Foreign ownership restrictions and stock prices in the Thai capital market

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Risk, Return, and Equilibrium: Empirical Tests

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

Business, Economics, Finance +17

An Intertemporal Capital Asset Pricing Model

Robert C. Merton · Econometrica · 1973 · 6.8K citations

Business, Economics, Finance +17

A Simple Model of Capital Market Equilibrium with Incomplete Information

Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text

Business, Economics, Finance +8

Economic Forces and the Stock Market

Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations

Business, Economics, Finance +17