References

• 1987Expected stock returns and volatility4,147 cited
• 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
• 1980On estimating the expected return on the market2,818 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
• 1992No news is good news1,929 cited
• 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
• 1988What Moves Stock Prices?1,255 cited
• 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
• 1989Stock Volatility and the Crash of '871,045 cited
• 1987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application978 cited
• 1987Option values under stochastic volatility: Theory and empirical estimates904 cited
• 1989A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market647 cited
• 1988R2630 cited
• 1991