References

• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1976The arbitrage theory of capital asset pricing7,081 cited
• 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
• 1991The World Price of Covariance Risk1,139 cited
• 1972An Analytic Derivation of the Efficient Portfolio Frontier1,039 cited
• 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
• 1982Multivariate tests of financial models614 cited
• 1992The Structure of Corporate Ownership in Japan594 cited
• 1980Estimation for Markowitz Efficient Portfolios554 cited
• 1971Risk, Return, and Equilibrium539 cited
• 1990Institutional investment patterns and corporate financial behavior in the United States and Japan466 cited
• 1986Integration vs. Segmentation in the Canadian Stock Market439 cited
• 1974Session Topic: Capital Asset Pricing Models in an International Context366 cited
• 1974The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure356 cited
• 1990Were Japanese Stock Prices Too High?300 cited