The Information Content of Aggregate Insider Trading

Time Series Analysis: Forecasting and Control

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Asset returns and inflation

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"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule

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Size-related anomalies and stock return seasonality

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Predicting returns in the stock and bond markets

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Understanding business cycles

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On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

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Special Information and Insider Trading

1974 • 1,307 citations

Insiders' profits, costs of trading, and market efficiency

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Foundations of Finance.

1977 • 1,197 citations

An Equilibrium Model of the Business Cycle

1975 • 1,045 citations

Rational expectations and the role of monetary policy

1976 • 999 citations

Market Timing and Mutual Fund Performance: An Empirical Investigation

1984 • 669 citations

COMMON STOCKS AS A HEDGE AGAINST INFLATION

1976 • 656 citations

A Classical Macroeconometric Model for the United States

1976 • 562 citations

INFLATION AND RATES OF RETURN ON COMMON STOCKS

1976 • 524 citations

INSIDERS AND MARKET EFFICIENCY

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Components of Investment Performance

1972 • 336 citations

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

1985 • 321 citations

Characterizations of an Empirical Influence Function for Detecting Influential Cases in Regression

1980 • 302 citations

Predictive and Statistical Properties of Insider Trading

1968 • 298 citations

The Market-Timing Performance of Mutual Fund Managers

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Term premiums in bond returns

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Stabilization of the domestic and international economy

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Tests of Asset Pricing with Time‐Varying Expected Risk Premiums and Market Betas

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The January Effect and Aggregate Insider Trading

1988 • 84 citations

Common Factors in the Serial Correlation of Stock Returns

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Heard on the street

1974 • 27 citations