Relationship Between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

Human Capital

1993 • 3,131 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Understanding Risk and Return

1996 • 1,818 citations

Structural and Return Characteristics of Small and Large Firms

1991 • 800 citations

A Critique of Size-Related Anomalies

1995 • 787 citations

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

1997 • 528 citations

The Conditional CAPM and the Cross-Section of Expected Returns

1996 • 489 citations

The empirical foundations of the arbitrage pricing theory

1988 • 388 citations

Fundamentals and Stock Returns in Japan

1991 • 359 citations

An empirical examination of the Arbitrage Pricing Theory

1988 • 287 citations

Understanding Risk and Return

1993 • 249 citations

AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES

2005 • 196 citations

A New Approach to International Arbitrage Pricing

1993 • 183 citations

A Cross-Sectional Test of an Investment-Based Asset Pricing Model

1996 • 144 citations

The Alpha Factor Asset Pricing Model: A Parable

1998 • 130 citations

8. Data-Snooping Biases in Tests of Financial Asset Pricing Models

2011 • 116 citations

A Critique of Size Related Anomalies

1998 • 100 citations

Risk and Return in an Equilibrium Apt: Application of a New Test Methodology

1988 • 98 citations

Portfolio Inefficiency and the Cross-Section of Expected Returns

1995 • 49 citations

A New Approach to International Arbitrage Pricing

1993 • 41 citations

Book-to-Market across Firm Size, Exchange, and Seasonality: Is There an Effect?

1997 • 38 citations

The MIT encyclopedia of the Japanese economy

2000 • 23 citations