A critique of latent variable tests of asset pricing models

The Jackknife, the Bootstrap and Other Resampling Plans

1982 • 7,816 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

Expected stock returns and volatility

1987 • 4,291 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 Jackknife: The Bootstrap and Other Resampling Plans.

1983 • 2,827 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Stock returns and the term structure

1987 • 2,322 citations

An Intertemporal General Equilibrium Model of Asset Prices

1985 • 2,096 citations

The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models

1987 • 1,016 citations

Empirical Tests of the Consumption‐Oriented CAPM

1989 • 759 citations

Multivariate tests of financial models

1982 • 632 citations

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

1982 • 532 citations

Multivariate tests of the zero-beta CAPM

1985 • 460 citations

Exchange rates and international macroeconomics

1984 • 403 citations

An investigation of risk and return in forward foreign exchange

1984 • 332 citations

Testing asset pricing models with changing expectations and an unobservable market portfolio

1985 • 321 citations

Testing for multiplicative heteroskedasticity

1978 • 283 citations

The information in forward rates

1988 • 282 citations

Multivariate proxies and asset pricing relations

1987 • 233 citations

Some tests of international equity integration

1988 • 225 citations

Interest rates and risk premia in the stock market and in the foreign exchange market

1987 • 195 citations

Empirical Test of the Consumption-Oriented CAPM

1989 • 182 citations

On correlations and inferences about mean-variance efficiency

1987 • 165 citations

Multi‐Beta CAPM or Equilibrium‐APT?: A Reply

1985 • 102 citations

The term structure of euromarket interest rates

1987 • 99 citations

Is it risk?

1988 • 85 citations

Some tests of the consumption-based asset pricing model

1988 • 48 citations

Multi-Beta CAPM or Equilibrium-APT?: A Reply

1985 • 36 citations