SSRN Electronic Journal · 2006 · 73 citations · 35 references
BusinessBusiness EconomicsEconomicsCorporate FinanceEconometricsFinancial EconomicsCross-sectional EconometricsEquity RiskInvestmentMarket RiskPatent AnalysisVolatility ModelingCross-section Of Asset ReturnsCross-sectional Return AnalysisCross-sectional Return VariationIdiosyncratic Risk PricingSkewness PreferenceTechnological Change DynamicsVariation Over TimeVolatility
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Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
A Simple Model of Capital Market Equilibrium with Incomplete Information
Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text
Expected stock returns and volatility
Kenneth R. French, G. William Schwert, Robert F. Stambaugh · Journal of Financial Economics · 1987 · 4.3K citations · Full text