References

• 1985A Theory of the Term Structure of Interest Rates8,333 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
• 1988Permanent and Temporary Components of Stock Prices3,036 cited
• 1977Asset returns and inflation2,701 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
• 1992Valuation: Measuring and managing the value of companies2,261 cited
• 1986Predicting returns in the stock and bond markets1,715 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
• 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
• 1997Strategic asset allocation730 cited
• 1993Testing the Predictive Power of Dividend Yields376 cited
• 1982Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation353 cited