this work references cited by second hopReferences
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1992The Cross-Section of Expected Stock Returns17,251 cited
- 1966Mutual Fund Performance3,932 cited
- 1969The Adjustment of Stock Prices to New Information3,625 cited
- 2003The Adjustment of Stock Prices to New Information3,063 cited
- 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
- 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
- 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
- 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
- 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
- 1995Herd Behaviour, Bubbles and Crashes1,054 cited
- 2006Downside Risk1,039 cited
- 1979Investment Analysis and Portfolio Management.985 cited
- 1984Are Economic Time Series Asymmetric over the Business Cycle?929 cited
- 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work