On the Number of Factors in the Arbitrage Pricing Model

Linear Statistical Inference and its Applications

1973 • 10,599 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Multivariate Statistical Methods

2008 • 5,797 citations

Linear Statistical Inference and Its Applications.

1975 • 3,726 citations

Robust Regression: Asymptotics, Conjectures and Monte Carlo

1973 • 2,229 citations

Multivariate Statistical Methods.

1977 • 2,189 citations

Factor Analysis as a Statistical Method.

1972 • 1,480 citations

Foundations of Finance.

1977 • 1,197 citations

Asymptotic Theory for Principal Component Analysis

1963 • 1,157 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

Significance Test for Sphericity of a Normal $n$-Variate Distribution

1940 • 1,040 citations

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

1983 • 950 citations

Factor Analysis as a Statistical Method.

1973 • 756 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

1983 • 369 citations

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory

1984 • 290 citations

On the Sampling Theory of Roots of Determinantal Equations

1939 • 217 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 184 citations

A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

1983 • 155 citations

A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply

1984 • 81 citations

New Tests of the APT and Their Implications

1985 • 81 citations

Arbitrage pricing with information

1983 • 73 citations

On Testing a Set of Correlation Coefficients for Equality

1963 • 55 citations

Asymptotic Validity ofFTests for the Ordinary Linear Model and the Multiple Correlation Model

1980 • 52 citations

The Time‐Variance Relationship of Security Returns: Implications for the Return‐Generating Stochastic Process

1982 • 50 citations

Capital market theory and the pricing of financial securities

1987 • 40 citations

Asymptotic Validity of F Tests for the Ordinary Linear Model and the Multiple Correlation Model

1980 • 22 citations

The Distributions of the Actual Error Rates in Linear Discriminant Analysis

1980 • 13 citations

An empirical investigation into arbitrage and approximate K-factor structure on large asset markets

1984 • 8 citations