this work references cited by second hopReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
- 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1997On Persistence in Mutual Fund Performance17,267 cited
- 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
- 1980Macroeconomics and Reality12,826 cited
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
- 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
- 1985Continuous Auctions and Insider Trading9,626 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1965The Behavior of Stock-Market Prices8,707 cited
- 1985Does the Stock Market Overreact?
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work