References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1993Cultures and Organizations: Software of the Mind.17,690 cited
• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
• 1976The arbitrage theory of capital asset pricing7,081 cited
• 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
• 1969A General Equilibrium Approach To Monetary Theory5,340 cited
• 1997The variation of certain speculative prices4,468 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
• 1977Asset returns and inflation2,701 cited
• 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
• 1991Foundations of Portfolio Theory1,129 cited
• 2003International Financial Statistics867 cited
• 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆