References

• 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
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1987Expected stock returns and volatility4,147 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1980On estimating the expected return on the market2,818 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
• 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
• 1989Why Does Stock Market Volatility Change Over Time?1,209 cited
• 1983Stock market seasonality573 cited
• 1973The Variability of the Market Factor of the New York Stock Exchange455 cited
• 1993How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices439 cited
• 1992Global financial markets and the risk premium on U.S. equity319 cited
• 1991Evolution in dynamic linkages across daily national stock indexes286 cited
• 1992The International Crash of October 1987: Causality Tests