The intraday speed of adjustment of stock prices to earnings and dividend announcements

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.6K citations

Market Microstructure, Economics, Financial Economics +7

Misspecification of capital asset pricing

Marc R. Reinganum · Journal of Financial Economics · 1981 · 1.3K citations

Capital Asset Pricing, Financial Economics, Asset Pricing +6

The Random Character of Stock Market Prices

Richard N. Rosett, Paul H. Cootner · Econometrica · 1968 · 931 citations

Econophysics, Financial Economists, Economics +14

Anomalies in relationships between securities' yields and yield-surrogates

Ray Ball · Journal of Financial Economics · 1978 · 768 citations

Empirical Finance, Term Structure Model, Asset Pricing +3

Market microstructure

Mark B. Garman · Journal of Financial Economics · 1976 · 552 citations