RATIONAL EXPECTATIONS, INFORMATION AND ASSET MARKETS: AN INTRODUCTION

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

The General Theory of Employment, Interest and Money.

1936 • 14,151 citations

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

Risk, Uncertainty and Profit

1921 • 9,117 citations

Decision Analysis: Introductory Lectures on Choices Under Uncertainty.

1969 • 1,953 citations

The Expected Utility Model: Its Variants, Purposes, Evidence and Limitations

2007 • 1,433 citations

ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION

1976 • 1,388 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1973 • 1,203 citations

Economics and Consumer Behaviour.

1981 • 1,017 citations

Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices

1979 • 609 citations

Efficiency of Experimental Security Markets with Insider Information: An Application of Rational-Expectations Models

1982 • 583 citations

An Introduction to the Theory of Rational Expectations Under Asymmetric Information

1981 • 434 citations

A Classificatory Note on the Determinateness of Equilibrium

1934 • 303 citations

Further results on the informational efficiency of competitive stock markets

1978 • 198 citations

Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis

1981 • 151 citations

The Rational Expectations Revolution in Macroeconomics.

1983 • 117 citations

Strict rational expectations equilibria with diffuseness

1982 • 54 citations

RATIONAL EXPECTATIONS, WAGE RIGIDITY AND INVOLUNTARY UNEMPLOYMENT: A PARTICULAR THEORY

1982 • 18 citations