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Cited by

• 1987Real Estate Returns and Inflation217 cited
• 2007Illiquidity and Pricing Biases in the Real Estate Market174 cited
• 1990Earnings and Risk Changes Surrounding Primary Stock Offers169 cited
• 1989A New Test of the Three-Moment Capital Asset Pricing Model167 cited
• 1987On correlations and inferences about mean-variance efficiency158 cited
• 1979Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination152 cited
• 1988Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model Iterated Nonlinear Seemingly Unrelated Regression Estimates144 cited
• 1985Measuring Executive Compensation: Methods and an Application120 cited
• 1987The Default Premium and Corporate Bond Experience113 cited
• 1996Turnaround in small firms: An assessment of efficiency strategies105 cited
• 2005An analysis of VaR-based capital requirements101 cited
• 1999Business Cycles and the Relation between Security Returns and Earnings100 cited
• 1981Estimating the Divisional Cost of Capital: An Analysis of the Pure-Play Technique100 cited
• 1985An Investigation of Commodity Futures Prices Using the Consumption-Based Intertemporal Capital Asset Pricing Model