The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Asset returns and inflation

1977 • 2,770 citations

Risk measurement when shares are subject to infrequent trading

1979 • 2,767 citations

The stochastic behavior of common stock variances Value, leverage and interest rate effects

1982 • 2,405 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Inflation, real returns and capital investment

1982 • 491 citations

Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant

2016 • 395 citations

Inflation Uncertainty and Expected Returns on Treasury Bills

1976 • 199 citations

Market Evidence on the Effective Maturity of Bank Assets and Liabilities

1984 • 150 citations

Effects of Nominal Contracting on Stock Returns

1983 • 145 citations

Bond Price Volatility and Term to Maturity: A Generalized Respecification

2017 • 123 citations

Retail Bank Deposits as Quasi-Fixed Factors of Production

1982 • 115 citations

Bank Management and Portfolio Behavior.

1976 • 66 citations

On "Duration" and the Optimal Maturity Structure of the Balance Sheet

1974 • 65 citations

Three Factors, Interest Rate Differentials and Stock Groups

1981 • 60 citations

Inflation, Regulation, and Utility Stock Prices

1976 • 18 citations

Financial Institutions: Markets and Management.

1981 • 7 citations

Deleted Work

1955 • 0 citations