References

• 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1960The financial analysts journal1,043 cited
• 1971ON THE ASSESSMENT OF RISK721 cited
• 1975BETAS AND THEIR REGRESSION TENDENCIES548 cited
• 1981A Possible Explanation of the Small Firm Effect432 cited
• 1978Beta as a Random Coefficient385 cited
• 1993Stocks, bonds, bills, and inflation yearbook379 cited
• 1983New evidence on the nature of size-related anomalies in stock prices337 cited
• 1984An Empirical Investigation of the Possibility of Stochastic Systematic Risk in the Market Model280 cited
• 1973Evidence on the Information Content of Accounting Numbers: Accounting-Based and Market-Based Estimates of Systematic Risk243 cited
• 1971On the Short-Term Stationarity of Beta Coefficients227 cited
• 1980Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks191 cited
• 1979Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination152 cited
• 1974ON THE ASSESSMENT OF RISK: SOME FURTHER CONSIDERATIONS104 cited