A Simple Model of Capital Market Equilibrium with Incomplete Information

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

1964 • 7,201 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Asset pricing and the bid-ask spread

1986 • 5,250 citations

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

The Framing of Decisions and the Psychology of Choice

1985 • 1,325 citations

Differential Information and Security Market Equilibrium

1985 • 944 citations

Information and Competitive Price Systems

1976 • 902 citations

TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY

1970 • 832 citations

Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio

2016 • 556 citations

Differential information and the small firm effect

1984 • 543 citations

Risk, Uncertainty, and Divergence of Opinion

1977 • 508 citations

International Asset Pricing under Mild Segmentation: Theory and Test

1985 • 372 citations

Does the Stock Market Rationally Reflect Fundamental Values?

1986 • 336 citations

Size and stock returns, and other empirical regularities

1983 • 260 citations

Behavioral Rationality in Finance: The Case of Dividends

1986 • 255 citations

Giraffes, Institutions and Neglected Firms

1983 • 236 citations

The effect of limited information and estimation risk on optimal portfolio diversification

1977 • 181 citations

THE NEGLECTED AND SMALL FIRM EFFECTS

1982 • 177 citations

A New Look at the Capital Asset Pricing Model

1973 • 147 citations

The behavioral foundations of economic theory

1986 • 88 citations

Investor Preference for Large Firms: New Evidence on Economies of Size

1983 • 42 citations

Of Financial Innovations and Excesses

1985 • 41 citations

New Evidence on the Capital Asset Pricing Model

1978 • 26 citations