Price performance of common stock new issues

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

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

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

The Behavior of Stock-Market Prices

1965 • 8,575 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

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Principles of Econometrics

1973 • 3,349 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

Principles of Econometrics.

1972 • 2,215 citations

The Theory of Finance

1972 • 1,064 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 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

Public Regulation of the Securities Markets

1964 • 711 citations

“HOT ISSUE” MARKETS

1975 • 607 citations

On the Pricing of Unseasoned Equity Issues: 1965-1969

1973 • 464 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

The Effect of Regulation Changes on Insider Trading

1974 • 231 citations

Capital Markets: Theory and Evidence

1972 • 229 citations

Economic Policy and the Regulation of Corporate Securities

1969 • 185 citations

NEW‐ISSUE STOCK PRICE BEHAVIOR

1972 • 178 citations

Investor Experience with New Stock Issues

1969 • 131 citations

On the Aggregation Problem: A New Approach to a Troublesome Problem

1969 • 117 citations

A NOTE ON THE MARKET MODEL AND THE TWO‐PARAMETER MODEL

1973 • 76 citations

Investment Banking and the New Issues Market.

1969 • 46 citations

THE PERFORMANCE OF PRIMARY COMMON STOCK OFFERINGS: A CANADIAN COMPARISON

1971 • 36 citations

New-Issue Stock Price Behavior

1972 • 34 citations

A Note on the Market Model and the Two-Parameter Model

1973 • 20 citations

The Performance of Primary Common Stock Offerings: A Canadian Comparison

1971 • 7 citations