Stationarity of Random Data: Some Implications for the Distribution of Stock Price Changes

The Behavior of Stock-Market Prices

1965 • 8,575 citations

The Advanced Theory of Statistics.

1968 • 1,584 citations

Measurement and Analysis of Random Data

1966 • 991 citations

Brownian Motion in the Stock Market

1959 • 967 citations

The Random Character of Stock Market Prices

1968 • 931 citations

Price Movements in Speculative Markets : Trends or Random Walks

1961 • 643 citations