Citation Impact
Citing Papers
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
1993 Standout
Stock Returns, Real Activity, Inflation, and Money
1981 StandoutNobel
The Spread of Obesity in a Large Social Network over 32 Years
2007 Standout
Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1
1998 StandoutNobel
The Arbitrage Pricing Theory: Some Empirical Results
1981
Efficient Capital Markets: II
1991 StandoutNobel
A Simple Model of Capital Market Equilibrium with Incomplete Information
1987 StandoutNobel
Dividend yields and expected stock returns
1988 StandoutNobel
Establishing the credibility of simulations
1980
Common risk factors in the returns on stocks and bonds
1993 StandoutNobel
Industry costs of equity
1997 StandoutNobel
Conditional Heteroskedasticity in Asset Returns: A New Approach
1991 Standout
Signaling and the Valuation of Unseasoned New Issues
1982
Corporate Social Responsibility: a Theory of the Firm Perspective
2001 Standout
Tests of Computer Simulation Validity
1986
Decentralized Investment Management
1981 StandoutNobel
Disagreement, tastes, and asset prices
2006 StandoutNobel
Size, value, and momentum in international stock returns
2012 StandoutNobel
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
1993 Standout
Sample‐Dependent Results Using Accounting and Market Data: Some Evidence
1986
Stock Returns, Expected Returns, and Real Activity
1990 StandoutNobel
Value versus Growth: The International Evidence
1998 StandoutNobel
Verification and validation of simulation models
1995 Standout
Model specification tests
1982
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
1990 StandoutNobel
Yes, The APT Is Testable
1985 StandoutNobel
Measuring and Testing the Impact of News on Volatility
1993 StandoutNobel
In search of the exchange risk premium: A six-currency test assuming mean-variance optimization
1982
Efficient Capital Markets: II
1991 StandoutNobel
Business conditions and expected returns on stocks and bonds
1989 StandoutNobel
Multifactor Explanations of Asset Pricing Anomalies
1996 StandoutNobel
On estimating the expected return on the market
1980 StandoutNobel
Permanent and Temporary Components of Stock Prices
1988 StandoutNobel
Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
2006
Further Evidence On Investor Overreaction and Stock Market Seasonality
1987 StandoutNobel
Why Did the West Extend the Franchise? Democracy, Inequality, and Growth in Historical Perspective
2000 StandoutNobel
The Cross‐Section of Expected Stock Returns
1992 StandoutNobel
Dividend Policy under Asymmetric Information
1985 StandoutNobel
Corporate social responsibility and financial performance: correlation or misspecification?
2000 Standout
The New Issues Puzzle
1995 Standout
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
1985 StandoutNobel
A Simple Model of Capital Market Equilibrium with Incomplete Information
1987 StandoutNobel
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
1989 Standout
The “Market Model” In Investment Management
1980
Corporate financing and investment decisions when firms have information that investors do not have
1984 Standout
The CAPM is Wanted, Dead or Alive
1996 StandoutNobel
Dissecting Anomalies
2008 StandoutNobel
Size and Book‐to‐Market Factors in Earnings and Returns
1995 StandoutNobel
Option values under stochastic volatility: Theory and empirical estimates
1987
Short-run forecasts of electricity loads and peaks
1997 StandoutNobel
Income distribution, political instability, and investment
1996
Testing the exogeneity specification in the complete dynamic simultaneous equation model
1978
The Equity Premium
2002 StandoutNobel
On the formulation of empirical models in dynamic econometrics
1982
On the Testing of Regression Disturbances for Normality
1974
Investor Sentiment and the Cross‐Section of Stock Returns
2006 Standout
Asset pricing and the bid-ask spread
1986 Standout
Dividends and Taxes: Some Empirical Evidence
1982 StandoutNobel
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
1993 Standout
A Test for Normality of Observations and Regression Residuals
1987 Standout
The relationship between return and market value of common stocks
1981 Standout
Asset returns and inflation
1977 StandoutNobel
The Capital Asset Pricing Model: Theory and Evidence
2004 StandoutNobel
Works of Kong Chu being referenced
Principles of Econometrics
1971
Computer Simulation Techniques.
1967
Computer Simulation Techniques.
1967