Stock Prices, Earnings, and Expected Dividends

Does the Stock Market Overreact?

1985 • 7,120 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

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 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

Does the Stock Market Rationally Reflect Fundamental Values?

1986 • 1,071 citations

The Investment, Financing, and Valuation of the Corporation

1963 • 983 citations

Earnings Innovations, Earnings Persistence, and Stock Returns

1987 • 977 citations

Asymptotic Theory for Econometricians

1984 • 602 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

Dividend Innovations and Stock Price Volatility

1988 • 363 citations

Dividend Behavior for the Aggregate Stock Market

1987 • 316 citations

Formulating Wald Tests of Nonlinear Restrictions

1985 • 241 citations

An Unbiased Reexamination of Stock Market Volatility

1985 • 202 citations

A note on maximum likelihood estimation of the rational expectations model of the term structure

1979 • 190 citations

A Comparison of Annual Common Stock Returns: 1871-1925 with 1926-85

1987 • 69 citations

Deleted Work

1955 • 0 citations