The Journal of Finance · 1977 · 306 citations · 12 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsAsset Pricing EmpiricsAsset Return ModelingCapital MarketsEconometric Forecast ModelsEconometric Forecasting ModelsMarket Condition EffectsParameter Stability TestingStable Market Conditions
12
The Behavior of Stock-Market Prices
Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations
Tests of Equality Between Sets of Coefficients in Two Linear Regressions
Gregory C. Chow · Econometrica · 1960 · 6.5K citations
E. J. Hannan, Henri Theil · Technometrics · 1973 · 3.2K citations
Capital Market Equilibrium with Restricted Borrowing
Fischer Black · The Journal of Business · 1972 · 3.2K citations