WorldCat Identities

Fama, Eugene F. 1939-

Overview
Works: 150 works in 220 publications in 2 languages and 1,598 library holdings
Roles: Author
Classifications: HG173, 332.01
Publication Timeline
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Most widely held works about 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 676 WorldCat member libraries worldwide
Foundations of finance : portfolio decisions and securities prices by Eugene F Fama( Book )
18 editions published between 1976 and 1979 in English and Japanese and held by 625 WorldCat member libraries worldwide
Risk and the evaluation of pension fund portfolio performance by Eugene F Fama( Book )
2 editions published in 1969 in English and held by 40 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 )
2 editions published between 1991 and 1992 in English and held by 8 WorldCat member libraries worldwide
Organizational forms and investment decisions by Eugene F Fama( Book )
2 editions published in 1984 in English and held by 6 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
The behavior of stock-market prices by Eugene F Fama( )
3 editions published between 1964 and 1966 in English and held by 5 WorldCat member libraries worldwide
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
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
Forward and spot exchange rates by Eugene F Fama( )
2 editions published in 1984 in English and held by 4 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
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
The information in long-maturity forward rates ( )
1 edition published in 1987 in English and held by 3 WorldCat member libraries worldwide
This paper studies the information in forward rates about future interest rates and current expected returns for annual US Treasury maturities to 5 years.--SCAD summary
The adjustment of stock prices to new information by University of Chicago( Book )
1 edition published in 1967 in English and held by 3 WorldCat member libraries worldwide
Transitory variations in investment and output by Eugene F Fama( Book )
1 edition published in 1990 in English and held by 3 WorldCat member libraries worldwide
Organizational forms and investment decisions ( )
1 edition published in 1985 in English and held by 3 WorldCat member libraries worldwide
This paper analyzes investment rules for various organizational forms that are distinguished by the characteristics of their residual claims. Different restrictions on residual claims lead to different decision rules.--SCAD summary
Market efficiency, long-term returns, and behavioral finance by Eugene F Fama( Book )
3 editions published between 1997 and 2000 in English and held by 3 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
Value versus growth the international evidence by Eugene F Fama( Book )
3 editions published between 1997 and 1998 in English and held by 3 WorldCat member libraries worldwide
Value stocks have higher returns than growth stocks in markets around the world. For 1975-95, the difference between the average returns on global portfolios of high and low book-to-market stocks is 7.60% per year, and value stocks outperform growth stocks in 12 of 13 major markets. An international CAPM cannot explain the value premium, but a two-factor model that includes a risk factor for relative distress captures the value premium in international returns
Term premiums and default premiums in money markets ( )
1 edition published in 1986 in English and held by 3 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
 
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Audience Level
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  Kids General Special  
Audience level: 0.67 (from 0.00 for Forward an ... to 0.97 for The cross- ...)
Alternative Names
Fama, E. F. 1939-
Fama, Judžin F. 1939-
ファマ, E. F
Languages
English (71)
Japanese (3)