published in 1984 in English and held by 5 WorldCat member libraries worldwide

Forward rates as predictors of future spot rates by Eugene F Fama( Book )

4 editions published between 1975 and 1976 in English and held by 5 WorldCat member libraries worldwide

The disciplining of corporate managers by Eugene F Fama( Book )

1 edition published in 1980 in English and held by 5 WorldCat member libraries worldwide

The effects of a firm's investment and financing decisions on the welfare of its securityholders by Eugene F Fama( Book )

4 editions published between 1975 and 1976 in English and held by 5 WorldCat member libraries worldwide

Efficient capital markets, II by Eugene F Fama( Book )

1 edition published in 1990 in English and held by 4 WorldCat member libraries worldwide

Interest rates and inflation : the message in the entrails by Eugene F Fama( Book )

3 editions published between 1976 and 1977 in English and held by 4 WorldCat member libraries worldwide

The cross-section of expected stock returns by Eugene F Fama( Book )

1 edition published in 1992 in English and held by 4 WorldCat member libraries worldwide

The cross-section of expected stock returns by Eugene F Fama( Book )

1 edition published in 1991 in English and held by 4 WorldCat member libraries worldwide

Value versus growth the international evidence by Eugene F Fama( Book )

3 editions published between 1997 and 1998 in English and held by 4 WorldCat member libraries worldwide

Value stocks have higher returns than growth stocks in markets around the world. For 1975-95, the difference between the average returns on global portfolios of high and low book-to-market stocks is 7.60% per year, and value stocks outperform growth stocks in 12 of 13 major markets. An international CAPM cannot explain the value premium, but a two-factor model that includes a risk factor for relative distress captures the value premium in international returns
Market efficiency, long-term returns, and behavioral finance by Eugene F Fama( Book )

3 editions published between 1997 and 2000 in English and held by 4 WorldCat member libraries worldwide

Market efficiency survives the challenge from the literature on long-term return anomalies. Consistent with the market efficiency hypothesis that the anomalies are chance results, apparent over-reaction to information is about as common as under-reaction. And post-event continuation of pre-event abnormal returns is about as frequent as post-event reversal. Consistent with the market efficiency prediction that apparent anomalies can also be due to methodology, the anomalies are sensitive to the techniques used to measure them, and many disappear with reasonable changes in technique
Separation of ownership and control by Eugene F Fama( Book )

2 editions published between 1982 and 1983 in English and held by 4 WorldCat member libraries worldwide

Forward and spot exchange rates by Eugene F Fama( Book )

2 editions published in 1983 in English and held by 3 WorldCat member libraries worldwide

Fama-French Factors and Liquidity( )

in English and held by 3 WorldCat member libraries worldwide

The Fama-French Factors, constructed by Eugene Fama and Kenneth French capture a statistically significant fraction of the variation in stock returns between two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. This data set also includes the Pastor-Stambaugh Liquidity series and the Sadka Liquidity measures
 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.55 (from 0.40 for Evidence f ... to 0.97 for Interest r ...)

Fractals and scaling in finance : discontinuity, concentration, risk : selecta volume E
Covers
Alternative Names
Eqini Fema

Eugene F. Fama

Eugene Fama americký ekonom

Eugene Fama Amerikaans econoom

Eugene Fama amerikansk ekonom

Eugene Fama amerikansk økonom

Eugene Fama economista statunitense

Eugene Fama US-amerikanischer Wirtschaftswissenschaftler

Eugene Francis Fama

Eugenius Fama

Fama, E. F. 1939-

Fama, Eugene 1939-

Fama, Eugene F.

Fama, Eugene Francis.

Fama, Eugene Francis 1939-

Fama, Gene Francis 1939-

Fama, Judžin F. 1939-

Jūdžīns Fāma

Фама, Юджин

Юджийн Фама

Юджин Фама

Юджын Фама

Յուջին Ֆամա

יוג'ין פאמה

יוג'ין פאמה כלכלן אמריקאי וזוכה פרס נובל בכלכלה

فرانسیس یوجین ژن فاما اقتصاددان آمریکایی

يوجين فاما

یوجین فاما

यूजीन फ़ामा

ইউজিন ফামা

யூஜின் ஃபாமா

იუჯინ ფამა

იუჯინ ფამა ამერიკელი ეკონომისტი

유진 파마

ファマ, E.F.

ユージン・ファーマ

尤金·法马

Languages
English (86)