Private Information, Trading Volume, and Stock-Return Variances

Practical Nonparametric Statistics

2000 • 11,073 citations

Continuous Auctions and Insider Trading

1985 • 9,651 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

The Jackknife, the Bootstrap and Other Resampling Plans

1982 • 7,816 citations

A Theory of Intraday Patterns: Volume and Price Variability

1988 • 3,251 citations

Stock return variances

1986 • 1,878 citations

Does the Stock Market Rationally Reflect Fundamental Values?

1986 • 1,071 citations

Noise

1986 • 499 citations

Does the Stock Market Rationally Reflect Fundamental Values?

1986 • 336 citations

Econometrics: Statistical Foundations and Applications

1972 • 287 citations

Predictability of Stock Market Prices.

1971 • 252 citations

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

1980 • 138 citations

Econometrics

1974 • 65 citations

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

1980 • 41 citations

Comments on Miller and on Kleidon

1986 • 15 citations

Deleted Work

1955 • 0 citations