References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1977Time Series Analysis: Forecasting and Control19,200 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1965The Behavior of Stock-Market Prices8,707 cited
• 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
• 1971Time Series Analysis Forecasting and Control1,792 cited
• 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited
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• 1996Tests for cointegration a Monte Carlo comparison264 cited
• 1994Risk and return on China's new stock markets: Some preliminary evidence225 cited
• 1998CROSS‐AUTOCORRELATION BETWEEN A SHARES AND B SHARES IN THE CHINESE STOCK MARKET176 cited
• 2000On Testing the Random‐Walk Hypothesis: A Model‐Comparison Approach155 cited
• 1999An empirical analysis of the equity markets in China154 cited
• 1998Risk, Return and Regulation in Chinese Stock Markets