Articles by Eugene F. Fama


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


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


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.