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THE MEANING OF MARKET EFFICIENCY
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THE MEANING OF MARKET EFFICIENCY (2012)THE MEANING OF MARKET EFFICIENCYProof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…The Econometrics of Financial Markets (2012)The Econometrics of Financial…A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)A General Version of the Fund…Theory of rational option pricing (2005)Theory of rational option pri…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Limit Theorems for Stochastic Processes (2003)Limit Theorems for Stochastic…Methods of Mathematical Finance (1998)Methods of Mathematical Finan…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …The Econometrics of Financial Markets (1997)The Econometrics of Financial…A general version of the fundamental theorem of asset pricing (1994)A general version of the fund…Dynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.Efficient Capital Markets: II (1991)Efficient Capital Markets: IISome anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Twitter and Market Efficiency in Energy Markets: Evidence Using Lda Clustered Topic Extraction (2022)Twitter and Market Efficiency…Viability and Arbitrage Under Knightian Uncertainty (2021)Viability and Arbitrage Under…Concavity, Stochastic Utility, and Risk Aversion (2020)Concavity, Stochastic Utility…Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature (2019)Time-Varying Price–Volume Rel…Exploring Mispricing in the Term Structure of CDS Spreads (2018)Exploring Mispricing in the T…Testing for Systemic Risk Using Stock Returns (2016)Testing for Systemic Risk Usi…STRONG BUBBLES AND STRICT LOCAL MARTINGALES (2016)STRONG BUBBLES AND STRICT LOC…Positive alphas and a generalized multiple-factor asset pricing model (2015)Positive alphas and a general…THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING (2012)THE THIRD FUNDAMENTAL THEOREM…Problems with Using CDS to Infer Default Probabilities (2012)Problems with Using CDS to In…The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Corporate financing and investment decisions when firms have information that investors do not have (1984)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Option pricing: A simplified approach (1979)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)
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References

  • 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
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 2003Limit Theorems for Stochastic Processes2,529 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1998Methods of Mathematical Finance1,939 cited
  • 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
  • 1994A general version of the fundamental theorem of asset pricing

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1,447 cited
  • 1978Some anomalous evidence regarding market efficiency1,419 cited
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    • 2021Viability and Arbitrage Under Knightian Uncertainty29 cited
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