Major Works of Eugene F. Fama
- "Mandlebrot and the Stable Paretian Hypothesis", 1963, J of Business
- "Tomorrow on the New York Stock Exchange", 1965, J of Business
- "The Behavior of Stock Market Prices", 1965, J of Business
- "Portfolio Analysis in a Stable Paretian Market", 1965, Management Science
- "Filter Rules and Stock-Market Trading", with M.E. Blume, 1966,J of
Business
- "Dividend Policy: an empirical analysis", with H. Babiak, 1968, JASA
- "Risk, Return and Equilibrium: Some clarifying comments", 1968, J of
Finance
- "The Adjustment of Stock Prices to New Information", with L. Fisher, M.C. Jensen and R. Roll, 1969, IER.
- "Multiperiod Consumption-Investment Decisions", 1970, AER
- "Efficient Capital Markets: a review of theory and empirical work", 1970, J
of Finance
- "Some Properties of Stable Symmetric Distributions", with R. Roll, 1971 JASA
- "Risk, Return and Equilibrium", 1971, JPE
- The Theory of Finance, with M.H. Miller, 1972.
- "Ordinal and Measurable Utility", 1972, in Jensen, editor, Studies in the
Theory of Capital Markets.
- "Risk, Return and Equilibrium: empirical tests", with J. MacBeth, 1973, JPE
- "Inflation, Uncertainty and the Expected Returns on Treasury Bills", 1976, JPE
- Foundations of Finance, 1976.
- "Forward Rates as Predictors of Future Spot Rates", 1976, J of Financial
Econ
- "The Effects of a Firm's Investment and Financing Decisions on the Welfare of its
Securityholders", 1978, AER
- "Banking in the Theory of Finance", 1980, JME
- "Agency Problems and the Theory of the Firm", 1980, JPE
- "Agency Problems and Residual Claims", with M. Jensen,
1983, J Law Econ
- "Separation of Ownership and Control", with M. Jensen,
1983, J Law Econ
- "Term Premium in Bond Returns", 1984, J of Financial Econ
- "The Information in the Term Structure", 1984, J of Financial Econ
- "Term Premiums and Default Premiums in Money Markets", 1986, J of Fnancial
Econ
- "The Information in Long-Maturity Forward Rates", with R.R. Bliss, 1987, AER
- "Permanent and Temporary Components of Stock Prices", with K. French, 1988, JPE
- "Common Factors in the Serial Correlation of Stock Returns", with K. French,
- "Two Pillars of Asset Pricing", 2013 [nobel]
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