Properties of Accounting Numbers: Models and Tests

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

1964 • 15,720 citations

Stochastic processes

1953 • 9,312 citations

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors…

1975 • 7,346 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

The Information Content of Annual Earnings Announcements

1968 • 2,768 citations

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

Portfolio Theory and Capital Markets.

1972 • 1,272 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

Statistical Methods of Econometrics

1970 • 828 citations

Risk, Return, and Equilibrium

1971 • 576 citations

Evaluation of Economic Forecasts

2016 • 571 citations

Firm Size and Profitability

1967 • 559 citations

SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME

1972 • 431 citations

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1968 • 373 citations

Evidence on the Information Content of Accounting Numbers: Accounting-Based and Market-Based Estimates of Systematic Risk

1973 • 253 citations

HIGGLEDY PIGGLEDY GROWTH

1962 • 240 citations

Some Preliminary Findings on the Association between the Earnings of a Firm, Its Industry, and the Economy

1967 • 229 citations

The Time Series Behavior of Earnings

1970 • 216 citations

THE CONSENSUS AND ACCURACY OF SOME PREDICTIONS OF THE GROWTH OF CORPORATE EARNINGS

1968 • 211 citations

Analyzing the Use of Information in Investment Decision Making: A Methodological Proposal

1972 • 174 citations

Portfolio Theory and Accounting

1969 • 155 citations

Policy issues and research opportunities in industrial organization

1972 • 125 citations

An Introduction to Risk and Return from Common Stocks.

1970 • 98 citations

Higgledy Piggledy Growth again.

1967 • 86 citations

Estimation of Structure-Profit Relationships with Application to the Food Processing Sector

1971 • 59 citations

Profitability and Size of Firm.

1964 • 42 citations

An Industry Study of Corporate Profits

1968 • 11 citations