Causes of changing financial market volatility

Stock Prices, Earnings, and Expected Dividends

1988 • 2,383 citations

Does the Stock Market Rationally Reflect Fundamental Values?

1986 • 1,071 citations

Do Sunspots Matter?

1983 • 991 citations

Survey evidence on diffusion of interest and information among investors

1989 • 601 citations

Variance Bounds Tests and Stock Price Valuation Models

1986 • 497 citations

The Variability of the Market Factor of the New York Stock Exchange

1973 • 481 citations

Dividend variability and variance bounds tests for the rationality of stock market prices

1983 • 456 citations

Who Should Buy Portfolio Insurance?

1980 • 387 citations

An Unbiased Reexamination of Stock Market Volatility

1985 • 202 citations

Mean Reversion in Stock Prices: Evidence and Implications

1987 • 178 citations

Stochastic Models for Social Processes (3rd Edition)

1982 • 89 citations

Margin requirements, volatility, and the transitory component of stock prices

1988 • 82 citations

An Equilibrium Model of the Crash

1988 • 47 citations

The Present Value Model of Stock Prices: Regression Tests and Monte Carlo Results

1985 • 46 citations

The Probability of Gross Violations of a Present Value Variance Inequality

1988 • 29 citations

The Stabilisation of the Mark.

1928 • 27 citations

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

1986 • 19 citations

Statement before the Subcommittee on Domestic Monetary Policy, Committee on Banking, Finance and Urban Affairs, U.S. House of Representatives

1982 • 2 citations