An Equilibrium Model of Asset Trading with Sequential Information Arrival

Frontiers of Quantitative Economics.

1974 • 890 citations

Probability and Statistics.

1978 • 655 citations

A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*

1976 • 635 citations

A Model of Asset Trading Under the Assumption of Sequential Information Arrival

1976 • 530 citations

Stock Market Prices and Volumes of Sales

1966 • 275 citations

Risk and return in finance

1977 • 275 citations

Security Price Changes and Transaction Volumes: Theory and Evidence

1975 • 184 citations

The Dependence of Prices and Volume

1978 • 182 citations

Theory of Financial Markets.

1973 • 174 citations

The Volume of Transactions and Price Changes on the New York Stock Exchange

1970 • 155 citations

Theory of Financial Markets.

1973 • 129 citations

Probability and Statistics

1975 • 90 citations

A Probability Model of Asset Trading

1977 • 69 citations

The Economic Efficiency of Financial Markets.

1977 • 48 citations

A Model of Information Diffusion, Stock Market Behavior, and Equilibrium Price

1970 • 13 citations

Deleted Work

1955 • 0 citations