References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
• 1992The Cross-Section of Expected Stock Returns17,320 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1985Does the Stock Market Overreact?7,756 cited
• 1981The relationship between return and market value of common stocks5,999 cited