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

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

2010 • 3,086 citations

Theory of the Consumption Function

1957 • 2,616 citations

A Theory of the Consumption Function

1960 • 2,411 citations

Multiple time series

1970 • 1,885 citations

Risk Aversion and the Martingale Property of Stock Prices

1973 • 360 citations

Securities Market Efficiency in an Arrow-Debreu Economy

1975 • 158 citations

Expectations Models of the Term Structure and Implied Variance Bounds

1980 • 127 citations

The Estimation of Parameters in Multivariate Time Series Models

1973 • 127 citations

Forecasting in dynamic models with stochastic regressors

1975 • 64 citations

The identification of time series interrelationships with special reference to dynamic regression models

1981 • 59 citations

Rational expectations and the structure of interest rates.

1972 • 40 citations

Deleted Work

1955 • 0 citations