Scholar4AI Updated 2026-11-04 18:03 UTC+09:00

Kenneth French Data Library

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data category: Asset pricing factor data · 0 papers in the last 7 days

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Published factor returns and anomaly portfolios used as benchmarks.

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Names searched for: Kenneth French, Ken French, French data library, French's data library, French's website

Key findings#

  • From Nov 2023 to Oct 2026, 163 archived papers mentioned Kenneth French Data Library in their title, abstract, keywords or full text, most of them in Sep 2026 (10).
  • No paper of the tracked journals mentioned Kenneth French Data Library in the last 30 days (2026-10-06 to 2026-11-04).
  • From 2017 to 2026 (so far), Kenneth French Data Library was mentioned in 165 papers in the tracked journals, most of them in finance (95), economics (31) and operations research (11).
  • 45 of them were published in 2025, against 0 in 2017.
  • Since 2023, the institutions with the most of these papers were Durham University (5), Monash University (5) and Erasmus University Rotterdam (4).
  • The journals publishing most of them were Journal of Banking & Finance (11), Journal of Asset Management (10) and Journal of Financial Economics (8).
  • The most-cited of them is “Machine learning and fund characteristics help to select mutual funds with positive alpha” (Journal of Financial Economics, 2023), with 115 citations.
  • Papers use Kenneth French Data Library most often with CRSP (58), S&P 500 (56) and Marketization index (Fan Gang) (35); it has 53 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat.

Mentions over 36 months#

Papers mentioning it by publication month, Nov 2023 to Oct 2026 (titles, abstracts, keywords and full texts)
TrendNov 23–Oct 24Nov 24–Oct 25Nov 25–Oct 2636 months
604954163

Papers per year#

2017: 0 papers2018: 0 papers2019: 0 papers2020: 0 papers2021: 0 papers2022: 0 papers2023: 9 papers2024: 63 papers2025: 45 papers2026 (so far): 48 papers
20172026 (so far)
Papers per publication year and category
Category2017201820192020202120222023202420252026 (so far)
Finance0000003332930
Economics00000011587
Operations Research0000002513
Accounting0000001243
Management0000001322
Statistics0000000111
Health Economics and Policy0000000200
AI0000001001
Marketing0000000101
Information Systems0000000100
All categories0000009634548

Where the papers come from#

Institutions with the most papers, since 2023
#InstitutionPapers
1Durham University5
2Monash University5
3Erasmus University Rotterdam4
4London School of Economics and Political Science4
5University of Bath4
6Aarhus University3
7Bucharest University of Economic Studies3
8Centro de Estudos de Economia Aplicada do Atlântico3
9City, University of London3
10Copenhagen Business School3
Countries with the most papers, since 2023
#CountryPapers
1United Kingdom50
2United States27
3Germany22
4France15
5Italy14
6China13
7Australia12
8Spain11
9Netherlands10
10Switzerland6
Keywords with the most papers, since 2023
#KeywordPapers
1stock returns27
2abnormal returns15
3asset pricing14
4COVID-19 pandemic13
5ESG ratings13
6corporate governance11
7portfolio optimization8
8ESG investing7
9Sharpe ratio6
10asset allocation6

Most-cited papers#

Most-cited papers since 2017
#CitationsPer monthTitleJournalPublishedAuthors
11153.2Machine learning and fund characteristics help to select mutual funds with positive alphaJournal of Financial Economics2023-10-26Victor DeMiguel, Javier Gil‐Bazo, Francisco J. Nogales et al.
2451.3CEO personality traits, strategic flexibility, and firm dynamicsJournal of Corporate Finance2023-12-13Tom Aabo, Christos Pantzalis, Jung Chul Park et al.
3451.4Robo advisors and access to wealth managementJournal of Financial Economics2024-03-22Michael Reher, Stanislav Sokolinski
4442.5Noisy biodiversity: The impact of ESG biodiversity ratings on asset pricesEcological Economics2025-05-14Wei Xin, Lewis Grant, Ben Groom et al.
5401.5On the resilience of ESG firms during the COVID-19 crisis: evidence across countries and asset classesJournal of International Business Studies2024-08-29Gianfranco Gianfrate, Mirco Rubin, Dario Ruzzi et al.

Archive counts by publication year: a paper counts when its title, abstract or keywords name the dataset, or when OpenAlex's full-text search finds it there (searched for the last 30 days' papers and, by a pass over the past years, for older ones). Names added to the list later are looked for in older papers as the archive is read again.

Used together with#

Papers use Kenneth French Data Library most often with CRSP (58), S&P 500 (56) and Marketization index (Fan Gang) (35); it has 53 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat. The whole network →

What papers use Kenneth French Data Library together with (at least 3 papers; lift 1 = chance)
Used withTypePapers using bothLift
CRSPDataset5839.5
S&P 500Dataset567.1
Marketization index (Fan Gang)Dataset3515.2
CompustatDataset3214.7
Refinitiv DatastreamDataset2418.6
Economic Policy Uncertainty indexDataset212.5
Refinitiv Eikon / LSEG WorkspaceDataset2015.3
Baker-Wurgler investor sentimentDataset1526.7
I/B/E/SDataset1517.3
VIXDataset154.5
MorningstarDataset1428.4
Euro Stoxx / DAXDataset139.0
Cite this page

Scholar4AI. (2026). Kenneth French Data Library. Journal and Conference Research Rankings. Retrieved November 4, 2026, from https://scholar4ai.com/datasets/kenneth-french-data-library

@misc{scholar4ai-datasets-kenneth-french-data-library,
  author = {{Scholar4AI}},
  title = {Kenneth French Data Library},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/datasets/kenneth-french-data-library}},
  urldate = {2026-11-04},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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