The Use of Volatility Measures in Assessing Market Efficiency*

Dividend Policy, Growth, and the Valuation of Shares

1961 • 6,581 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Introduction to Statistical Time Series.

1977 • 2,373 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

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

The ‘peso problem’ in testing the efficiency of forward exchange markets

1980 • 315 citations

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

1979 • 190 citations

Expectations Models of the Term Structure and Implied Variance Bounds

1980 • 127 citations

Alternative tests of rational expectations models

1981 • 90 citations

Rational expectations, risk premia, and the market for spot and forward exchange

1980 • 15 citations

Rational Expectations, Risk Premia, and the Market for Spot and Forward Exchange

1980 • 12 citations

Alternative Tests of Rational Expectations Models: The Case of the Term Structure

1980 • 7 citations

The term structure of interest rates in an expanded market model

1980 • 4 citations

Deleted Work

1955 • 0 citations