D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 98 Citations 273,513 131 World Ranking 50 National Ranking 41

Research.com Recognitions

Awards & Achievements

2013 - Nobel Memorial Prize laureates in Economics for their empirical analysis of asset prices.

2013 - Nobel Prize for their empirical analysis of asset prices

2008 - Morgan Stanley – American Finance Association Award for Excellence in Finance

2001 - Fellow of the American Finance Association (AFA)

1989 - Fellow of the American Academy of Arts and Sciences

1973 - Fellows of the Econometric Society

Fellow of the Financial Management Association

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Inflation
  • Financial economics

His primary areas of investigation include Financial economics, Monetary economics, Econometrics, Capital asset pricing model and Common stock. His Financial economics study combines topics in areas such as Bond and Efficient-market hypothesis. His Monetary economics research incorporates elements of Stock exchange, Free cash flow, Debt, Market maker and Stock market bubble.

His studies in Econometrics integrate themes in fields like Forward rate, Earnings growth and Autocorrelation. His biological study spans a wide range of topics, including Actuarial science, Fama–French three-factor model and Security market line. His Low-volatility anomaly study also includes fields such as

  • Growth stock that connect with fields like Stock valuation and Momentum investing,
  • Value premium and related Value investing.

His most cited work include:

  • Common risk factors in the returns on stocks and bonds (16555 citations)
  • EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (12251 citations)
  • The Cross‐Section of Expected Stock Returns (12231 citations)

What are the main themes of his work throughout his whole career to date?

His scientific interests lie mostly in Financial economics, Econometrics, Monetary economics, Capital asset pricing model and Profitability index. His research investigates the connection between Financial economics and topics such as Dividend that intersect with issues in Debt. His work on Capital structure as part of general Debt research is often related to Pecking order, thus linking different fields of science.

His Econometrics study deals with Interest rate intersecting with Inflation. His Monetary economics research is multidisciplinary, incorporating perspectives in Cost of capital and Financial system. His work focuses on many connections between Capital asset pricing model and other disciplines, such as Investment, that overlap with his field of interest in Consumption.

He most often published in these fields:

  • Financial economics (40.11%)
  • Econometrics (30.48%)
  • Monetary economics (20.32%)

What were the highlights of his more recent work (between 2014-2021)?

  • Econometrics (30.48%)
  • Portfolio (9.63%)
  • Monetary economics (20.32%)

In recent papers he was focusing on the following fields of study:

Econometrics, Portfolio, Monetary economics, Capital asset pricing model and Financial economics are his primary areas of study. His studies deal with areas such as Regression, Theory of storage, Futures contract, Spot contract and Interest rate as well as Econometrics. His study in Portfolio is interdisciplinary in nature, drawing from both Value and Efficient-market hypothesis.

In his research, Return volatility is intimately related to Profitability index, which falls under the overarching field of Monetary economics. His study looks at the relationship between Capital asset pricing model and fields such as Investment, as well as how they intersect with chemical problems. He is interested in Expected return, which is a field of Financial economics.

Between 2014 and 2021, his most popular works were:

  • Dissecting Anomalies with a Five-Factor Model (317 citations)
  • International tests of a five-factor asset pricing model ☆ (218 citations)
  • International Tests of a Five-Factor Asset Pricing Model (128 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Inflation
  • Statistics

Eugene F. Fama mainly focuses on Monetary economics, Profitability index, Capital asset pricing model, Financial economics and Investment. His study in Interest rate, Inflation, Demand deposit, Velocity of money and Money measurement concept is carried out as part of his Monetary economics studies. His research ties Return volatility and Profitability index together.

The Capital asset pricing model study combines topics in areas such as Regression and Portfolio. His work on Market portfolio, Portfolio efficiency and Expected return as part of general Portfolio study is frequently linked to Simplicity, bridging the gap between disciplines. Eugene F. Fama has researched Investment in several fields, including Econometrics, Statistic and Sharpe ratio.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Common risk factors in the returns on stocks and bonds

Eugene F. Fama;Kenneth R. French.
Journal of Financial Economics (1993)

24747 Citations

The Cross‐Section of Expected Stock Returns

Eugene F. Fama;Kenneth R. French.
Journal of Finance (1992)

22859 Citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

Eugene F. Fama.
Journal of Finance (1970)

20328 Citations

SEPARATION OF OWNERSHIP AND CONTROL

Eugene F. Fama;Michael C. Jensen.
The Journal of Law and Economics (1983)

19695 Citations

Agency Problems and the Theory of the Firm

Eugene F. Fama.
Journal of Political Economy (1980)

17565 Citations

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama;James D. MacBeth.
Journal of Political Economy (1973)

16380 Citations

The Behavior of Stock-Market Prices

Eugene F. Fama.
The Journal of Business (1965)

14304 Citations

Multifactor Explanations of Asset Pricing Anomalies

Eugene F. Fama;Kenneth R. French.
Journal of Finance (1996)

8737 Citations

Agency Problems and Residual Claims

Eugene F. Fama;Michael C. Jensen.
The Journal of Law and Economics (1983)

7426 Citations

The Adjustment of Stock Prices to New Information

Eugene F. Fama;Lawrence Fisher;Michael C. Jensen;Richard J. Roll.
International Economic Review (1969)

7202 Citations

Best Scientists Citing Eugene F. Fama

Avanidhar Subrahmanyam

Avanidhar Subrahmanyam

University of California, Los Angeles

Publications: 139

Iftekhar Hasan

Iftekhar Hasan

Fordham University

Publications: 132

Robert W. Faff

Robert W. Faff

University of Queensland

Publications: 124

John Y. Campbell

John Y. Campbell

Harvard University

Publications: 122

René M. Stulz

René M. Stulz

The Ohio State University

Publications: 119

Campbell R. Harvey

Campbell R. Harvey

Duke University

Publications: 111

Svetlozar T. Rachev

Svetlozar T. Rachev

Texas Tech University

Publications: 110

Turan G. Bali

Turan G. Bali

Georgetown University

Publications: 107

Sheridan Titman

Sheridan Titman

The University of Texas at Austin

Publications: 104

Frank J. Fabozzi

Frank J. Fabozzi

EDHEC Business School

Publications: 96

Malcolm P. Baker

Malcolm P. Baker

National Bureau of Economic Research

Publications: 96

Wayne E. Ferson

Wayne E. Ferson

University of Southern California

Publications: 93

Lu Zhang

Lu Zhang

National Bureau of Economic Research

Publications: 89

Guofu Zhou

Guofu Zhou

Washington University in St. Louis

Publications: 88

Allan Timmermann

Allan Timmermann

University of California, San Diego

Publications: 81

Profile was last updated on December 6th, 2021.
Research.com Ranking is based on data retrieved from the Microsoft Academic Graph (MAG).
The ranking d-index is inferred from publications deemed to belong to the considered discipline.

If you think any of the details on this page are incorrect, let us know.

Contact us
Something went wrong. Please try again later.