The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
The arbitrage theory of capital asset pricing
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Citations
Cites
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Research works printed but not linked: 6
- Black, 1972, Capital market equilibrium with restricted borrowing, J. Business, 45, 444, 10.1086/295472 · DOI · Paper page
- Blume, 1973, A new look at the capital asset pricing model, J. Finance, 19, 10.2307/2978165 · doi:10.2307/2978165
- Jensen, 1972, Capital markets: theory and evidence, Bell. J. Econ. and Management Science, 3, 357, 10.2307/3003029 · DOI · Paper page
- Lintner, 1965, The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets, Rev. Econ. Statist., 30
- Myers, 1973, A reexamination of market and industry factors in stock price behavior, J. Finance, 695, 10.2307/2978640 · doi:10.2307/2978640
- Pratt, 1964, Risk aversion in the small and in the large, Econometrica, 32, 122, 10.2307/1913738 · DOI · Paper page
Cited by
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
The Cross‐Section of Expected Stock Returns
FAMA, E. F., & FRENCH, K. R. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04398.x · Cited by 17,261
Financial intermediation and delegated monitoring
Diamond, D. W. (1984) · The Review of Economic Studies · doi:10.2307/2297430 · Cited by 8,476
A Simple Model of Capital Market Equilibrium with Incomplete Information
MERTON, R. C. (1987) · The Journal of Finance · doi:10.1111/j.1540-6261.1987.tb04565.x · Cited by 5,811
Shleifer, A., & Vishny, R. W. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03807.x · Cited by 5,291
Metadata
- Authors
- Ross, S. A.
- Venue
- Journal of Economic Theory
- Publisher
- Elsevier BV
- Published
- 1976-12
- Volume
- 13
- Issue
- 3
- Pages
- 341-360
- ISSN
- 0022-0531 (ISSN-L)
- OpenAlex
- W2010681793
- Cited by
- 7,009
- References
- 1
- FWCI
- 26.75
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- www.elsevier.com/tdm/userlicense/1.0/ (tdm)
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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How to cite
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- CoChat. (2026). Citation check: The arbitrage theory of capital asset pricing. https://app.cochat.ai/papers/10.1016/0022-0531(76)90046-6
- The paper
- Ross, S. A. (1976). The arbitrage theory of capital asset pricing. Journal of Economic Theory. https://doi.org/10.1016/0022-0531(76)90046-6
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.