Stock Returns and Dividend Yields: Some More Evidence

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 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

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

1977 • 2,379 citations

The effect of personal taxes and dividends on capital asset prices

1979 • 1,248 citations

BETAS AND THEIR REGRESSION TENDENCIES

1975 • 538 citations

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

1973 • 510 citations

The Changing Role of the Individual Investor

1979 • 113 citations