Physica A Statistical Mechanics and its Applications · 2019 · 39 citations · 37 references
BusinessBusiness EconomicsEconomicsEconometricsFinancial EconometricsFinancial EconomicsAsset Pricing EmpiricsCapital MarketsFinancial MathematicsMarket EfficiencyProfitability AnalysisReturn AnalysisFinancial Market EfficiencyHurst Exponent EstimationReit Market EfficiencyReit Operating PerformanceReit Performance Measurement
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The Behavior of Stock-Market Prices
Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations
Long-Term Memory in Stock Market Prices
Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text
Social Sciences, Economics, Finance +17
The Adaptive Markets Hypothesis
Andrew W. Lo · The Journal of Portfolio Management · 2004 · 1.6K citations
Some anomalous evidence regarding market efficiency
Michael C. Jensen · Journal of Financial Economics · 1978 · 1.4K citations