Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach

The Theory of Games and Economic Behavior

R. Wes Harrison, John von Neumann, Oskar Morgenstern · Journal of Farm Economics · 1945 · 5.3K citations

Social Sciences, Economics, Behavioral Economics +11

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Michael Rothschild, Joseph E. Stiglitz · The Quarterly Journal of Economics · 1976 · 5K citations

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Michael Rothschild, Joseph E. Stiglitz · Journal of Economic Theory · 1970 · 3.9K citations

Business, Risk Management, Risk Analysis +8

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John Hull, Alan White · The Journal of Finance · 1987 · 3.9K citations · Full text

Business, Economics, Finance +12

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Robert F. Engle, Tim Bollerslev · Econometric Reviews · 1986 · 2.1K citations

Business, Economics, Finance +15