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Tomorrow on the New York Stock Exchange
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Tomorrow on the New York Stock Exchange (1965)Tomorrow on the New York Stock ExchangeAn analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers (2018)An analysis of high-frequency…My Life in Finance (2011)My Life in FinanceThin‐Trading Effects in Beta: Bias v. Estimation Error (2008)Thin‐Trading Effects in Beta:…Impact of M&A on Firm Performance in India: Implications for Concentration of Ownership and Insider Entrenchment (2007)Impact of M&A on Firm Perform…Technical Analysis in Financial Markets (2004)Technical Analysis in Financi…Time variation in the correlation structure of exchange rates: high-frequency analyses (2001)Time variation in the correla…The robustness of calendar anomalies in daily stock returns (1996)The robustness of calendar an…Empirical evidence on the capital asset pricing model (CAPM) in two Scandinavian stock exchanges (1991)Empirical evidence on the cap…An Investigation of Transactions Data for NYSE Stocks (1985)An Investigation of Transacti…The Adjustment of Stock Prices to Information About Inflation (1981)The Adjustment of Stock Price…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Market Responses to Federal Reserve Changes in the Initial Margin Requirement (1979)Market Responses to Federal R…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION (1976)THE “FISHER EFFECT” FOR RISKY…The Behavior of Stock Prices on Fridays and Mondays (1973)The Behavior of Stock Prices …A STATISTICAL STUDY OF U.K. SHARE PRICES (1970)A STATISTICAL STUDY OF U.K. S…The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Price Formation in the Norwegian and Swedish Stock Markets: Some Random Walk Tests (1974)The behaviour of Hong Kong stock prices (1984)The variation of certain speculative prices (1997)The Evolving and Relative Efficiencies of Stock Markets: Empirical Evidence from Rolling Bicorrelation Test Statistics (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Permanent and Temporary Components of Stock Prices (1988)Efficient Capital Markets: II (1991)Short- Term Interest Rates as Predictors of Inflation (2021)Some New Stock-Market Indexes (1966)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Two Pillars of Asset Pricing (2014)Managerial Ability and the Shareholder Tax Sensitivity of Dividends (2018)Corporate Debt and Taxes (2022)Asset returns and inflation (1977)STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)Stock Returns and the Term Structure (1985)Facts and Fantasies about Commodity Futures (2006)Real-time price discovery in global stock, bond and foreign exchange markets (2007)The Analysis of Economic Time-Series-Part I: Prices (1953)The Relation Between Price Changes and Trading Volume: A Survey (1987)A Theory of Intraday Patterns: Volume and Price Variability (1988)Measuring the Information Content of Stock Trades (1991)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Cryptocurrencies and stock market indices. Are they related? (2019)Signatures of the Crypto-Currency Market Decoupling from the Forex (2019)The resilience of cryptocurrency market efficiency to COVID-19 shock (2022)PORTFOLIO SELECTION* (1952)Ambiguous numbers: Trading technologies and interpretation in financial markets (2003)Computational Intelligence and Financial Markets: A Survey and Future Directions (2016)Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data (2019)Stock returns and the weekend effect (1980)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)
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  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 1985An Investigation of Transactions Data for NYSE Stocks791 cited
  • 1976THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION454 cited
  • 1981The Adjustment of Stock Prices to Information About Inflation387 cited
  • 2004Technical Analysis in Financial Markets379 cited
  • 2018An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers84 cited
  • 2011My Life in Finance52 cited
  • 1970A STATISTICAL STUDY OF U.K. SHARE PRICES42 cited
  • 1979Market Responses to Federal Reserve Changes in the Initial Margin Requirement36 cited
  • 2001Time variation in the correlation structure of exchange rates: high-frequency analyses29 cited
  • 1991Empirical evidence on the capital asset pricing model (CAPM) in two Scandinavian stock exchanges28 cited
  • 1996The robustness of calendar anomalies in daily stock returns25 cited
  • 2008

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Thin‐Trading Effects in Beta: Bias v. Estimation Error
23 cited
  • 2007Impact of M&A on Firm Performance in India: Implications for Concentration of Ownership and Insider Entrenchment19 cited