Neurocomputing · 2012 · 11 citations · 15 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsTime Series AnalysisCapital MarketsFinancial Time Series AnalysisInformation EconomicsStock MarketsTime Series EconometricsTrend AnalysisFinancial Market EfficiencyFinancial Trend AnalysisInformational EfficiencyMarket Reaction To InformationMarket Trend Prediction
15
A Mathematical Theory of Communication
Claude E. Shannon · Bell System Technical Journal · 1948 · 80.7K citations
The Behavior of Stock-Market Prices
Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations
The Variation of Certain Speculative Prices
Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations
Engineering, Economics, Finance +11