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Fama, Eugene F. 1939-

Overview
Works: 164 works in 258 publications in 1 language and 1,753 library holdings
Roles: Author
Publication Timeline
Key
Publications about Eugene F Fama
Publications by Eugene F Fama
Most widely held works about Eugene F Fama
 
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 686 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 624 libraries worldwide
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 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 40 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 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 libraries worldwide
The cross-section of expected stock returns by Eugene F Fama( Book )
2 editions published between 1991 and 1992 in English and held by 8 libraries worldwide
Organizational forms and investment decisions by Eugene F Fama( Book )
2 editions published in 1984 in English and held by 6 libraries worldwide
Efficient capital markets, II by Eugene F Fama( Book )
3 editions published between 1990 and 2000 in English and held by 6 libraries worldwide
The disciplining of corporate managers by Eugene F Fama( Book )
1 edition published in 1980 in English and held by 5 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 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 libraries worldwide
Separation of ownership and control by Eugene F Fama( Book )
2 editions published between 1982 and 1983 in English and held by 4 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 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 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
The adjustment of stock prices to new information by University of Chicago( Book )
2 editions published between 1967 and 1969 in English and held by 3 libraries worldwide
Fama-French Factors and Liquidity ( file )
in English and held by 3 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
Mandelbrot and the stable paretian hypothesis by Eugene F Fama( Article )
in English and held by 3 libraries worldwide
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 2 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
The Fama portfolio : selected papers of Eugene F. Fama by Eugene F Fama( file )
1 edition published in 2017 in English and held by 0 libraries worldwide
 
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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 (88)
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