Comments on Miller and on Kleidon

Introduction to Statistical Time Series

1978 • 4,545 citations

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

1981 • 1,402 citations

Stock Prices and Social Dynamics

1984 • 1,274 citations

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

Explaining investor preference for cash dividends

1984 • 701 citations

Variance Bounds Tests and Stock Price Valuation Models

1986 • 497 citations

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

1983 • 456 citations

The Use of Volatility Measures in Assessing Market Efficiency*

1981 • 347 citations

Behavioral Rationality in Finance: The Case of Dividends

1986 • 255 citations

An Unbiased Reexamination of Stock Market Volatility

1985 • 202 citations