Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums

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

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

A Treatise on Money

1930 • 1,747 citations

The Theory of Finance

1972 • 1,064 citations

Dividend Policy: An Empirical Analysis

1968 • 891 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

The Theory of Hedging and Speculation in Commodity Futures

1976 • 640 citations

Risk, Return, and Equilibrium

1971 • 576 citations

Some New Stock-Market Indexes

1966 • 558 citations

Futures Trading and the Storage of Cotton and Wheat

1958 • 556 citations

Parameter Estimates for Symmetric Stable Distributions

1971 • 515 citations

Some Properties of Symmetric Stable Distributions

1968 • 407 citations

Returns to Speculators: Telser versus Keynes

1960 • 315 citations

COMMODITY FUTURES: TRENDS OR RANDOM WALKS?

1970 • 178 citations

Can Speculators Forecast Prices?

1957 • 148 citations

Normal Backwardation, Forecasting, and the Returns to Commodity Futures Traders

1976 • 83 citations

Measurement of a Random Process in Futures Prices

1976 • 83 citations

The Search for a Risk Premium

1976 • 59 citations

Risk and Risk Bearing

1999 • 49 citations

A Test of the Serial Independence Price Changes in Soybean Futures

1965 • 36 citations

The Supply of Speculative Services in Wheat, Corn, and Soybeans

1967 • 32 citations

The Theory of Asset Choice: Simultaneous Holding of Short and Long Positions in the Futures Market

1971 • 24 citations

Optimal Forward Exchange Positions

1971 • 13 citations