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Efficiency in Foreign Exchange Markets
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Efficiency in Foreign Exchange Markets (1999)Efficiency in Foreign Exchange MarketsA Long Memory Property of Stock Market Returns and a New Model (2010)A Long Memory Property of Sto…The variation of certain speculative prices (1997)The variation of certain spec…Fractals and Scaling in Finance (1997)Fractals and Scaling in Finan…Turbulent cascades in foreign exchange markets (1996)Turbulent cascades in foreign…The econometrics of financial markets (1996)The econometrics of financial…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…The New Issues Puzzle (1995)The New Issues PuzzleScaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…A long memory property of stock market returns and a new model (1993)A long memory property of sto…The Long-Run Performance of Initial Public Offerings (1991)The Long-Run Performance of I…Merger bids, uncertainty, and stockholder returns (1983)Merger bids, uncertainty, and…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Théorie de la spéculation (1900)Théorie de la spéculationAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Modeling and Forecasting Realized Volatility (2003)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Introductory Econometrics for Finance (2008)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory and regime switching (2001)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The Cross-Section of Expected Stock Returns (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A five-factor asset pricing model (2014)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Power Laws in Economics and Finance (2009)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)The politics of attention: how government prioritizes problems (2006)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1995The New Issues Puzzle3,550 cited
  • 1993A long memory property of stock market returns and a new model3,257 cited
  • 1900Théorie de la spéculation2,605 cited
  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1997Fractals and Scaling in Finance1,299 cited
  • 2010A Long Memory Property of Stock Market Returns and a New Model981 cited
  • 1983Merger bids, uncertainty, and stockholder returns922 cited
  • 1996The econometrics of financial markets886 cited
  • 1991The Long-Run Performance of Initial Public Offerings779 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1996Turbulent cascades in foreign exchange markets

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