Normal view MARC view ISBD view

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), 1957- | Moskowitz, Tobias J. (Tobias Jacob), 1971- | Fama, Eugene F, 1939-.
Material type: materialTypeLabelBookCall 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
Contents:
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.
List(s) this item appears in: TUECON-New Books-2018-05-May
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Collection Call number Status Date due Barcode Item holds
Book Book Puey Ungphakorn Library (Econ., Tha Prachan Campus)
General Stacks
General Books HG4523 .F36 2017 (See Similar Items) Available 31379015529440
Total holds: 0

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.

There are no comments for this item.

Click on an image to view it in the image viewer

Open Library:

Thammasat University Library
2 Prachan Road, Phranakorn, Bangkok 10200
Tel: 662 613-3544 (Pridi Banomyong Library, Circulation Desk)
Tel: 662 564-4444 ext. 1305 (Puey Ungphakorn Library (Rangsit Campus), Circulation Desk)