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The Behavior of Stock Returns: Is it Stationary of Evolutionary?
16 references·0 citing·33 second hop
The Behavior of Stock Returns: Is it Stationary of Evolutionary? (1984)The Behavior of Stock Returns: Is it Stat…The variation of certain speculative prices (1997)The variation of certain spec…Beta as a Random Coefficient (1978)Beta as a Random CoefficientFoundations of Finance. (1977)Foundations of Finance.A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)A critique of the asset prici…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…On the Stable Paretian Behavior of Stock-Market Prices (1974)On the Stable Paretian Behavi…A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices (1974)A Comparison of the Stable an…The Variability of the Market Factor of the New York Stock Exchange (1973)The Variability of the Market…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Risk, The Pricing of Capital …A Compound Events Model for Security Prices (1967)A Compound Events Model for S…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Brownian Motion in the Stock Market (1959)Brownian Motion in the Stock …Théorie de la spéculation (1900)Théorie de la spéculationStatistical principles in experimental design. (1962)Time Series Analysis: Forecasting and Control (1977)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Stock Prices and Volume (1992)Another Look at the Cross-Section of Expected Stock Returns (1995)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)The Analysis of Economic Time-Series-Part I: Prices (1953)An Intertemporal Capital Asset Pricing Model (1973)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Users of the world, unite! The challenges and opportunities of Social Media (2009)Portfolio Analysis in a Stable Paretian Market (1965)On the Distribution of Stock Price Differences (1967)Rational Theory of Warrant Pricing (2015)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 1900Théorie de la spéculation2,605 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 1977Foundations of Finance.1,128 cited
  • 1959Brownian Motion in the Stock Market946 cited
  • 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios941 cited
  • 1974A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices903 cited
  • 1973The Variability of the Market Factor of the New York Stock Exchange455 cited
  • 1967A Compound Events Model for Security Prices441 cited
  • 1978Beta as a Random Coefficient385 cited
  • 1974

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On the Stable Paretian Behavior of Stock-Market Prices
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