Swedish stocks, bonds, bills and inflation (1919–1990)

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Mean Reversion in Stock Prices

1996 • 1,111 citations

Drawing inferences from statistics based on multiyear asset returns

1989 • 434 citations

Indexes of U.S. Stock Prices from 1802 to 1987

1990 • 386 citations

Stocks, Bonds, Bills, and Inflation: Year-by-Year Historical Returns (1926-1974)

1976 • 205 citations

A Comparison of Annual Common Stock Returns: 1871-1925 with 1926-85

1987 • 69 citations

Computation of a monthly index for Swedish stock returns 1919–1989

1992 • 64 citations

A Standard Data Base for the Analysis of Japanese Security Markets

1991 • 25 citations

Swiss stocks, bonds, and inflation, 1926–1987

1989 • 17 citations

Safety First

1987 • 14 citations

Term Structure with Uncertain Inflation

1977 • 8 citations