References

• 1965The Behavior of Stock-Market Prices8,772 cited
• 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,759 cited
• 1977Estimating betas from nonsynchronous data2,751 cited
• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 1983Size-related anomalies and stock return seasonality1,878 cited
• 1986Stock return variances1,841 cited
• 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
• 1977Foundations of Finance.1,128 cited
• 1983Biases in computed returns773 cited
• 1987Trading Mechanisms and Stock Returns: An Empirical Investigation769 cited
• 1988Time-Variation in Expected Returns465 cited
• 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
• 1990Private Information, Trading Volume, and Stock-Return Variances334 cited
• 1985Testing asset pricing models with changing expectations and an unobservable market portfolio293 cited
• 1989Trading patterns, bid-ask spreads, and estimated security returns288 cited