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- 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
- 1985Continuous Auctions and Insider Trading9,626 cited
- 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
- 1980On the Impossibility of Informationally Efficient Markets5,122 cited
- 1980On the Impossibility of Informationally Efficient Markets3,640 cited
- 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
- 1968The Cost of Transacting1,909 cited
- 1983Information Effects on the Bid-Ask Spread1,875 cited
- 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
- 2004Putting Auction Theory to Work1,660 cited
- 1978The Private and Social Value of Information and the Reward to Inventive Activity1,571 cited
- 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
- 2004Over-the-Counter Markets1,199 cited
- 2014High-Frequency Trading and Price Discovery1,168 cited
- 1961
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