References

• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*23,066 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 cited
• 1977Book Review: Time Series Analysis: Forecasting and Control19,399 cited
• 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1978Asset Prices in an Exchange Economy5,057 cited
• 1982Trends and random walks in macroeconmic time series4,708 cited
• 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
• 1988Permanent and Temporary Components of Stock Prices3,036 cited
• 1990Evidence of Predictable Behavior of Security Returns2,702 cited
• 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
• 1988Trends and random walks in macroeconomic time series