References

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• 1978Specification Tests in Econometrics18,788 cited
• 1976The pricing of commodity contracts2,859 cited
• 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
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• 1984Margins and market integrity: Margin setting for stock index futures and options135 cited
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• 2016Margin Requirements, Volatility, and the Transitory Component of Stock Prices104 cited
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• 1988Margin requirements, volatility, and the transitory component of stock prices85 cited
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• 1993Prudential margin policy in a futures‐style settlement system