Issues in futures markets: A survey

On the Impossibility of Informationally Efficient Markets

Sanford J. Grossman · RePEc: Research Papers in Economics · 1980 · 5.3K citations

Social Sciences, Economics, Information Theory +9

The Variation of Certain Speculative Prices

Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

Engineering, Economics, Finance +11

The pricing of commodity contracts

Fischer Black · Journal of Financial Economics · 1976 · 2.9K citations

Social Sciences, Contract Law, Economics +8

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

Peter K. Clark · Econometrica · 1973 · 2.8K citations · Full text

Business, Economics, Finance +17

Speculation and Economic Stability

Nicholas Kaldor · The Review of Economic Studies · 1939 · 899 citations

Social Sciences, Economics, Financial Economics +14