Comovements in Stock Prices in the Very Short Run

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE

1972 • 683 citations

Some New Stock-Market Indexes

1966 • 558 citations

Market Making and Reversal on the Stock Exchange

1966 • 360 citations

Predictability of Stock Market Prices.

1971 • 252 citations

Statistical Methods for Research Workers.

1972 • 213 citations

Trading rules, large blocks and the speed of price adjustment

1977 • 203 citations

Statistical Methods for Research Workers.

1972 • 144 citations

Price Impacts of Block Trading on the New York Stock Exchange

1972 • 121 citations

The Predictability of Stock Market Prices.

1971 • 119 citations

The Distribution of the Sample Correlation Coefficient Under the Null Hypothesis

1968 • 11 citations