References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1997On Persistence in Mutual Fund Performance17,267 cited
• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 2002Dynamic Conditional Correlation7,126 cited
• 1976The arbitrage theory of capital asset pricing7,081 cited
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1987Expected stock returns and volatility4,147 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 1980On estimating the expected return on the market2,818 cited