References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1986Economic Forces and the Stock Market5,258 cited
• 1977Asset returns and inflation2,701 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1987Cointegration and Tests of Present Value Models2,160 cited
• 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
• 1982On the Possibility of Speculation under Rational Expectations959 cited
• 1988Explosive Rational Bubbles in Stock Prices705 cited
• 2002An Investigation of the Informational Role of Short Interest in the Nasdaq Market633 cited
• 1990