Data-Snooping Biases in Tests of Financial Asset Pricing Models

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Kendall's Advanced Theory of Statistics.

1995 • 2,709 citations

A Test of the Efficiency of a Given Portfolio

1989 • 2,325 citations

Stock returns and the term structure

1987 • 2,322 citations

Are Seasonal Anomalies Real? A Ninety-Year Perspective

1988 • 1,148 citations

Multivariate tests of financial models

1982 • 632 citations

Probability Approximations via the Poisson Clumping Heuristic

1989 • 571 citations

Mean‐Variance Spanning

1987 • 564 citations

On the exclusion of assets from tests of the two-parameter model

1982 • 532 citations

An exploratory investigation of the firm size effect

1985 • 531 citations

Funds, Factors, and Diversification in Arbitrage Pricing Models

1983 • 499 citations

Multivariate tests of the zero-beta CAPM

1985 • 460 citations

The likelihood principle

1984 • 425 citations

Selection Models and the File Drawer Problem

1988 • 392 citations

The empirical foundations of the arbitrage pricing theory

1988 • 388 citations

New evidence on the nature of size-related anomalies in stock prices

1983 • 362 citations

Risk and Return in an Equilibrium APT

1987 • 343 citations

Testing asset pricing models with changing expectations and an unobservable market portfolio

1985 • 321 citations

On correlations and inferences about mean-variance efficiency

1987 • 165 citations

On multivariate tests of the CAPM

1987 • 157 citations

Concomitants of order statistics

1976 • 148 citations

Convergence of Sample Paths of Normalized Sums of Induced Order Statistics

1974 • 144 citations

Mean-Variance Spanning

1987 • 137 citations

On the current state of the stock market rationality hypothesis

1985 • 136 citations

General Distribution Theory of the Concomitants of Order Statistics

1977 • 122 citations

18 Concomitants of order statistics

1998 • 102 citations

Linear Functions of Concomitants of Order Statistics with Application to Nonparametric Estimation of a Regression Function

1981 • 91 citations

The asymptotic theory of concomitants of order statistics

1974 • 75 citations

Linear Estimation in Censored Samples from Multivariate Normal Populations

1959 • 58 citations

18 Induced order statistics: Theory and applications

1984 • 31 citations

Record values and extreme value distributions

1982 • 30 citations

Record values and extreme value distributions

1982 • 29 citations

Some Nondegenerate Limit Laws for the Selection Differential

1982 • 22 citations

A Note on Invariance Principles for Induced Order Statistics

1976 • 22 citations

Linear combination of concomitants of order statistics with application to testing and estimation

1981 • 16 citations

Asymptotic normality of linear functions of concomitants of order statistics

1987 • 12 citations

Some invariance principles for mized rank statistics and induced order statistics and some application

1981 • 11 citations

Some asymptotic results for the induced selection differential

1982 • 8 citations

Editorial data

1982 • 3 citations