Testing the CAPM with broader market indexes

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

On estimating the expected return on the market

1980 • 2,932 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Asset returns and inflation

1977 • 2,770 citations

Foundations of Finance.

1977 • 1,197 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

Multivariate tests of financial models

1982 • 632 citations

On the exclusion of assets from tests of the two-parameter model

1982 • 532 citations

Statistical inference

1970 • 463 citations

Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)

1976 • 205 citations

A Study of Saving in the United States

1956 • 151 citations

Statistical Inference.

1976 • 106 citations

THE GROWTH OF REPRODUCIBLE WEALTH OF THE UNITED STATES OF AMERICA FROM 1805 TO 1950

1952 • 21 citations

A Study of Saving in the United States

1956 • 18 citations

Missing assets, measuring the market, and testing the capital asset pricing model

1981 • 12 citations

QUARTERLY ESTIMATES OF CAPITAL STOCKS IN THE U.S. PRIVATE DOMESTIC ECONOMY, BY MAJOR INDUSTRY GROUPS*

1976 • 4 citations