Dominant and Satellite Markets: A Study of Dually-Traded Securities

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

The Behavior of Interest Rates.

1972 • 127 citations

Price Dispersion in the Government Securities Market

1976 • 113 citations

A Bayesian Approach To Estimation Of Time-Varying Regression Coefficients

1973 • 94 citations

On the independence of transactions on the New York Stock exchange

1977 • 48 citations

The Effect of Interdealer Brokerage on the Transactional Characteristics of Dealer Markets

1978 • 33 citations