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A Consumption‐Based Explanation of Expected Stock Returns

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References

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1992The Cross-Section of Expected Stock Returns17,251 cited
1985The equity premium: A puzzle5,785 cited
1991Efficient Capital Markets: II5,346 cited
1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
1989Business conditions and expected returns on stocks and bonds3,934 cited
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
1988Dividend yields and expected stock returns3,574 cited
1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
1988

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Stock Prices, Earnings, and Expected Dividends

2,457 cited

1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited

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