Investor Preference for Large Firms: New Evidence on Economies of Size

The relationship between return and market value of common stocks

1981 • 6,052 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Risk measurement when shares are subject to infrequent trading

1979 • 2,767 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio

2016 • 556 citations

A Possible Explanation of the Small Firm Effect

1981 • 422 citations

A Direct Test of Roll's Conjecture on the Firm Size Effect

1982 • 194 citations

Sources of Systematic Risk in Common Stocks

1976 • 90 citations

Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals

1977 • 61 citations

Profitability and Size of Firm.

1964 • 42 citations

MARKET STRUCTURE AND PROFITABILITY

1980 • 25 citations

The Law of Investment Management

1978 • 2 citations