The Market Model Applied to European Common Stocks: Some Empirical Results

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

1964 • 15,720 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

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

1964 • 7,201 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

The variation of certain speculative prices

1997 • 4,766 citations

Portfolio Selection: Efficient Diversification of Investments.

1962 • 3,736 citations

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

Security Prices, Risk, and Maximal Gains From Diversification

1965 • 1,032 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

Statistical Methods of Econometrics

1970 • 828 citations

ON THE ASSESSMENT OF RISK

1971 • 736 citations

Risk, Return, and Equilibrium

1971 • 576 citations

Econometric Methods, 2nd Ed.

1976 • 504 citations

INTERNATIONAL PORTFOLIO DIVERSIFICATION: A MULTIVARIATE ANALYSIS FOR A GROUP OF LATIN AMERICAN COUNTRIES

1973 • 283 citations

An Empirical Evaluation of Alternative Portfolio-Selection Models

1967 • 280 citations

THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN

1972 • 274 citations

Predictability of Stock Market Prices.

1971 • 252 citations

On the Short-Term Stationarity of Beta Coefficients

1971 • 237 citations

Portfolio Theory: A Step Toward Its Practical Application

1970 • 214 citations

Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets

2009 • 73 citations

Integration and interdependence of stock and foreign exchange markets: an Australian perspective

2003 • 69 citations

Country Risk: The Significance of the Country Factor for Share-Price Movements in the United Kingdom, Germany, and Japan

1973 • 53 citations

The effect of leverage on the cost of capital of US buyouts

2011 • 28 citations

Estimation of risk on the Brussels Stock Exchange: Methodological issues and empirical results

1997 • 20 citations

The Opportunity Cost of Capital of US Buyouts

2009 • 19 citations

The Variation of Certain Speculative Prices

2015 • 13 citations

An assessment of risk in thinner markets: the Belgian case

1979 • 9 citations

Asset pricing dynamics

2003 • 8 citations

European capital markets: towards a theory of an international capital market.

1972 • 3 citations

Financial assets: market behavior and profitability

2002 • 1 citations

Information Noise in the Stock Market and Profitability of the Financial Asset

2002 • 1 citations