THE EFFECT OF MODEL MISSPECIFICATION ON TESTS OF THE EFFICIENT MARKET HYPOTHESIS

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1973 • 3,349 citations

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1969 • 3,289 citations

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2003 • 3,268 citations

Principles of Econometrics.

1972 • 2,215 citations

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1974 • 1,307 citations

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1974 • 927 citations

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1973 • 644 citations

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1973 • 253 citations

Changes in Accounting Techniques and Stock Prices

1972 • 222 citations

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1972 • 214 citations

Bias in Fitting the Sharpe Model to Time Series Data

1969 • 61 citations