The Fama portfolio : selected papers of Eugene F. Fama / edited by John H. Cochrane and Tobias J. Moskowitz.
Contributor(s): Cochrane, John H. (John Howland) | Moskowitz, Tobias J. (Tobias Jacob) | Fama, Eugene F.Material type: BookCall no.: HG4523 .F36 2017Publication: Chicago : . The University of Chicago Press, 2017Description: x, 815 p. : ill.ISBN: 9780226426846 (hardcover); 022642684X (hardcover).Subject(s): Capital market | Finance | Efficient market theory | Stocks -- Rate of return
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|Book||Puey Ungphakorn Library (Econ., Tha Prachan Campus) General Stacks||General Books||HG4523 .F36 2017 (See Similar Items)||Available||31379015529440|
Includes bibliographical references.
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.
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