Market Efficiency and Value Line's Record

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

2011 • 555 citations

A Possible Explanation of the Small Firm Effect

1981 • 422 citations

Dividend yields are equity risk premiums

1984 • 388 citations

The Market-Timing Performance of Mutual Fund Managers

1983 • 236 citations

Stock prices, inflation, and the term structure of interest rates

1974 • 234 citations

The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency

1979 • 173 citations

The effect of value line investment survey rank changes on common stock prices

1985 • 148 citations

Arbitrage pricing with information

1983 • 73 citations