WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETS

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

Time Series Analysis: Forecasting and Control

1977 • 2,451 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 2,117 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 1,730 citations

Some anomalous evidence regarding market efficiency

1978 • 1,440 citations

A Theory of Common Stock Returns Over Trading and Non‐Trading Periods

1980 • 138 citations

Towards Indices of Real Estate Value and Return

1980 • 133 citations

Real Estate Investment and Portfolio Theory

1971 • 76 citations

The Impact of Proposition 13 on House Prices in Northern California: A Test of the Interjurisdictional Capitalization Hypothesis

1982 • 75 citations

Income Property Valuation

1994 • 58 citations

Can Real Estate Returns Outperform Common Stocks?

1976 • 42 citations

Capital Asset Pricing and Real Estate Valuation*

1982 • 37 citations

ON THE METHODOLOGY OF TESTING FOR INDEPENDENCE IN FUTURE PRICES: COMMENT

1976 • 22 citations

Modern Real Estate Appraisal

1978 • 11 citations