References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
• 1997Industry costs of equity5,793 cited
• 2003Liquidity Risk and Expected Stock Returns5,362 cited
• 2008Market Liquidity and Funding Liquidity5,007 cited
• 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
• 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
• 1987Expected stock returns and volatility4,147 cited
• 1982The Value of Waiting to Invest3,606 cited
• 1980On estimating the expected return on the market2,818 cited
• 1972The capital asset pricing model: Some empirical tests2,705 cited
• 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
• 1993Understanding Risk and Return1,797 cited
• 2010Maxing out: Stocks as lotteries and the cross-section of expected returns1,631 cited
• 1992On the Estimation of Beta-Pricing Models