The Quarterly Review of Economics and Finance · 2008 · 73 citations · 32 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsInternational FinanceAsset Return ModelingCapital MarketsMarket RiskRisk-return AnalysisStock MarketsTime Series EconometricsEmerging Market Capital FlowsEmerging Market ExpansionMarket Cycle Effects On ReturnsReturns ForecastingStock Market Returns
32
Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations
Applied econometric time series
Walter Enders · Journal of Macroeconomics · 1995 · 4.4K citations
Business, Economics, Econometrics +11
Stock Returns, Real Activity, Inflation, and Money
Eugene F. Fama · American Economic Review · 1981 · 2.6K citations
Social Sciences, Economics, Finance +12
Stock Returns, Expected Returns, and Real Activity
Eugene F. Fama · The Journal of Finance · 1990 · 1.5K citations
Stock market volatility and the business cycle
James D. Hamilton, G.H. Lin · Journal of Applied Econometrics · 1996 · 803 citations