References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1968The Information Content of Annual Earnings Announcements2,739 cited
• 1977Asset returns and inflation2,701 cited
• 1999The Boundaries of Financial Reporting and How to Extend Them1,930 cited
• 1999Have Financial Statements Lost Their Relevance?1,917 cited
• 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
• 2005Bond Risk Premia1,546 cited
• 2005Does the Source of Capital Affect Capital Structure?1,377 cited
• 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
• 1991Financial Investment Opportunities and the Macroeconomy844 cited
• 1998The Relation Between Treasury Yields and Corporate Bond Yield Spreads778 cited
• 1999Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests545 cited
• 1993