Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange

Spectral Analysis and its Applications.

Walter Freiberger, Gwilym M. Jenkins, Donald G. Watts · Journal of the American Statistical Association · 1969 · 5K citations

Spectral Theory, Engineering, Spectral Analysis +5

Risk measurement when shares are subject to infrequent trading

Elroy Dimson · Journal of Financial Economics · 1979 · 2.8K citations

Financial Economics, Financial Risk Management, Risk Management +6

SPECTRAL ANALYSIS OF NEW YORK STOCK MARKET PRICES

Clive W. J. Granger, Oskar Morgenstern · Kyklos · 1963 · 381 citations

Spectral Theory, Engineering, Seasonal Variation +16

International Capital Markets.

Paul Draper, Edwin J. Elton, Martin J. Gruber · The Economic Journal · 1976 · 202 citations

Global Markets, Emerging Market, Economics +15

The Statistical Analysis of Time Series.

Herbert Davis, T. W. Anderson · Journal of the American Statistical Association · 1973 · 168 citations

Engineering, Financial Time Series Analysis, Business +5