Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns

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

1964 • 15,720 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios

1969 • 980 citations

The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices

1972 • 944 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

ON THE ASSESSMENT OF RISK

1971 • 736 citations

DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY

1972 • 624 citations

A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL

1973 • 510 citations

Measurement of Portfolio Performance Under Uncertainty

1970 • 392 citations

A Model of Capital Asset Risk

1972 • 72 citations