References

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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
• 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
• 1988Permanent and Temporary Components of Stock Prices3,036 cited
• 1972The capital asset pricing model: Some empirical tests2,705 cited
• 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
• 1988Mean reversion in stock prices1,888 cited
• 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
• 1995ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY1,189 cited
• 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
• 1996Mean Reversion in Stock Prices1,083 cited
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• 1989The size and power of the variance ratio test in finite samples522 cited
• 1971When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models