The DOI matches its Crossref record; 20 of the 20 references it cites were found in a registry or an index.
Risk and return in an equilibrium APT
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Citations
Cites
Risk, Return, and Equilibrium: Empirical Tests
Fama, E. F., & MacBeth, J. D. (1973) · Journal of Political Economy · doi:10.1086/260061 · Cited by 14,258
The arbitrage theory of capital asset pricing
Ross, S. A. (1976) · Journal of Economic Theory · doi:10.1016/0022-0531(76)90046-6 · Cited by 7,009
Economic Forces and the Stock Market
Chen, N.-F., Roll, R., & Ross, S. A. (1986) · The Journal of Business · doi:10.1086/296344 · Cited by 5,231
Size-related anomalies and stock return seasonality
Keim, D. B. (1983) · Journal of Financial Economics · doi:10.1016/0304-405x(83)90025-9 · Cited by 1,801
Predicting returns in the stock and bond markets
Keim, D. B., & Stambaugh, R. F. (1986) · Journal of Financial Economics · doi:10.1016/0304-405x(86)90070-x · Cited by 1,711
The Performance of Mutual Funds in the Period 1945-1964
Jensen, M. C. (1968) · The Journal of Finance · doi:10.2307/2325404 · Cited by 1,707
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
Chamberlain, G., & Rothschild, M. (1983) · Econometrica · doi:10.2307/1912275 · Cited by 1,087
Performance measurement with the arbitrage pricing theory
Connor, G., & Korajczyk, R. A. (1986) · Journal of Financial Economics · doi:10.1016/0304-405x(86)90027-9 · Cited by 714
Self-citationMultivariate tests of financial models
Gibbons, M. R. (1982) · Journal of Financial Economics · doi:10.1016/0304-405x(82)90028-9 · Cited by 613
An exploratory investigation of the firm size effect
Chan, K. (1985) · Journal of Financial Economics · doi:10.1016/0304-405x(85)90008-x · Cited by 515
Cited by
Transition Modeling and Econometric Convergence Tests
Phillips, P. C. B., & Sul, D. (2007) · Econometrica · doi:10.1111/j.1468-0262.2007.00811.x · Cited by 1,451
Data-Snooping Biases in Tests of Financial Asset Pricing Models
Lo, A. W., & MacKinlay, A. C. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.3.431 · Cited by 1,134
Macro Factors in Bond Risk Premia
Ludvigson, S. C., & Ng, S. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhp081 · Cited by 1,042
Random matrix approach to cross correlations in financial data
Plerou, V., Gopikrishnan, P., Rosenow, B., Amaral, L. A. N., Guhr, T., & Stanley, H. E. (2002) · Physical Review E · doi:10.1103/physreve.65.066126 · Cited by 936
Conditioning variables and the cross-section of stock returns
Ferson, W. E., & Harvey, C. R. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00148 · Cited by 839
Metadata
- Authors
- Connor, G., & Korajczyk, R. A.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1988-09
- Volume
- 21
- Issue
- 2
- Pages
- 255-289
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3125017017
- Cited by
- 531
- References
- 20
- FWCI
- 17.58
- Type
- journal article
- Language
- en
- Open access
- closed
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- Connor, G., & Korajczyk, R. A. (1988). Risk and return in an equilibrium APT. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(88)90062-1
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.
