A Fundamental Study of the Seasonal Risk‐Return Relationship: A Note

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

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

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Studies in the Theory of Capital Markets.

1973 • 644 citations

Risk and return

1984 • 330 citations

Risk, Return, and Equilibrium: A Revisit

1986 • 185 citations

Stock Return Anomalies and the Tests of the APT

1987 • 66 citations