ESTIMATING SYSTEMATIC RISK: THE CHOICE OF RETURN INTERVAL AND ESTIMATION PERIOD

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

Another Look at the Cross‐section of Expected Stock Returns

1995 • 1,009 citations

Evidence on the Information Content of Accounting Numbers: Accounting-Based and Market-Based Estimates of Systematic Risk

1973 • 253 citations

ON THE ASSESSMENT OF RISK: SOME FURTHER CONSIDERATIONS

1974 • 101 citations

On the Estimation and Stability of Beta

1980 • 90 citations

COMPARATIVE ANALYSIS OF RISK MEASURES: FRANCE AND THE UNITED STATES*

1974 • 81 citations

Further Evidence on the Stationarity of Beta Coefficients

1978 • 75 citations

The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model

1978 • 72 citations