The Cross Section of Expected Firm (not equity) Returns

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Common risk factors in the returns on stocks and bonds

1993 • 26,177 citations

The Cost of Capital, Corporation Finance and the Theory of Investment

1958 • 15,488 citations

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

1993 • 10,751 citations

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

1974 • 10,570 citations

Theory of rational option pricing

2005 • 7,870 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

1999 • 3,988 citations

Persuasive evidence of market inefficiency

1985 • 2,037 citations

The Valuation of Uncertain Income Streams and the Pricing of Options

1976 • 1,727 citations

Multifactor Explanations of Asset Pricing Anomalies

1996 • 1,530 citations

Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence

1988 • 1,150 citations

Size and Book-to-Market Factors in Earnings and Returns

1995 • 1,045 citations

A Model of Investor Sentiment

1997 • 606 citations

An Empirical Study of Bond Market Transactions

2000 • 352 citations

Bondholder Losses in Leveraged Buyouts

1993 • 332 citations

The Effects of a Firm's Investment and Financing Decisions on the Welfare of its Security Holders

2007 • 303 citations

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

1999 • 269 citations

Understanding Risk and Return

1993 • 249 citations

A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions

1997 • 183 citations

An Anatomy of Trading Strategies

1998 • 110 citations

Corporate Bond Price Discrepancies in the Dealer and Exchange Markets

1991 • 93 citations