References

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• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1985Does the Stock Market Overreact?7,569 cited
• 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
• 1983On corporate governance961 cited
• 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
• 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
• 1988Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills587 cited
• 1990Asset pricing with a factor-arch covariance structure542 cited