Business conditions and expected returns on stocks and bonds

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Dividend yields and expected stock returns

1988 • 3,736 citations

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

1988 • 3,689 citations

Why Does Stock Market Volatility Change Over Time?

1989 • 3,555 citations

Principles of Econometrics

1973 • 3,349 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Value and Capital

1939 • 3,079 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Asset returns and inflation

1977 • 2,770 citations

Theory of the Consumption Function

1957 • 2,616 citations

A Theory of the Consumption Function

1960 • 2,411 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

The Information in Long-Maturity Forward Rates

1987 • 1,646 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

Stock Prices and Social Dynamics

1984 • 1,274 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Stock Prices and Social Dynamics

1984 • 851 citations

Why Does Stock Market Volatility Change Over Time?

1989 • 848 citations

Anomalies in relationships between securities' yields and yield-surrogates

1978 • 779 citations

The information in the term structure

1984 • 689 citations

The Variability of the Market Factor of the New York Stock Exchange

1973 • 481 citations

Term-structure forecasts of interest rates, inflation and real returns

1990 • 464 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 447 citations

Principles of Econometrics

1971 • 406 citations

Dividend yields are equity risk premiums

1984 • 388 citations

Term premiums and default premiums in money markets

1986 • 248 citations

Forward rates as predictors of future spot rates

1976 • 237 citations

The Cyclical Behavior of the Term Structure of Interest Rates

1970 • 214 citations

Consumption, production, inflation and interest rates

1986 • 161 citations

Stock prices under time-varying dividend risk

1988 • 150 citations

Post-Keynesian Economics

1956 • 94 citations