The Fama portfolio : selected papers of Eugene F. Fama
edited by John H. Cochrane and Tobias J. Moskowitz
Preface / by John H. Cochrane and Tobias J. Moskowitz -- 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
