An Alternative Test of the Capital Asset Pricing Model: Reply

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

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

1977 • 3,099 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Foundations of Finance.

1977 • 1,197 citations

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

1973 • 510 citations

An aggregation theorem for securities markets

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Capital Markets: Theory and Evidence

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1978 • 153 citations

The Market Price of Risk, Size of Market and Investor's Risk Aversion

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The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction

1976 • 63 citations

THE CAPITAL ASSET PRICING MODEL: A “Multi-Beta” Interpretation

1977 • 60 citations

Generalized two parameter asset pricing models

1978 • 17 citations

Divergent Rates, Financial Restrictions and Relative Prices in Capital Market Equilibrium

1980 • 4 citations

On regional integration in bank commercial lending

1983 • 1 citations