Explorations Into Factors Explaining Money Market Returns

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Common Factors Affecting Bond Returns

1991 • 1,873 citations

TESTS OF SIGNIFICANCE IN FACTOR ANALYSIS

1950 • 1,541 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

Some contributions to maximum likelihood factor analysis

1967 • 858 citations

The information in the term structure

1984 • 689 citations

Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates

1993 • 608 citations

Risk and Return in an Equilibrium APT

1987 • 343 citations

The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates

1986 • 288 citations

The information in forward rates

1988 • 282 citations

Term premiums and default premiums in money markets

1986 • 248 citations

Mimicking Portfolios and Exact Arbitrage Pricing

1987 • 204 citations

A Test of the Cox, Ingersoll, and Ross Model of the Term Structure

1993 • 138 citations

Mimicking Portfolios and Exact Arbitrage Pricing

1987 • 67 citations

Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

1985 • 40 citations

Risk and return in an equilibrium APT

1988 • 5 citations