The DOI matches its Crossref record; 23 of the 23 references it cites were found in a registry or an index.
Stock market prices and long-range dependence
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
The Fractal Geometry of Nature
Mandelbrot, B. B., & Wheeler, J. A. (1983) · American Journal of Physics · doi:10.1119/1.13295 · Cited by 21,832
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
Malkiel, B. G., & Fama, E. F. (1970) · The Journal of Finance · doi:10.1111/j.1540-6261.1970.tb00518.x · Cited by 15,699
The Behavior of Stock-Market Prices
Fama, E. F. (1965) · The Journal of Business · doi:10.1086/294743 · Cited by 8,664
An Intertemporal Capital Asset Pricing Model
Merton, R. C. (1973) · Econometrica · doi:10.2307/1913811 · Cited by 6,508
Long-Term Storage Capacity of Reservoirs
Hurst, H. E. (1951) · Transactions of the American Society of Civil Engineers · doi:10.1061/taceat.0006518 · Cited by 6,212
The Econometrics of Financial Markets
Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (2012) · Princeton University Press eBooks · doi:10.2307/j.ctt7skm5 · Cited by 5,875
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
Lo, A. W., & MacKinlay, A. C. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.1.41 · Cited by 3,731
Statistics for Long-Memory Processes.
Ray, W. D., & Beran, J. (1996) · Journal of the Royal Statistical Society. Series A (Statistics in Society) · doi:10.2307/2983481 · Cited by 2,686
Long-term Memory in Stock Market Prices
Lo, A. (1989) · National Bureau of Economic Research · doi:10.3386/w2984 · Cited by 1,433
Metadata
- Authors
- Willinger, W., Taqqu, M. S., & Teverovsky, V.
- Venue
- Finance and Stochastics
- Published
- 1999-01-01
- Volume
- 3
- Issue
- 1
- Pages
- 1-13
- ISSN
- 0949-2984 (ISSN-L)
- 1432-1122
- OpenAlex
- W2080713461
- Cited by
- 373
- References
- 23
- FWCI
- 24.41
- Type
- journal article
- Language
- en
- Open access
- green
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- CoChat. (2026). Citation check: Stock market prices and long-range dependence. https://app.cochat.ai/papers/10.1007/s007800050049
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- Willinger, W., Taqqu, M. S., & Teverovsky, V. (1999). Stock market prices and long-range dependence. Finance and Stochastics. https://doi.org/10.1007/s007800050049
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
