WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETS

Time Series Analysis: Forecasting and Control

Beat Kleiner · Technometrics · 1977 · 2.7K citations

Forecasting Methodology, Predictive Analytics, Process Control +4

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

George E. P. Box, David A. Pierce · Journal of the American Statistical Association · 1970 · 2.2K citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

George E. P. Box, David A. Pierce · Journal of the American Statistical Association · 1970 · 2K citations

Some anomalous evidence regarding market efficiency

Michael C. Jensen · Journal of Financial Economics · 1978 · 1.4K citations

Economics, Market Failure, Price Formation +5

A Theory of Common Stock Returns Over Trading and Non‐Trading Periods

George S. Oldfield, Richard J. Rogalski · The Journal of Finance · 1980 · 140 citations

Market Microstructure, Empirical Finance, Economics +7