Risk and return in an equilibrium APT

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Aspects of Multivariate Statistical Theory

1982 • 3,146 citations

Multivariate Statistical Methods.

1977 • 2,189 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

The Performance of Mutual Funds in the Period 1945-1964

1968 • 1,763 citations

An Introduction to Bayesian Inference in Econometrics.

1972 • 1,749 citations

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

1983 • 950 citations

Nonlinear Statistical Models

1987 • 776 citations

Performance measurement with the arbitrage pricing theory

1986 • 739 citations

Studies in the Theory of Capital Markets.

1973 • 644 citations

Multivariate tests of financial models

1982 • 632 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

Multivariate tests of the zero-beta CAPM

1985 • 460 citations

Principles of Econometrics

1971 • 406 citations

The empirical foundations of the arbitrage pricing theory

1988 • 388 citations

Assessing the Market Training Performance of Managed Portfolios

1986 • 384 citations

On the Use of the Multivariate Regression Model in Event Studies

1985 • 365 citations

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

1983 • 362 citations

Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model

1977 • 343 citations

A unified beta pricing theory

1984 • 333 citations

Dividend yields and stock returns: Implications of abnormal January returns

1985 • 217 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

1983 • 95 citations

Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

1987 • 44 citations

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

1985 • 36 citations

A Multivariate Linear Regression Test for the Arbitrage Pricing Theory

1982 • 7 citations