Measuring Thailand's barriers to investment

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Dividend yields and expected stock returns

1988 • 3,736 citations

Asset returns and inflation

1977 • 2,770 citations

Doctoral Dissertation

2015 • 2,604 citations

Stock returns and the term structure

1987 • 2,322 citations

The Variation of Economic Risk Premiums

1991 • 1,745 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

1992 • 534 citations

Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration

1992 • 521 citations

Exchange rates and international macroeconomics

1984 • 403 citations

Testing asset pricing models with changing expectations and an unobservable market portfolio

1985 • 321 citations

Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models

1983 • 294 citations

Two-step two-stage least squares estimation in models with rational expectations

1983 • 259 citations

Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions

1992 • 240 citations

Some tests of international equity integration

1988 • 225 citations

On the Effects of Barriers to International Investment

1981 • 176 citations

Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration

1992 • 151 citations

Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

1992 • 130 citations

Consumption risk and international equity returns: some empirical evidence

1990 • 87 citations

Is it risk?

1988 • 85 citations

Investigating the correlation of unobserved expectations

1992 • 25 citations

A Markov switching model of market integration

1998 • 13 citations