What is he best known for?
The fields of study he is best known for:
- Finance
- Financial economics
- Microeconomics
The scientist’s investigation covers issues in Financial economics, Monetary economics, Capital asset pricing model, Econometrics and Dividend.
His Financial economics study combines topics from a wide range of disciplines, such as Earnings and January effect.
Kenneth R. French has included themes like Restricted stock, Stock market bubble, Stock market, Volatility risk and Returns-based style analysis in his Monetary economics study.
His biological study spans a wide range of topics, including Growth stock, Fama–French three-factor model and Equity.
His Equity premium puzzle study in the realm of Econometrics interacts with subjects such as Autocorrelation.
His studies in Low-volatility anomaly integrate themes in fields like Stock valuation and Momentum investing.
His most cited work include:
- Common risk factors in the returns on stocks and bonds (16555 citations)
- The Cross‐Section of Expected Stock Returns (12231 citations)
- Multifactor Explanations of Asset Pricing Anomalies (4574 citations)
What are the main themes of his work throughout his whole career to date?
Kenneth R. French mainly focuses on Financial economics, Econometrics, Monetary economics, Profitability index and Capital asset pricing model.
His Financial economics study incorporates themes from Dividend, Equity and Growth stock.
His work carried out in the field of Econometrics brings together such families of science as Earnings and Portfolio.
His research in Monetary economics intersects with topics in Earnings growth, Stock market and Cost of capital.
His Capital asset pricing model research is multidisciplinary, incorporating perspectives in Fama–French three-factor model and Investment.
Kenneth R. French has researched Value premium in several fields, including Equity premium puzzle and Low-volatility anomaly.
He most often published in these fields:
- Financial economics (77.44%)
- Econometrics (37.80%)
- Monetary economics (35.37%)
What were the highlights of his more recent work (between 2011-2021)?
- Econometrics (37.80%)
- Financial economics (77.44%)
- Profitability index (31.10%)
In recent papers he was focusing on the following fields of study:
Kenneth R. French mainly investigates Econometrics, Financial economics, Profitability index, Monetary economics and Capital asset pricing model.
His Econometrics research integrates issues from Spot contract, Hedge fund, Interest rate and Portfolio.
Kenneth R. French interconnects Volatility and Value premium in the investigation of issues within Portfolio.
His research in Financial economics is mostly concerned with Expected return.
The concepts of his Monetary economics study are interwoven with issues in Retained earnings and Economic rent.
As a part of the same scientific family, Kenneth R. French mostly works in the field of Capital asset pricing model, focusing on Investment and, on occasion, Sharpe ratio.
Between 2011 and 2021, his most popular works were:
- Size, Value, and Momentum in International Stock Returns § (930 citations)
- Dissecting Anomalies with a Five-Factor Model (317 citations)
- International tests of a five-factor asset pricing model ☆ (218 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Microeconomics
- Financial economics
Kenneth R. French focuses on Profitability index, Financial economics, Capital asset pricing model, Monetary economics and Asia pacific.
His work blends Profitability index and Big Five personality traits studies together.
To a larger extent, Kenneth R. French studies Econometrics with the aim of understanding Capital asset pricing model.
The study of Monetary economics is intertwined with the study of Investment in a number of ways.
He combines subjects such as Sharpe ratio and Portfolio with his study of Investment.
His Asia pacific study spans across into subjects like Size premium, Size value, Local average and Momentum profits.
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