The DOI matches its Crossref record; 12 of the 12 references it cites were found in a registry or an index.
A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*
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Citations
Cites
Efficient capital markets: A review of theory and empirical work
Fama, E. F. (1970) · The Journal of Finance · doi:10.2307/2325486 · Cited by 13,635
The Behavior of Stock-Market Prices
Fama, E. F. (1965) · The Journal of Business · doi:10.1086/294743 · Cited by 8,664
An Introduction to Probability Theory.
Fristedt, B., & Moran, P. A. P. (1986) · Journal of the American Statistical Association · doi:10.2307/2288022 · Cited by 3,300
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
Clark, P. K. (1973) · Econometrica · doi:10.2307/1913889 · Cited by 2,779
Industry Structure, Market Rivalry, and Public Policy
Demsetz, H. (1973) · The Journal of Law and Economics · doi:10.1086/466752 · Cited by 2,388
Proof that Properly Anticipated Prices Fluctuate Randomly
Samuelson, P. A. (2015) · World Scientific Handbook in Financial Economics Series · doi:10.1142/9789814566926_0002 · Cited by 2,078
Lintner, J. (1969) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330056 · Cited by 501
The Predictability of Stock Market Prices.
Clark, P. K., Granger, C. W. J., & Morgenstern, O. (1971) · The Journal of Finance · doi:10.2307/2325981 · Cited by 134
The Behavior of Interest Rates
Fama, E. F. (2006) · Review of Financial Studies · doi:10.1093/rfs/hhj019 · Cited by 124
The Behavior of Interest Rates.
Fisher, D., & Roll, R. W. (1972) · Economica · doi:10.2307/2552651 · Cited by 118
Cited by
The Relation Between Price Changes and Trading Volume: A Survey
Karpoff, J. M. (1987) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330874 · Cited by 2,377
Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects
LAMOUREUX, C. G., & LASTRAPES, W. D. (1990) · The Journal of Finance · doi:10.1111/j.1540-6261.1990.tb05088.x · Cited by 1,113
A Model of Competitive Stock Trading Volume
Wang, J. (1994) · Journal of Political Economy · doi:10.1086/261924 · Cited by 908
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
Bessembinder, H., & Seguin, P. J. (1993) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2331149 · Cited by 667
KARPOFF, J. M. (1986) · The Journal of Finance · doi:10.1111/j.1540-6261.1986.tb02531.x · Cited by 553
Metadata
- Authors
- Economics, T. E. C.
- Venue
- The Journal of Finance
- Publisher
- Wiley
- Published
- 1976-09
- Volume
- 31
- Issue
- 4
- Pages
- 1149-1168
- ISSN
- 0022-1082 (ISSN-L)
- 1540-6261
- OpenAlex
- W2027874509
- Cited by
- 607
- References
- 12
- FWCI
- 10.29
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- This page
- CoChat. (2026). Citation check: A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*. https://app.cochat.ai/papers/10.1111/j.1540-6261.1976.tb01966.x
- The paper
- Economics, T. E. C. (1976). A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*. The Journal of Finance. https://doi.org/10.1111/j.1540-6261.1976.tb01966.x
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.