Articles

Articles by Eugene F. Fama

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Size, value, and momentum in international stock returns
Journal of Financial Economics, 2012 105 (3), pp. 457-472
Fama, E.F., French, K.R.

Disagreement, tastes, and asset prices
Journal of Financial Economics, 2007 83 (3), pp. 667-689
Fama, E.F., French, K.R.

Profitability, investment and average returns
Journal of Financial Economics, 2006 82 (3), pp. 491-518
Fama, E.F., French, K.R.

Financing decisions: Who issues stock?

Journal of Financial Economics, 2005 76 (3), pp. 549-582
Fama, E.F., French, K.R.

New lists: Fundamentals and survival rates

Journal of Financial Economics, 2004 73 (2), pp. 229-269
Fama, E.F., French, K.R.

Disappearing dividends: changing firm characteristics or lower propensity to pay?

Journal of Financial Economics, 2001, Volume 60, Issue 1, Pages 3-43
Fama, E.F., French, K.R.

Market efficiency, long-term returns, and behavioral finance

Journal of Financial Economics, 1998, Volume 49, Issue 3, Pages 283–306
Fama, E.F.


Articles by Lars Peter Hansen


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Nonlinearity and temporal dependence
Journal of Econometrics, 2010, 155 (2) , pp. 155-169
Chen, X., Hansen, L.P., Carrasco, M.

Doubts or variability?
Journal of Economic Theory, 2009, 144 (6), pp. 2388-2418
Barillas, F., Hansen, L.P., Sargent, T.J.

Recursive robust estimation and control without commitment

Journal of Economic Theory, 2007, 136 (1), pp. 1-27
Hansen, L.P., Sargent, T.J.

Robust estimation and control under commitment

Journal of Economic Theory, 2005, 124 (2), pp. 258-301
Hansen, L.P., Sargent, T.J.

Robust control of forward-looking models
Journal of Monetary Economics, 2003 50 (3), pp. 581-604
Hansen, L.P., Sargent, T.J.

Spectral methods for identifying scalar diffusions
Journal of Econometrics, 1998, 86 (1), pp. 1-32
Hansen, L.P., Scheinkman, J.A., Touzi, N.


Articles by Robert J. Shiller

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Mitigating financial fragility with Continuous Workout Mortgages
Journal of Economic Behavior and Organization, 2013, 85 (1), pp. 269-285
Shiller, R.J., Wojakowski, R.M., Ebrahim, M.S., Shackleton, M.B.