Risk and return

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

1977 • 2,379 citations

The relationship between earnings' yield, market value and return for NYSE common stocks

1983 • 1,692 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

Foundations of Finance.

1977 • 1,197 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

Stock market seasonality

1983 • 594 citations

Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis

1977 • 585 citations

Vas Ist Das?

1983 • 433 citations

New evidence on the nature of size-related anomalies in stock prices

1983 • 362 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 314 citations

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

1984 • 290 citations

Size and stock returns, and other empirical regularities

1983 • 260 citations

The Turn‐of‐the‐Year in Canada

1984 • 166 citations

Seasonality in Australian capital markets

1975 • 132 citations

Seasonality in Canadian Stock Prices: A Test of the "Tax-Loss-Selling" Hypothesis

1987 • 76 citations

The Turn-of-the-Year in Canada

1984 • 25 citations