Mean Reversion in Stock Prices

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

1970 • 15,798 citations

What moves stock prices?

1989 • 1,131 citations

Stock Prices and Social Dynamics

1984 • 851 citations

Price Movements in Speculative Markets : Trends or Random Walks

1961 • 643 citations

The Persistence of Volatility and Stock Market Fluctuations

1986 • 596 citations

The Economic Consequences of Noise Traders

1987 • 70 citations

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1987 • 69 citations

Common Factors in the Serial Correlation of Stock Returns

1986 • 36 citations