A Simple Model of Capital Market Equilibrium with Incomplete Information

The Framing of Decisions and the Psychology of Choice

1981 • 16,265 citations

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 arbitrage theory of capital asset pricing

1976 • 7,056 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

The equity premium: A puzzle

1985 • 5,686 citations

Asset pricing and the bid-ask spread

1986 • 5,250 citations

RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION

1977 • 3,446 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

The Self-Fulfilling Prophecy

1948 • 1,884 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Noise

1986 • 1,665 citations

The Self-Fulfilling Prophecy

2016 • 1,421 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Does the Stock Market Rationally Reflect Fundamental Values?

1986 • 1,071 citations

Handbook of monetary economics

1990 • 1,001 citations

THE DEMAND FOR RISKY ASSETS

1977 • 977 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 956 citations

Differential Information and Security Market Equilibrium

1985 • 944 citations

Information and Competitive Price Systems

1976 • 902 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY

1970 • 832 citations

Three Fragments From a Sociologist's Notebooks: Establishing the Phenomenon, Specified Ignorance, and Strategic Research Materials

1987 • 607 citations

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

2016 • 556 citations

Differential information and the small firm effect

1984 • 543 citations

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

1973 • 510 citations

Vas Ist Das?

1983 • 433 citations

Optimal stock trading with personal taxes

1984 • 301 citations

Size and stock returns, and other empirical regularities

1983 • 260 citations

Behavioral Rationality in Finance: The Case of Dividends

1986 • 255 citations

Giraffes, Institutions and Neglected Firms

1983 • 236 citations

The effect of limited information and estimation risk on optimal portfolio diversification

1977 • 181 citations

THE NEGLECTED AND SMALL FIRM EFFECTS

1982 • 177 citations

Of Financial Innovations and Excesses

1985 • 166 citations

Limited information as a source of risk

1986 • 154 citations

On the current state of the stock market rationality hypothesis

1985 • 136 citations

NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL

1978 • 114 citations

Macroeconomics and Finance: Essays in Honor of Franco Modigliani.

1987 • 106 citations

The behavioral foundations of economic theory

1986 • 88 citations

Generic stocks

1985 • 74 citations

Paul Samuelson and modern economic theory

1983 • 71 citations

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

1983 • 42 citations

Of Financial Innovations and Excesses

1985 • 41 citations

Capital market theory and the pricing of financial securities

1987 • 40 citations

Editors' Comments: Perspectives from Economics and Psychology

1986 • 37 citations

Studies in The Theory of Capital Markets.

1974 • 34 citations

Deleted Work

1955 • 0 citations