Value Line Rank and Firm Size

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

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

1977 • 2,379 citations

An Intertemporal General Equilibrium Model of Asset Prices

1985 • 2,096 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 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

Biases in computed returns

1983 • 846 citations

On computing mean returns and the small firm premium

1983 • 319 citations

The value line enigma (1965–1978)

1982 • 243 citations

Stock prices, inflation, and the term structure of interest rates

1974 • 234 citations

Stock Returns and Dividend Yields: Some More Evidence

1980 • 227 citations

Risk, Return, and Equilibrium: A Revisit

1986 • 185 citations

The effect of value line investment survey rank changes on common stock prices

1985 • 148 citations

Arbitrage pricing with information

1983 • 73 citations

A Note on Testing an Aggressive Investment Strategy Using Value Line Ranks

1981 • 65 citations