Information, futures prices, and stabilizing speculation

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.2K citations

Social Sciences, Economics, Asset Pricing +16

Expectations and the neutrality of money

Robert E. Lucas · Journal of Economic Theory · 1972 · 4.7K citations

Social Sciences, Economics, Behavioral Economics +5

An Introduction to the Theory of Statistics

Nature · 1911 · 4.4K citations · Full text

Natural Sciences, Mathematics, Probability Theory +9

ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION

Sanford J. Grossman · The Journal of Finance · 1976 · 1.4K citations

Social Sciences, Business Economics, Economics +10

An Equilibrium Model of the Business Cycle

Robert E. Lucas · Journal of Political Economy · 1975 · 1K citations · Full text

Social Sciences, Business Economics, Economics +15