Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence

Bootstrap Methods: Another Look at the Jackknife

1979 • 16,552 citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

The Design of Experiments

1935 • 4,362 citations

Business conditions and expected returns on stocks and bonds

1989 • 4,137 citations

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

1988 • 3,715 citations

Why Does Stock Market Volatility Change Over Time?

1989 • 3,555 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series

1946 • 819 citations

Computer Intensive Methods for Testing Hypotheses: An Introduction

1990 • 692 citations

The Variability of the Market Factor of the New York Stock Exchange

1973 • 481 citations

Term-structure forecasts of interest rates, inflation and real returns

1990 • 464 citations

Rational Expectations Equilibria, Learning, and Model Specification

1986 • 379 citations

Expectations Models of Asset Prices: A Survey of Theory

1982 • 115 citations

Drawing Inferences From Statistics Based on Multi-Year Asset Returns

1990 • 2 citations