WorldCat Identities

Fama, Eugene F. 1939-

Overview
Works: 123 works in 221 publications in 1 language and 1,598 library holdings
Classifications: HG173, 332.01
Publication Timeline
Key
Publications about  Eugene F Fama Publications about Eugene F Fama
Publications by  Eugene F Fama Publications by Eugene F Fama
Most widely held works by Eugene F Fama
The theory of finance by Eugene F Fama ( Book )
18 editions published in 1972 in English and Undetermined and held by 675 WorldCat member libraries worldwide
Foundations of finance : portfolio decisions and securities prices by Eugene F Fama ( Book )
16 editions published between 1976 and 1978 in English and held by 624 WorldCat member libraries worldwide
Risk and the evaluation of pension fund portfolio performance by Eugene F Fama ( Book )
3 editions published in 1969 in English and held by 41 WorldCat member libraries worldwide
Random walks in stock-market prices by Eugene F Fama ( Book )
1 edition published in 1965 in English and held by 13 WorldCat member libraries worldwide
The cross-section of expected stock returns by Eugene F Fama ( Book )
3 editions published between 1991 and 1999 in English and held by 9 WorldCat member libraries worldwide
Agency problems and the theory of the firm by Eugene F Fama ( )
7 editions published between 1978 and 2000 in English and held by 8 WorldCat member libraries worldwide
Forward and spot exchange rates by Eugene F Fama ( )
4 editions published between 1983 and 1984 in English and held by 7 WorldCat member libraries worldwide
Conditional on the hypothesis that the forward market is efficient or rational, this paper finds that both components of forward rates vary through time.--SCAD summary
Organizational forms and investment decisions by Eugene F Fama ( Book )
3 editions published between 1984 and 1997 in English and held by 7 WorldCat member libraries worldwide
What's different about banks? by Eugene F Fama ( )
4 editions published between 1985 and 2001 in English and Undetermined and held by 7 WorldCat member libraries worldwide
This paper presents a simple analysis that accomodates reserve requirements on demand deposits and certificates of deposit.--SCAD summary
The behavior of stock-market prices by Eugene F Fama ( )
4 editions published between 1964 and 1997 in English and held by 6 WorldCat member libraries worldwide
Term premiums and default premiums in money markets by Eugene F Fama ( )
2 editions published between 1984 and 1986 in English and held by 5 WorldCat member libraries worldwide
This paper compares expected returns on bills and private-issuer money market securities. The tests produce strong evidence of time-varying default premiums in the expected returns on private-issuer securities and time-varying expected term premiums for all maturities of all securities. Expected term and default premiums are related to the business cycle.--SCAD summary
Efficient capital markets, II by Eugene F Fama ( Book )
3 editions published between 1990 and 2000 in English and held by 5 WorldCat member libraries worldwide
The disciplining of corporate managers by Eugene F Fama ( Book )
1 edition published in 1980 in English and held by 5 WorldCat member libraries worldwide
Separation of ownership and control by Eugene F Fama ( Book )
4 editions published between 1982 and 1999 in English and Undetermined and held by 5 WorldCat member libraries worldwide
Interest rates and inflation : the message in the entrails by Eugene F Fama ( Book )
3 editions published between 1976 and 1977 in English and held by 4 WorldCat member libraries worldwide
Permanent and temporary components of stock prices by Eugene F Fama ( Book )
3 editions published between 1986 and 1997 in English and held by 4 WorldCat member libraries worldwide
Market efficiency, long-term returns, and behavioral finance by Eugene F Fama ( Book )
4 editions published between 1997 and 2001 in English and held by 4 WorldCat member libraries worldwide
Market efficiency survives the challenge from the literature on long-term return anomalies. Consistent with the market efficiency hypothesis that the anomalies are chance results, apparent over-reaction to information is about as common as under-reaction. And post-event continuation of pre-event abnormal returns is about as frequent as post-event reversal. Consistent with the market efficiency prediction that apparent anomalies can also be due to methodology, the anomalies are sensitive to the techniques used to measure them, and many disappear with reasonable changes in technique
Agency problems and residual claims by Eugene F Fama ( Book )
3 editions published between 1982 and 2000 in English and held by 4 WorldCat member libraries worldwide
Forward rates as predictors of future spot rates by Eugene F Fama ( Book )
3 editions published between 1975 and 1976 in English and held by 4 WorldCat member libraries worldwide
The effects of a firm's investment and financing decisions on the welfare of its securityholders by Eugene F Fama ( Book )
3 editions published between 1975 and 1976 in English and held by 4 WorldCat member libraries worldwide
 
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Audience Level
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  Kids General Special  
Audience level: 0.68 (from 0.47 for Agency pro ... to 1.00 for Term premi ...)
Alternative Names
Fama, E. F. 1939-
Fama, Judžin F. 1939-
ファマ, E. F
Languages
English (92)