Information, futures prices, and stabilizing speculation
Data up to Jan 2025
Total Citations Per Year
Abstract
References (13)
Asset Prices in an Exchange Economy
1978 • 5,134 citations
Expectations and the neutrality of money
1972 • 4,734 citations
An Introduction to the Theory of Statistics
1911 • 4,589 citations
ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION
1976 • 1,388 citations
An Equilibrium Model of the Business Cycle
1975 • 1,045 citations
The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets
1969 • 524 citations
Introduction to the Theory of Statistics.
1964 • 487 citations
Risk Aversion and the Martingale Property of Stock Prices
1973 • 360 citations
The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
1977 • 326 citations
On the Efficiency of Competitive Stock Markets Where Trades Have Diverse Information
1976 • 242 citations
Speculation and Equilibrium: Information, Risk, and Markets
1975 • 125 citations
Information and Market Equilibrium
1975 • 69 citations
Martingale, market efficiency and commodity prices
1977 • 56 citations