References

• 2012The Econometrics of Financial Markets5,875 cited
• 1997The Econometrics of Financial Markets5,007 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
• 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
• 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 1993Predictable Stock Returns: The Role of Small Sample Bias651 cited
• 1989Drawing inferences from statistics based on multiyear asset returns410 cited
• 1984Dividend yields are equity risk premiums388 cited
• 1993Testing the Predictive Power of Dividend Yields376 cited
• 1995Inference in Models with Nearly Integrated Regressors