A pure foreign exchange asset pricing model

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 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 Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Covered Interest Arbitrage: Unexploited Profits?

1975 • 435 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

The Interest Rate Parity Theorem: A Reinterpretation

1973 • 329 citations

Portfolio Equilibrium and the Balance of Payments: A Monetary Approach

1975 • 130 citations

OPTIMAL INTERNATIONAL ACQUISITIONS

1975 • 106 citations

A portfolio balance model of the open economy

1975 • 96 citations

Studies in The Theory of Capital Markets.

1974 • 34 citations

Optimal International Acquisitions

1975 • 27 citations