On the independence of transactions on the New York Stock exchange

A New Approach to Linear Filtering and Prediction Problems

R. E. Kalman · Journal of Basic Engineering · 1960 · 31K citations

Natural Sciences, Mathematics, Dynamical Systems +16

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

Business, Economics, Finance +12

New Results in Linear Filtering and Prediction Theory

R. E. Kalman, R. S. Bucy · Journal of Basic Engineering · 1961 · 6.3K citations

Natural Sciences, Mathematics, Dynamical Systems +16

Nonparametric Statistics

Sidney Siegel · The American Statistician · 1957 · 2.8K citations

Natural Sciences, Behavioral Sciences, Psychology +13

The Cost of Transacting

Harold Demsetz · The Quarterly Journal of Economics · 1968 · 1.9K citations

Business, Business Economics, Auction Theory +11