Value versus Growth: The International Evidence

Common risk factors in the returns on stocks and bonds

1993 • 26,177 citations

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

1964 • 15,720 citations

The Cross‐Section of Expected Stock Returns

1992 • 15,031 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

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

1965 • 7,112 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Multifactor Explanations of Asset Pricing Anomalies

1996 • 6,381 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Contrarian Investment, Extrapolation, and Risk

1994 • 4,396 citations

Size and Book‐to‐Market Factors in Earnings and Returns

1995 • 3,145 citations

A Test of the Efficiency of a Given Portfolio

1989 • 2,325 citations

Fundamentals and Stock Returns in Japan

1991 • 1,389 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

The World Price of Covariance Risk

1991 • 1,115 citations

Predictable Risk and Returns in Emerging Markets

1995 • 954 citations

The Risk and Predictability of International Equity Returns

1993 • 940 citations

The World Price of Foreign Exchange Risk

1995 • 824 citations

The Risk and Predictability of International Equity Returns

1993 • 662 citations

Beta and Return

1993 • 634 citations

Multifactor models do not explain deviations from the CAPM

1995 • 586 citations

International Value and Growth Stock Returns

1993 • 432 citations

Session Topic: Capital Asset Pricing Models in an International Context

1974 • 391 citations

The Cross‐Section of Realized Stock Returns: The Pre‐COMPUSTAT Evidence

1994 • 384 citations

The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure

1974 • 360 citations

Multifactor Portfolio Efficiency and Multifactor Asset Pricing

1996 • 290 citations

The New Finance: The Case Against Efficient Markets

1995 • 262 citations

International Arbitrage Pricing Theory: An Empirical Investigation

1986 • 249 citations

The New Finance: The Case Against Efficient Markets.

1995 • 236 citations

Assessing Goodness‐of‐Fit of Asset Pricing Models: The Distribution of the Maximal R2

1997 • 223 citations

An Empirical Investigation of International Asset Pricing

1989 • 214 citations

The structure of international stock returns and the integration of capital markets

1995 • 141 citations

The Cross-Section of Stock Returns: Evidence from Emerging Markets

1999 • 73 citations

Deleted Work

1955 • 0 citations