Comovements in Stock Prices and Comovements in Dividends

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

1988 • 3,689 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Stock Prices, Earnings, and Expected Dividends

1988 • 2,383 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

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

1981 • 1,402 citations

Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends

1980 • 1,351 citations

Stock Prices and Social Dynamics

1984 • 1,274 citations

Monetary Trends in the United States and the United Kingdom

1982 • 683 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

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

1983 • 296 citations

An Unbiased Reexamination of Stock Market Volatility

1985 • 202 citations

Excess Co-Movement of Commodity Prices

1996 • 41 citations

The dividend ratio model and small sample bias

1989 • 30 citations

The Probability of Gross Violations of a Present Value Variance Inequality

1988 • 29 citations

A Scott-Type Regression Test of the Dividend Ratio Model

1990 • 11 citations