The DOI matches its Crossref record; 27 of the 27 references it cites were found in a registry or an index.
International evidence on the stock market and aggregate economic activity
Overview
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Citations
Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
Johansen, S., & Juselius, K. (1990) · Oxford Bulletin of Economics and Statistics · doi:10.1111/j.1468-0084.1990.mp52002003.x · Cited by 14,051
Testing the null hypothesis of stationarity against the alternative of a unit root
Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90104-y · Cited by 12,633
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Johansen, S. (1991) · Econometrica · doi:10.2307/2938278 · Cited by 11,116
Economic Forces and the Stock Market
Chen, N.-F., Roll, R., & Ross, S. A. (1986) · The Journal of Business · doi:10.1086/296344 · Cited by 5,231
Asset Prices in an Exchange Economy
Lucas, R. E. (1978) · Econometrica · doi:10.2307/1913837 · Cited by 5,014
Business conditions and expected returns on stocks and bonds
Fama, E. F., & French, K. R. (1989) · Journal of Financial Economics · doi:10.1016/0304-405x(89)90095-0 · Cited by 3,933
An intertemporal asset pricing model with stochastic consumption and investment opportunities
Breeden, D. T. (1979) · Journal of Financial Economics · doi:10.1016/0304-405x(79)90016-3 · Cited by 2,692
Stock Returns, Real Activity, Inflation, and Money
Fama, E. F. (1981) · American Economic Review · Cited by 2,559
Cointegration and Tests of Present Value Models
Campbell, J. Y., & Shiller, R. J. (1987) · Journal of Political Economy · doi:10.1086/261502 · Cited by 2,102
Metadata
- Authors
- Cheung, Y.-W., & Ng, L. K.
- Venue
- Journal of Empirical Finance
- Publisher
- Elsevier BV
- Published
- 1998-09
- Volume
- 5
- Issue
- 3
- Pages
- 281-296
- ISSN
- 0927-5398 (ISSN-L)
- OpenAlex
- W2023370074
- Cited by
- 329
- References
- 27
- FWCI
- 3.70
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
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- CoChat. (2026). Citation check: International evidence on the stock market and aggregate economic activity. https://app.cochat.ai/papers/10.1016/s0927-5398(97)00025-x
- The paper
- Cheung, Y.-W., & Ng, L. K. (1998). International evidence on the stock market and aggregate economic activity. Journal of Empirical Finance. https://doi.org/10.1016/s0927-5398(97)00025-x
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
