Stock Returns and the Term StructureJohn Y. Campbell1985-06-01articleJournal of Financial Economics2,260 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 2,260 citations exist upstream.References1985A Theory of the Term Structure of Interest Rates1973An Intertemporal Capital Asset Pricing Model1987Expected stock returns and volatility1980On estimating the expected return on the market1977Asset returns and inflation1979An intertemporal asset pricing model with stochastic consumption and investment opportunities1981Stock Returns, Real Activity, Inflation, and Money1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M ModelCited by2001Investor Psychology and Asset Pricing1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2001Consumption, Aggregate Wealth, and Expected Stock Returns2003The Efficient Market Hypothesis and Its Critics1995Time‐Varying World Market Integration2004Default Risk in Equity Returns1988Mean reversion in stock prices1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS