this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
- 1991Efficient Capital Markets: II5,346 cited
- 1986Economic Forces and the Stock Market5,258 cited
- 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
- 1987Expected stock returns and volatility4,147 cited
- 1989Business conditions and expected returns on stocks and bonds3,934 cited
- 1966Mutual Fund Performance3,932 cited
- 1988Permanent and Temporary Components of Stock Prices3,036 cited
- 1980On estimating the expected return on the market2,818 cited
- 1977Asset returns and inflation2,701 cited
- 1985Stock Returns and the Term Structure2,260 cited
- 1968The Cost of Transacting1,909 cited
- 1988Mean reversion in stock prices1,888 cited
- 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work