SSRN Electronic Journal · 1997 · 97 citations · 43 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsTime Series AnalysisAsset Return ModelingEquity ValuationMarket Value EstimationRisk-return AnalysisValuation AnalysisValuation ModelingEconomic Value Of EquityEquity Return PredictabilityIntrinsic Value AssessmentResidual Income AnalysisResidual Income ApproachResidual Market ValueStock Market ReturnsTime-varying Discount Rates
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Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations
Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations
Noise Trader Risk in Financial Markets
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · Journal of Political Economy · 1990 · 6.4K citations · Full text
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1997 · 6.2K citations