Predictability and habit persistence

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.2K citations

Social Sciences, Economics, Asset Pricing +16

Impulse response analysis in nonlinear multivariate models

Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 5K citations

Natural Sciences, Biostatistics, Statistical Modeling +6

Business conditions and expected returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1989 · 4.2K citations

Business, Economics, Finance +12

The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

John Y. Campbell, Robert J. Shiller · Review of Financial Studies · 1988 · 4K citations · Full text

Business, Business Economics, Economics +13

Dividend yields and expected stock returns

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations

Business, Economics, Finance +14