The Present Value Model of Stock Prices: Regression Tests and Monte Carlo Results

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES

1956 • 3,496 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Multiple time series

1970 • 1,885 citations

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

1981 • 1,402 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

Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence

1983 • 296 citations

Bias in Small Sample Tests of Stock Price Rationality

1986 • 73 citations

Aggregate dividend behavior and its implications for tests of stock market rationality

1983 • 19 citations