A Note on Errors in Variables and Estimates of Systematic Risk

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

The effects of dividend yield and dividend policy on common stock prices and returns

1974 • 1,034 citations

ERROR RATES IN CRSP AND COMPUSTAT DATA BASES AND THEIR IMPLICATIONS

1974 • 85 citations

Asset Pricing in the Australian Industrial Equity Market

1976 • 50 citations

Some Effects of Errors on the Independence and Distribution of Stock Price Returns

1976 • 11 citations