International Arbitrage Pricing Theory: An Empirical Investigation

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

The effect of personal taxes and dividends on capital asset prices

1979 • 1,248 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

A model of international asset pricing

1981 • 846 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

Sharing rules and equilibrium in an international capital market under uncertainty

1976 • 401 citations

Session Topic: Capital Asset Pricing Models in an International Context

1974 • 391 citations

The Effects of International Operations on the Market Value of the Firm: Theory and Evidence

1981 • 370 citations

The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure

1974 • 360 citations

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

1984 • 290 citations

AN EMPIRICAL TEST OF THE ALTERNATIVE HYPOTHESES OF NATIONAL AND INTERNATIONAL PRICING OF RISKY ASSETS

1977 • 276 citations

International Corporate Diversification, Market Valuation, and Size–Adjusted Evidence

1984 • 273 citations

The Arbitrage Pricing Theory: Is it Testable?

1982 • 256 citations

International Arbitrage Pricing Theory

1983 • 255 citations

International Capital Markets.

1976 • 203 citations

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

1983 • 155 citations

Yes, The APT Is Testable

1985 • 120 citations

Estimating the Correlation Structure of International Share Prices

1984 • 120 citations

General Factor Models and the Structure of Security Returns

1983 • 66 citations

International Investment and Interest Rate Linkages under Flexible Exchange Rates

1977 • 64 citations

The consumption based asset pricing model

1981 • 62 citations

The political economy of monetary reform

1978 • 47 citations

On Testing the Arbitrage Pricing Theory: Inter‐Battery Factor Analysis

1984 • 40 citations