Information and the Sequential Valuation of Assets in Arbitrage-Free Economies

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

The Valuation of Uncertain Income Streams and the Pricing of Options

1976 • 1,727 citations

The Theory of Linear Economic Models

1962 • 934 citations

The information content of security prices

1980 • 777 citations

Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets

1972 • 737 citations

Risk Aversion and the Martingale Property of Stock Prices

1973 • 360 citations

Further results on the informational efficiency of competitive stock markets

1978 • 198 citations

Risk-Aversion and the Martingale Property of Stock Prices: Comments

1977 • 21 citations

A Synthesis of the Pure Theory of Arbitrage

1980 • 12 citations

Deleted Work

1955 • 0 citations