Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

The Advanced Theory of Statistics.

1978 • 6,960 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

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

1977 • 2,379 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

Multivariate tests of financial models

1982 • 632 citations

Some New Stock-Market Indexes

1966 • 558 citations

On the exclusion of assets from tests of the two-parameter model

1982 • 532 citations

Transaction costs and the small firm effect

1983 • 461 citations

Potential performance and tests of portfolio efficiency

1982 • 274 citations

Advanced Theory of Statistics Volume 1.

1970 • 89 citations

Capital market imperfections, risk and expected returns : empirical evidence and some propositions

1984 • 1 citations