Standout Papers
Citation Impact
Citing Papers
Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio
2016
DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY
1972
The Theory of Capital Structure
1991 Standout
Random matrix approach to cross correlations in financial data
2002
On the Estimation of Beta-Pricing Models
1992
Cross-correlations of American baby names
2015 StandoutNobel
Naive Diversification Strategies in Defined Contribution Saving Plans
2001 StandoutNobel
The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure
1979 StandoutNobel
An Intertemporal Capital Asset Pricing Model
1973 StandoutNobel
Efficient Capital Markets: II
1991 StandoutNobel
Agency Problems and the Theory of the Firm
1980 StandoutNobel
A Simple Model of Capital Market Equilibrium with Incomplete Information
1987 StandoutNobel
Common risk factors in the returns on stocks and bonds
1993 StandoutNobel
Capital Markets: Theory and Evidence
2003
Industry costs of equity
1997 StandoutNobel
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
1977 Standout
SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*
1976
The return generating process of the Arbitrage Pricing Theory : intertemporal stationarity and cross-sectional congruence.
2023
A Survey of Corporate Governance
1997 Standout
Subordination of American capital
1990
On the Number of Factors in the Arbitrage Pricing Model
1986
Market Timing and Mutual Fund Investment Performance
1984
Loss Aversion in Riskless Choice: A Reference-Dependent Model
1991 StandoutNobel
Risk, Return, and Portfolio Analysis: Reply
1973 StandoutNobel
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964
1968 Standout
THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES
1977
On Persistence in Mutual Fund Performance
1997 Standout
EVIDENCE ON THE “GROWTH‐OPTIMUM” MODEL
1973
The Foundations and Current State of Capital Market Theory
2003
Taxes, transactions costs and the clientele effect of dividends
1977
All their eggs in one basket: Portfolio diversification of US households
1995
THE COMMON‐STOCK‐PORTFOLIO PERFORMANCE RECORD OF INDIVIDUAL INVESTORS: 1964–70
1978
A New Empirical Perspective on the CAPM
1981
COMPONENTS OF INVESTMENT PERFORMANCE*
1972 StandoutNobel
INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
1977
The Volatility of Stock Market Prices
1987 StandoutScienceNobel
Dividends and taxes
1978 StandoutNobel
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply
1984
Yes, The APT Is Testable
1985 StandoutNobel
Measuring and Testing the Impact of News on Volatility
1993 StandoutNobel
Asset Pricing, Higher Moments, and the Market Risk Premium: A Note
1985
Option pricing when underlying stock returns are discontinuous
1976 StandoutNobel
Efficient Capital Markets: II
1991 StandoutNobel
Business conditions and expected returns on stocks and bonds
1989 StandoutNobel
When Are Contrarian Profits Due to Stock Market Overreaction?
1990
Multifactor Explanations of Asset Pricing Anomalies
1996 StandoutNobel
On estimating the expected return on the market
1980 StandoutNobel
AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE
1978
Conditional Skewness in Asset Pricing Tests
2000 Standout
Arbitrage Pricing Theory and Utility Stock Returns
1984
The Cross‐Section of Expected Stock Returns
1992 StandoutNobel
Risk, Return, and Equilibrium: Empirical Tests
1973 StandoutNobel
The Effects of Strategic Planning on Common Stock Returns.
1980
Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns
1974
Dividend Policy under Asymmetric Information
1985 StandoutNobel
The New Issues Puzzle
1995 Standout
Bankruptcy, boards, banks, and blockholders
1990
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
1985 StandoutNobel
A Simple Model of Capital Market Equilibrium with Incomplete Information
1987 StandoutNobel
The Analytics of Performance Measurement Using a Security Market Line
1985 StandoutNobel
The Household Balance Sheet and the Great Depression
1978
The arbitrage theory of capital asset pricing
1976 Standout
A New Test of the Three-Moment Capital Asset Pricing Model
1989
Does the Stock Market Overreact?
1985 StandoutNobel
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
1974 StandoutNobel
Market Timing and Mutual Fund Performance: An Empirical Investigation
1984
Biases in computed returns
1983
Size and Book‐to‐Market Factors in Earnings and Returns
1995 StandoutNobel
Firm Resources and Sustained Competitive Advantage
1991 Standout
On the exclusion of assets from tests of the two-parameter model
1982
Systematic risk, total risk and size as determinants of stock market returns
1986
Components of Investment Performance
1972 StandoutNobel
Wealth and portfolio composition: Theory and evidence
1998
LONG‐TERM GROWTH IN A SHORT‐TERM MARKET
1974 StandoutNobel
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
1977 Standout
Stable Factors in Security Returns: Identification Using Cross-Validation
1988
Household Portfolio Diversification: A Case for Rank-Dependent Preferences
2005
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
1985 Standout
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
1970 StandoutNobel
Differential Information and Performance Measurement Using a Security Market Line
1985 StandoutNobel
The empirical foundations of the arbitrage pricing theory
1988
Household Finance
2006 Standout
Agency Costs, Net Worth, And Business Fluctuations
1988 StandoutNobel
The Capital Asset Pricing Model: Theory and Evidence
2004 StandoutNobel
Works of Irwin Friend being referenced
Measurement of Portfolio Performance Under Uncertainty
1970
Required Disclosure and the Stock Market: Rejoinder
2016
Short-Run Asset Effects on Household Saving and Consumption: The Cross-Section Evidence
1975
Required Disclosure and the Stock Market: Comment
1975
A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL
1973
The S.E.C. Through a Glass Darkly
1964
A New Look at the Capital Asset Pricing Model
1973
New Evidence on the Capital Asset Pricing Model
1978
An empirical examination of the implications of arbitrage pricing theory
1985
Investment Banking and the New Issues Market.
1969
Co‐Skewness and Capital Asset Pricing
1980
The Asset Structure of Individual Portfolios and Some Implications for Utility Functions
1975
THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS
1975
PORTFOLIO SELECTION AND INVESTMENT PERFORMANCE
1965
An Empirical Test of the Impact of Managerial Self‐Interest on Corporate Capital Structure
1988
Risk, Investment Strategy and the Long-Run Rates of Return
1974
New Tests of the APT and Their Implications
1985
Risk and capital asset prices
1981
NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL
1978
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory
1984
Professor Stigler on Securities Regulation: A Further Comment
1965
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory
1984
The Changing Role of the Individual Investor
1979
An Empirical Test of the Impact of Managerial Self-Interest on Corporate Capital Structure
1988