On The Dynamic Behavior of Prices in Disequilibrium

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

1970 • 15,798 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

Stochastic Processes and Filtering Theory

1970 • 7,520 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

General competitive analysis

1971 • 3,037 citations

Proof that Properly Anticipated Prices Fluctuate Randomly

2015 • 1,924 citations

Stochastic Differential Equations

2006 • 1,328 citations

Stochastic Differential Equations

1972 • 942 citations

Information and Competitive Price Systems

1976 • 902 citations

Preface

1970 • 500 citations

SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES

1963 • 391 citations

RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE

1970 • 353 citations

Returns to Speculators: Telser versus Keynes

1960 • 315 citations

RELATIVE STRENGTH AS A CRITERION FOR INVESTMENT SELECTION

1967 • 198 citations

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

1979 • 160 citations

Random Walks and Technical Theories: Some Additional Evidence

1970 • 68 citations

Information dissemination, market efficiency and the frequency of transactions

1979 • 55 citations

Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the Specialist

1979 • 49 citations

On the independence of transactions on the New York Stock exchange

1977 • 48 citations

DYNAMIC MARKET PROCESSES AND THE REWARDS TO UP-TO-DATE INFORMATION

1977 • 31 citations

Impending Changes for Securities Markets: What Role for the Exchanges?

1980 • 17 citations

From Orders to Trades: Some Alternative Market Mechanisms

1977 • 15 citations

Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the Specialist

1979 • 8 citations