International Review of Economics & Finance · 1994 · 35 citations · 31 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsAsset PricesAsset Return ModelingCapital MarketsEquity ValuationPresent ValueStock MarketsAsset Return DecompositionReturn On EquityReturns To CapitalStock Market ReturnsStock Return Performance
31
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
Empirical exchange rate models of the seventies
Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations
Social Sciences, Economics, Finance +12
Eugene F. Fama, G. William Schwert · Journal of Financial Economics · 1977 · 2.8K citations
Business, Economics, Asset Pricing +11
Forward and spot exchange rates
Eugene F. Fama · Journal of Monetary Economics · 1984 · 2.2K citations
Social Sciences, Economics, Finance +12
International Portfolio Choice and Corporation Finance: A Synthesis
M.S. Adler, Bernard Dumas · The Journal of Finance · 1983 · 1.4K citations