Cross-Security Tests of the Mixture of Distributions Hypothesis

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

1973 • 2,868 citations

On the probable error of a coefficient of correlation deduced from a small sample

1921 • 2,087 citations

An Introduction to Bayesian Inference in Econometrics.

1974 • 2,058 citations

The Price Variability-Volume Relationship on Speculative Markets

1983 • 1,501 citations

Models of Stock Returns—A Comparison

1984 • 561 citations

The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models

1977 • 154 citations

Stock Prices and Heteroscedasticity

1976 • 106 citations