articleTop 1% cited
Asset returns and inflation
Journal of Financial Economics · 1977 · Vol. 5(2) · pp. 115–146
Eugene F. Fama✉(University of Chicago)G. William Schwert(University of Rochester)
Financial Markets and Investment StrategiesHousing Market and EconomicsMonetary Policy and Economic ImpactEconomicsInflation (cosmology)HedgeMonetary economicsStock (firearms)Real interest rateReal estateBondAsset (computer security)Inflation rate
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References
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
The Journal of Finance · 1964 · 17,333 citations
Estimating betas from nonsynchronous data
Journal of Financial Economics · 1977 · 2,840 citations
An Intertemporal Capital Asset Pricing Model
Econometrica · 1973 · 6,715 citations
Principles of Econometrics
Technometrics · 1973 · 3,214 citations
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
The Journal of Finance · 1964 · 7,506 citations
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
The Review of Economics and Statistics · 1965 · 6,869 citations
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