References

• 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
• 1963The Variation of Certain Speculative Prices4,851 cited
• 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
• 1973A Random Walk Down Wall Street1,743 cited
• 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
• 1986Does the Stock Market Rationally Reflect Fundamental Values?1,149 cited
• 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
• 1986Variance Bounds Tests and Stock Price Valuation Models484 cited
• 1983Dividend variability and variance bounds tests for the rationality of stock market prices435 cited
• 1981The Use of Volatility Measures in Assessing Market Efficiency*337 cited
• 1983Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence293 cited
• 1986Cointegration and Tests of Present Value Models260 cited
• 1985An Unbiased Reexamination of Stock Market Volatility210 cited
• 1985Estimating the Continuous Time Consumption Based Asset Pricing Model186 cited
• 1982Consumption, asset markets and macroeconomic fluctuations