this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
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- 1977Time Series Analysis: Forecasting and Control19,200 cited
- 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
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- 1971Time Series Analysis Forecasting and Control.6,714 cited
- 1979Option pricing: A simplified approach6,103 cited
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- 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
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- 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
- 1988Permanent and Temporary Components of Stock Prices3,036 cited
- 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
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