On the Efficiency of the Bond Market: Some Canadian Evidence

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

1970 • 15,798 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

Money and Economic Growth

1965 • 1,656 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Inflation and Real Interest

1963 • 706 citations

Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant

2016 • 395 citations

Inflation, Rational Expectations and the Term Structure of Interest Rates

1973 • 278 citations

Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience

1967 • 251 citations

The Fundamental Determinants of the Interest Rates

1970 • 179 citations

Commodity Price Expectations and the Interest Rate

1969 • 143 citations

Rational Expectations and the Term Structure of Interest Rates

1972 • 130 citations

An Estimate of the Liquidity Premium

1975 • 128 citations

Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates

1977 • 122 citations

The Expectations Hypothesis and the Efficiency of the Treasury Bill Market

1975 • 109 citations

Interest Rates and Price Level Changes, 1952-69

1969 • 96 citations

The behavior of interest rates : an application of the efficient market model to U.S. Treasury bills

1970 • 94 citations

Capital asset prices versus time series models as predictors of inflation

1975 • 86 citations

Short-Term Interest Rates as Predictors of Inflation: Comment

2016 • 41 citations

Rational Expectations in a Disequilibrium Model of the Term Structure

1976 • 26 citations

Preferred Habitat vs. Efficient Market: A Test of Alternative Hypotheses

1976 • 21 citations

Autoregressive and Nonautoregressive Elements in Cross-Section Forecasts of Inflation

1976 • 21 citations

THE TERM STRUCTURE OF INTEREST RATES: A TEST OF THE EXPECTATIONS HYPOTHESIS

1975 • 19 citations

Expected Yield Curve Movements and Rational Term Structure Expectations: An Empirical Note: Comment

1977 • 3 citations