R2

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

1964 • 15,720 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

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis

1976 • 967 citations

A Compound Events Model for Security Prices

1967 • 463 citations

Transaction Data Tests of the Mixture of Distributions Hypothesis

1987 • 335 citations

Cross-Security Tests of the Mixture of Distributions Hypothesis

1986 • 291 citations

The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models

1977 • 154 citations

Stock Prices and Heteroscedasticity

1976 • 106 citations