“HOT ISSUE” MARKETS

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors…

1975 • 7,346 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

The Adjustment of Stock Prices to New Information

1969 • 3,289 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

Elements of econometrics

1971 • 3,087 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Price performance of common stock new issues

1975 • 1,377 citations

Special Information and Insider Trading

1974 • 1,307 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

The Random Character of Stock Market Prices

1968 • 931 citations

Optimal Properties of Exponentially Weighted Forecasts

1960 • 888 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

Public Regulation of the Securities Markets

1964 • 711 citations

The Random Character of Stock Market Prices.

1965 • 423 citations

Elements of Econometrics.

1972 • 269 citations

The Effect of Regulation Changes on Insider Trading

1974 • 231 citations

NEW‐ISSUE STOCK PRICE BEHAVIOR

1972 • 178 citations

Investor Experience with New Stock Issues

1969 • 131 citations

Investment Banking and the New Issues Market.

1969 • 46 citations

The Interdependent Structure of Security Returns

1973 • 27 citations

AN EMPIRICAL APPRAISAL OF THE EFFICIENCY OF THE MARKET FOR FIRST PUBLIC OFFERINGS OF COMMON STOCK*

1972 • 7 citations