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• 2014Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas79 cited
• 2002Systematic risk and time scales76 cited
• 1993The pricing of risky assets in two emerging Asian markets—Korea and Taiwan75 cited
• 2021Spectral factor models72 cited
• 2015CAPM: An Absurd Model61 cited
• 1995Chapter 17 On the predictability of common stock returns: World-wide evidence56 cited
• 1997The impact of the return interval on the estimation of systematic risk54 cited
• 2006Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan52 cited
• 2016Impacts of geographic diversification on restaurant firms’ risk: Domestic vs. international diversification48 cited
• 2018Capital Asset Pricing with a Stochastic Horizon47 cited
• 1992An assessment of risk and return: some empirical findings from the Hong Kong stock exchange42 cited
• 2019How Much Do Directors Influence Firm Value?38 cited
• 2011The Role of Stock Size and Trading Intensity in the Magnitude of the "Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market35 cited
• 2016Betas Used by Professors: A Survey With 2,500 Answers34 cited