this work references cited by second hopReferences
- 1952PORTFOLIO SELECTION*13,480 cited
- 2016Measuring Economic Policy Uncertainty*12,311 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 1921Risk, Uncertainty and Profit9,962 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1973An Intertemporal Capital Asset Pricing Model6,557 cited
- 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
- 2009The Impact of Uncertainty Shocks5,941 cited
- 1987Expected stock returns and volatility4,147 cited
- 2003Modeling and Forecasting Realized Volatility3,887 cited
- 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
- 1993A long memory property of stock market returns and a new model3,257 cited
- 1980On estimating the expected return on the market2,818 cited
- 1952Safety First and the Holding of Assets2,537 cited
- 2013Political uncertainty and risk premia2,375 cited
- 1995Time‐Varying World Market Integration2,152 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work