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Tests of Capital Asset Pricing Hypotheses
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Tests of Capital Asset Pricing Hypotheses (1975)Tests of Capital Asset Pricing HypothesesA further analysis of robust regression modeling and data mining corrections testing in global stocks (2020)A further analysis of robust …Earnings forecasting in a global stock selection model and efficient portfolio construction and management (2015)Earnings forecasting in a glo…Efficient global portfolios: Big data and investment universes (2013)Efficient global portfolios: …The Factor Structure of Mutual Fund Flows (2011)The Factor Structure of Mutua…Global Equity Risk Modeling (2009)Global Equity Risk ModelingThe Poor Predictive Performance of Asset Pricing Models (2008)The Poor Predictive Performan…Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing (2005)Fundamental Determinants of N…THE OPTIMIZATION OF EFFICIENT PORTFOLIOS: THE CASE FOR AN R&D QUADRATIC TERM (2004)THE OPTIMIZATION OF EFFICIENT…Dividend Taxes and Share Prices: Evidence from Real Estate Investment Trusts (2003)Dividend Taxes and Share Pric…Conditioning Variables and the Cross-Section of Stock Returns (1999)Conditioning Variables and th…Chapter 25 Dividend policy (1995)Chapter 25 Dividend policyChapter 17 On the predictability of common stock returns: World-wide evidence (1995)Chapter 17 On the predictabil…The market valuation of cash dividends (1986)The market valuation of cash …Return, Risk, and Yield: Evidence from Ex Ante Data (1985)Return, Risk, and Yield: Evid…Tax-induced clientele effects in the market for British government securities (1982)Tax-induced clientele effects…Towards Indices of Real Estate Value and Return (1980)Towards Indices of Real Estat…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Investment and dividends under irreversibility and financial constraints (2002)R&D and dividend payments as determinants of corporate value in the UK (2008)Bank dividend policy and the global financial crisis: Empirical evidence from Europe (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)The risk and predictability of equity returns of the EU accession countries (2004)Investing with Momentum: The Past, Present, and Future (2012)Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis (2019)Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy (1979)Two Agency-Cost Explanations of Dividends (1984)Large Shareholders and Corporate Control (1986)The Ex-Dividend Day Behaviour of Australian Share Prices Before and After Dividend Imputation (1993)Do Investors Ignore Dividend Taxation? A Reexamination of the Citizens Utilities Case (1997)Preference for Dividends and Return Comovement (2018)TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY (1970)The effects of dividend yield and dividend policy on common stock prices and returns (1974)The effect of personal taxes and dividends on capital asset prices (1979)An International Study of Tax Effects on Government Bonds (1984)Option Pricing with Differential Interest Rates (1995)Are There Tax Effects in the Relative Pricing of U.S. Government Bonds? (1997)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Commercial Real Estate Returns (1984)Unsmoothing British valuation‐based returns without assuming an efficient market (1994)The Role of Real Estate in the Portfolio Allocation Process (1996)Coherent Measures of Risk (1999)Global Stock Selection Modeling and Efficient Portfolio Construction and Management (2013)The role of effective corporate decisions in the creation of efficient portfolios (2014)Common risk factors in the returns on stocks and bonds (1993)Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance (2003)Testing Portfolio Efficiency with Conditioning Information (2009)The “out-of-sample” performance of long run risk models (2012)PORTFOLIO SELECTION* (1952)A fuzzy-hybrid analytic model to assess investors' perceptions for industry selection (2016)Portfolio selection: a fuzzy-ANP approach (2020)Research on stock trend prediction method based on optimized random forest (2021)Taxes, Financing Decisions, and Firm Value (1998)Time Variation of Ex‐Dividend Day Stock Returns and Corporate Dividend Capture: A Reexamination (2000)Market Valuation of Tax‐Timing Options: Evidence from Capital Gains Distributions (2006)Analyst Activity and Firm Value: Evidence from the REIT Sector (2007)Equilibrium Asset Pricing Under Heterogeneous Information (2004)Momentum strategies: some bootstrap tests (2004)Canonical correlation analysis (2014)
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  • 1980Towards Indices of Real Estate Value and Return135 cited
  • 2008The Poor Predictive Performance of Asset Pricing Models110 cited
  • 2015Earnings forecasting in a global stock selection model and efficient portfolio construction and management107 cited
  • 1982Tax-induced clientele effects in the market for British government securities95 cited
  • 2003Dividend Taxes and Share Prices: Evidence from Real Estate Investment Trusts88 cited
  • 1995Chapter 25 Dividend policy63 cited
  • 2013Efficient global portfolios: Big data and investment universes62 cited
  • 1986The market valuation of cash dividends58 cited
  • 1995Chapter 17 On the predictability of common stock returns: World-wide evidence56 cited
  • 1999Conditioning Variables and the Cross-Section of Stock Returns50 cited
  • 2004THE OPTIMIZATION OF EFFICIENT PORTFOLIOS: THE CASE FOR AN R&D QUADRATIC TERM48 cited
  • 2005Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing44 cited
  • 2020A further analysis of robust regression modeling and data mining corrections testing in global stocks41 cited
  • 2011The Factor Structure of Mutual Fund Flows38 cited

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  • 2009Global Equity Risk Modeling33 cited
  • 1985Return, Risk, and Yield: Evidence from Ex Ante Data33 cited