this work references cited by second hopReferences
- 1952PORTFOLIO SELECTION*13,480 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1973An Intertemporal Capital Asset Pricing Model6,557 cited
- 1987Expected stock returns and volatility4,147 cited
- 2008Introductory Econometrics for Finance3,662 cited
- 2000Conditional Skewness in Asset Pricing Tests2,837 cited
- 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
- 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
- 1985Stock Returns and the Term Structure2,260 cited
- 1992No news is good news1,929 cited
- 1991The World Price of Covariance Risk1,139 cited
- 1989Nonlinear Dynamics and Stock Returns778 cited
- 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
- 1989A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market647 cited
- 1988Volatility persistence and stock valuations: Some empirical evidence using garch
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work