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Methodological issues in asset pricing: Random walk or chaotic dynamics
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References

  • 1996A test for independence based on the correlation dimension3,526 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1991Continuous-Time Finance.1,788 cited
  • 1995Differential Interpretation of Public Signals and Trade in Speculative Markets1,192 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.487 cited
  • 1990Differential Equations, Stability and Chaos in Dynamic Economics212 cited
  • 1992Cycles and Chaos in Economic Equilibrium212 cited
  • 1993Nonlinear dynamics, chaos, and instability188 cited
  • 1998Fundamental Determinants of Exchange Rates165 cited
  • 1997Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence151 cited
  • 1989Mathematics and the unexpected106 cited
  • 2000International Financial Markets87 cited
  • 1994The Development, Accomplishments and Limitations of the Theory of Stock Market Efficiency51 cited

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