International Review of Financial Analysis · 2006 · 188 citations · 33 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsMacroeconomicsAsset Return ModelingBusiness CyclesCapital MarketsTime Series EconometricsVolatility AnalysisVolatility ModelingEquity Return VolatilityFinancial Market VolatilityStock Market ReturnsTime Series Volatility ModelingTime-varying Volatility DynamicsTime-varying Volatility ModelsVolatilityVolatility Modelling
33
Christopher A. Sims · Econometrica · 1980 · 12.7K citations
Economic Forces and the Stock Market
Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations
Expected stock returns and volatility
Kenneth R. French, G. William Schwert, Robert F. Stambaugh · Journal of Financial Economics · 1987 · 4.3K citations · Full text