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Cited by

• 2004Equilibrium stock return dynamics under alternative rules of learning about hidden states57 cited
• 1994Can a well‐fitted equilibrium asset‐pricing model produce mean reversion?57 cited
• 2003Do US stock prices deviate from their fundamental values? Some new evidence53 cited
• 1992Consumption and equilibrium asset pricing: An empirical assessment42 cited
• 1998Pattern recognition and procedurally rational expectations34 cited
• 2008Distribution Risk and Equity Returns31 cited
• 1993Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles31 cited
• 2011Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey28 cited
• 2008An Analytical Framework for Assessing Asset Pricing Models and Predictability27 cited
• 1998Dividend Variability and Stock Market Swings26 cited
• 2003Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States22 cited
• 2001Do U.S. Stock Prices Deviate from Their Fundamental Values?: Some New Evidence19 cited
• 1994Implementing Option Pricing Models When Asset Returns Are Predictable19 cited