References

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• 1997The Econometrics of Financial Markets5,048 cited
• 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
• 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
• 1992On the Estimation of Beta-Pricing Models1,615 cited
• 2004Bad Beta, Good Beta1,189 cited
• 1992Intertemporal Asset Pricing Without Consumption Data954 cited
• 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
• 2007Money Illusion and Housing Frenzies426 cited
• 1991What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns406 cited
• 2007The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel347 cited
• 2003The maturity of debt issues and predictable variation in bond returns329 cited
• 2004The cross-section of expected corporate bond returns: Betas or characteristics?296 cited
• 2009Return Decomposition261 cited
• 2006A Skeptical Appraisal of Asset Pricing Tests156 cited