An Intertemporal Equilibrium Beta Pricing Model

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Expected stock returns and volatility

1987 • 4,291 citations

Increasing risk: I. A definition

1970 • 3,861 citations

Dividend yields and expected stock returns

1988 • 3,736 citations

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

1988 • 3,715 citations

A Capital Asset Pricing Model with Time-Varying Covariances

1988 • 3,189 citations

Asset returns and inflation

1977 • 2,770 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 1,152 citations

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

1983 • 950 citations

Dynamic Macroeconomic Theory

1988 • 759 citations

Mean‐Variance Spanning

1987 • 564 citations

Variance Bounds Tests and Stock Price Valuation Models

1986 • 497 citations

The empirical foundations of the arbitrage pricing theory

1988 • 388 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

1983 • 369 citations

Risk and Return in an Equilibrium APT

1987 • 343 citations

A unified beta pricing theory

1984 • 333 citations

An Empirical Investigation of the Arbitrage Pricing Theory

1980 • 314 citations

Some Results in the Theory of Arbitrage Pricing

1984 • 184 citations

RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS

2005 • 179 citations

Recursive Competitive Equilibrium: The Case of Homogeneous Households

1980 • 155 citations

Mean-Variance Spanning

1987 • 137 citations

Multi‐Beta CAPM or Equilibrium‐APT?: A Reply

1985 • 102 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

1983 • 95 citations

Dynamic Economic Analysis

1987 • 85 citations

A General Equilibrium Model of Changing Risk Premia: Theory and Tests

1989 • 81 citations

Multi-Beta CAPM or Equilibrium-APT?: A Reply

1985 • 36 citations

A Dynamic Equilibrium for the Ross Arbitrage Model

1980 • 22 citations

A Dynamic Equilibrium for the Ross Arbitrage Model

1980 • 7 citations