References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1981The relationship between return and market value of common stocks5,928 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
• 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
• 1988Theory of Financial Decision Making.1,867 cited
• 1983Size-related anomalies and stock return seasonality1,800 cited
• 2002International Asset Allocation With Regime Shifts1,779 cited
• 1991The Variation of Economic Risk Premiums1,740 cited
• 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
• 2000Investing for the Long Run when Returns Are Predictable1,372 cited
• 1981Misspecification of capital asset pricing1,286 cited