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
• 1972The capital asset pricing model: Some empirical tests2,705 cited
• 1989A Test of the Efficiency of a Given Portfolio2,369 cited
• 1980An Empirical Investigation of the Arbitrage Pricing Theory1,249 cited
• 1979The effect of personal taxes and dividends on capital asset prices1,212 cited
• 1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets1,097 cited
• 1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets975 cited
• 1973Studies in the Theory of Capital Markets.737 cited
• 1986Performance measurement with the arbitrage pricing theory715 cited
• 1982Multivariate tests of financial models614 cited
• 1982EM Algorithms for ML Factor Analysis602 cited
• 1987Mean-Variance Spanning590 cited
• 1982On the exclusion of assets from tests of the two-parameter model507 cited
• 1983