International Arbitrage Pricing Theory
Data up to Jan 2025
Total Citations Per Year
Abstract
References (17)
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
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
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 International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure
1974 • 360 citations
AN EMPIRICAL TEST OF THE ALTERNATIVE HYPOTHESES OF NATIONAL AND INTERNATIONAL PRICING OF RISKY ASSETS
1977 • 276 citations
Risk and return in finance
1977 • 275 citations
Money, Bonds, and Foreign Exchange
2016 • 133 citations
Money, bonds and foreign exchange
1979 • 99 citations
The consumption based asset pricing model
1981 • 62 citations
European Capital Markets
2000 • 49 citations
International Portfolio Choice and Corporation Finance: A Survey
1982 • 41 citations
Deleted Work
1955 • 0 citations