Trading rules, large blocks and the speed of price adjustment

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

1970 • 15,798 citations

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 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

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

The Cost of Transacting

1968 • 1,909 citations

Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios

1969 • 980 citations

The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices

1972 • 944 citations

Filter Rules and Stock-Market Trading

1966 • 846 citations

PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE

1972 • 683 citations

Price Movements in Speculative Markets : Trends or Random Walks

1961 • 643 citations

Determinants of bid-asked spreads in the over-the-counter market

1974 • 590 citations

Market Making and Reversal on the Stock Exchange

1966 • 360 citations

RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE

1970 • 353 citations

RELATIVE STRENGTH AS A CRITERION FOR INVESTMENT SELECTION

1967 • 198 citations

Price Impacts of Block Trading on the New York Stock Exchange

1972 • 121 citations

Random Walks: Reality or Myth

1967 • 96 citations

Market Making and Reversal on the Stock Exchange

1966 • 74 citations

Random Walks and Technical Theories: Some Additional Evidence

1970 • 68 citations

Relative Strength as a Criterion for Investment Selection

1967 • 41 citations

Nonrandom Price Changes in Association with Trading in Large Blocks

1973 • 36 citations

Nonrandom Price Changes in Association with Trading in Large Blocks: A Comment

1974 • 2 citations

Reply to Robert Reback's Comment

1974 • 1 citations