References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1988Some recent development in a concept of causality2,982 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 2003Journal of Post Keynesian Economics965 cited
• 1963The Investment, Financing, and Valuation of the Corporation958 cited
• 2002Macroeconomic Factors Do Influence Aggregate Stock Returns826 cited
• 1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions771 cited
• 1995DYNAMIC RELATIONS BETWEEN MACROECONOMIC VARIABLES AND THE JAPANESE STOCK MARKET: AN APPLICATION OF A VECTOR ERROR CORRECTION MODEL685 cited
• 1990New Evidence on the Monetary Transmission Mechanism509 cited
• 1985Stock Prices and Economic News420 cited
• 1984Stock Prices and Economic News380 cited
• 2007Dynamic analysis between the US stock returns and the macroeconomic variables256 cited
• 1983The Money Supply Announcements Puzzle: Review and Interpretation