Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets

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William F. Sharpe · The Journal of Finance · 1964 · 17.4K citations

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

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The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

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Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

William F. Sharpe · The Journal of Finance · 1964 · 7.5K citations

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The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

The Review of Economics and Statistics · 1965 · 6.9K citations

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