Stock Returns, Expected Returns, and Real Activity

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

Economic Forces and the Stock Market

1986 • 5,321 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Expected stock returns and volatility

1987 • 4,291 citations

Business conditions and expected returns on stocks and bonds

1989 • 4,137 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

Asset returns and inflation

1977 • 2,770 citations

Stock Returns, Real Activity, Inflation, and Money

1981 • 2,625 citations

Theory of the Consumption Function

1957 • 2,616 citations

A Theory of the Consumption Function

1960 • 2,411 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

An Intertemporal General Equilibrium Model of Asset Prices

1985 • 2,096 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

Stock Prices and Social Dynamics

1984 • 1,274 citations

The Fiscal and Monetary Linkage between Stock Returns and Inflation

1983 • 895 citations

The Economics of Information and Uncertainty

1982 • 874 citations

Stock Prices and Social Dynamics

1984 • 851 citations

Anomalies in relationships between securities' yields and yield-surrogates

1978 • 779 citations

The Stock Market and Investment

1990 • 688 citations

Stock returns and inflation

1987 • 432 citations

Dividend yields are equity risk premiums

1984 • 388 citations

Predicting Stock Returns in an Efficient Market

1990 • 323 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

Intertemporal General Equilibrium

1991 • 16 citations