Risk, Return, and Equilibrium: A Revisit

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

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

The relationship between return and market value of common stocks

1981 • 6,052 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

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

1977 • 2,379 citations

The relationship between earnings' yield, market value and return for NYSE common stocks

1983 • 1,692 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

Multivariate tests of financial models

1982 • 632 citations

Stock market seasonality

1983 • 594 citations

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

1982 • 532 citations

Portfolio Analysis in a Stable Paretian Market

1965 • 478 citations

Risk and return

1984 • 330 citations

Evidence of Nonlinearity in Daily Stock Returns

1985 • 266 citations

Size and stock returns, and other empirical regularities

1983 • 260 citations

The Turn‐of‐the‐Year in Canada

1984 • 166 citations

The January Size Effect: Anomaly or Risk Mismeasurement?

1986 • 133 citations

Seasonality in Canadian Stock Prices: A Test of the "Tax-Loss-Selling" Hypothesis

1987 • 76 citations

The Effect on the t Distribution of Non-Normality in the Sampled Population

1968 • 43 citations

Market Models and Heteroscedasticity of Residual Security Returns

1983 • 30 citations

Missing assets, measuring the market, and testing the capital asset pricing model

1981 • 12 citations