References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1997The Econometrics of Financial Markets5,007 cited
• 1987Expected stock returns and volatility4,147 cited
• 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
• 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
• 1985Stock Returns and the Term Structure2,260 cited
• 1989Why Does Stock Market Volatility Change Over Time?1,209 cited
• 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
• 1982Sectoral Shifts and Cyclical Unemployment1,135 cited
• 1991Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations1,125 cited
• 1980On Estimating the Expected Return on the Market: An Exploratory Investigation755 cited