Systematic risk, total risk and size as determinants of stock market returns

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

Business, Economics, Finance +17

The relationship between return and market value of common stocks

Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations

Business, Economics, Finance +14

Size-related anomalies and stock return seasonality

Donald B. Keim · Journal of Financial Economics · 1983 · 1.8K citations

Business, Finance, Financial Economics +13

Misspecification of capital asset pricing

Marc R. Reinganum · Journal of Financial Economics · 1981 · 1.3K citations

Business, Economics, Finance +12

The effect of personal taxes and dividends on capital asset prices

Robert H. Litzenberger, Krishna Ramaswamy · Journal of Financial Economics · 1979 · 1.2K citations

Business, Economics, Public Finance +14