The Present-Value Relation: Tests Based on Implied Variance BoundsStephen F. LeRoy, Richard Dudley Porter1981-05-01articleEconometrica1,364 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,364 citations exist upstream.References1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1978Asset Prices in an Exchange Economy2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods1957Theory of the Consumption Function1960A Theory of the Consumption FunctionCited by1991Efficient Capital Markets: II2007The Dog That Did Not Bark: A Defense of Return Predictability2001Mental Accounting, Loss Aversion, and Individual Stock Returns2013Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?1987Earnings Innovations, Earnings Persistence, and Stock Returns1989Convergence of least squares learning mechanisms in self-referential linear stochastic models1985Asset Bubbles and Overlapping Generations1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market