References

• 1976The arbitrage theory of capital asset pricing7,081 cited
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1994Comparing Predictive Accuracy5,495 cited
• 1986Economic Forces and the Stock Market5,258 cited
• 1995Comparing Predictive Accuracy5,214 cited
• 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1977Asset returns and inflation2,701 cited
• 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
• 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
• 1985Stock Returns and the Term Structure2,260 cited
• 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
• 2000Forecasting Economic Time Series1,768 cited
• 1999Predictive regressions1,614 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 1996Asymptotic Inference about Predictive Ability