Impact of the Global Financial Crisis on the Volatility of the Malaysian Stock Market

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

Andrew W. Lo, A. Craig MacKinlay · Review of Financial Studies · 1988 · 3.8K citations

Business, Economics, Finance +11

Permanent and Temporary Components of Stock Prices

Eugene F. Fama, Kenneth R. French · Journal of Political Economy · 1988 · 3.1K citations

Business, Economics, Finance +17

On estimating the expected return on the market

Robert C. Merton · Journal of Financial Economics · 1980 · 2.9K citations

Business, Economics, Finance +12

Mean reversion in stock prices

James M. Poterba, Lawrence H. Summers · Journal of Financial Economics · 1988 · 1.9K citations

Business, Economics, Finance +14

Random Walks in Stock Market Prices

Eugene F. Fama · Financial Analysts Journal · 1995 · 1.2K citations

Engineering, Economics, Finance +14