References

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• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
• 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
• 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
• 1986Understanding spurious regressions in econometrics1,782 cited
• 1988How Big Is the Random Walk in GNP?1,270 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited
• 1999Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?533 cited
• 1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation475 cited
• 1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models470 cited
• 1993Testing the Predictive Power of Dividend Yields376 cited
• 1995Inference in Models with Nearly Integrated Regressors370 cited
• 1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes