THE POSSIBILITY OF ESTIMATING RISK PREMIA IN ASSET PRICING MODELS

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

On estimating the expected return on the market

1980 • 2,932 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

Multivariate tests of financial models

1982 • 632 citations

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

1982 • 532 citations

An exploratory investigation of the firm size effect

1985 • 531 citations

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

1984 • 290 citations

Factor pricing in a finite economy

1983 • 187 citations

Stocks, bonds, bills, and inflation : the past and the future

1982 • 178 citations

An explicit bound on individual assets' deviations from APT pricing in a finite economy

1983 • 158 citations

The Pricing of Interest-Rate Risk: Evidence from the Stock Market

1986 • 67 citations

INTEREST‐SENSITIVE STOCKS: AN APT APPLICATION

1983 • 6 citations

Estimating the Risk Premium on the Market, and Discriminating between the CAPM and APT

1984 • 2 citations