Public Information and Abnormal Returns in Real Estate Investment

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 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 Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

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

Applied factor analysis

1970 • 2,496 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

On Some Invariant Criteria for Grouping Data

1967 • 577 citations

The Arbitrage Pricing Theory: Some Empirical Results

1981 • 167 citations

Stock Prices and Financial Analysts' Recommendations

1983 • 166 citations

Towards Indices of Real Estate Value and Return

1980 • 133 citations

EARNINGS CHANGES, STOCK PRICES, AND MARKET EFFICIENCY

1978 • 89 citations

Split information, stock returns and market efficiency-I

1978 • 89 citations

WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETS

1984 • 87 citations

General Factor Models and the Structure of Security Returns

1983 • 66 citations

Returns on Alternative Investment Media and Implications for Portfolio Construction

1972 • 53 citations

Capital Asset Pricing and Real Estate Valuation*

1982 • 37 citations

The Estimation of Quality‐adjusted Rates of Return in Stamp Auctions

1983 • 29 citations

Rent Controls in Ontario: Roofs or Ceilings?

1981 • 20 citations