References

• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1985Does the Stock Market Overreact?7,569 cited
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1986Economic Forces and the Stock Market5,258 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
• 1990Evidence of Predictable Behavior of Security Returns2,702 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1985Stock Returns and the Term Structure2,260 cited
• 1991The Variation of Economic Risk Premiums1,740 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 1986Predicting returns in the stock and bond markets1,715 cited
• 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
• 1990Fads, Martingales, and Market Efficiency1,596 cited
• 2015