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An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Information, trade and common knowledge

1982 • 1,739 citations

The Price Variability-Volume Relationship on Speculative Markets

1983 • 1,501 citations

The Present-Value Relation: Tests Based on Implied Variance Bounds

1981 • 1,402 citations

Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence

1983 • 296 citations

Borrowing Constraints and Aggregate Economic Activity

1986 • 290 citations

Stock Market Prices and Volumes of Sales

1966 • 275 citations

Security Price Changes and Transaction Volumes: Theory and Evidence

1975 • 184 citations

Life-cycle models of consumption: Is the evidence consistent with the theory?

2008 • 139 citations

Capital asset pricing in an overlapping generations model

1984 • 19 citations

Differences of Opinion and the Volume of Trade

1985 • 16 citations

Adjustment Costs and Capital Asset Pricing

1985 • 12 citations