References

• 1976The arbitrage theory of capital asset pricing7,081 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
• 1991Common Factors Affecting Bond Returns1,796 cited
• 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates588 cited
• 1991Liquidity, Maturity, and the Yields on U.S. Treasury Securities503 cited
• 1996Special Repo Rates461 cited
• 1991Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case436 cited
• 1994Liquidity, Taxes, and Short-Term Treasury Yields278 cited
• 1994Explorations Into Factors Explaining Money Market Returns277 cited
• 1996Idiosyncratic Variation of Treasury Bill Yields254 cited
• 1997Special Repo Rates: An Empirical Analysis209 cited
• 1998Tax and Liquidity Effects in Pricing Government Bonds192 cited
• 2000The term structure of very short-term rates: New evidence for the expectations hypothesis188 cited
• 1986A Defense of Traditional Hypotheses about the Term Structure of Interest Rates167 cited
• 2003The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation144 cited