Grossman, S. J., & Stiglitz, J. E. (1980). On the impossibility of informationally efficient markets. The American economic review, 70(3), 393-408. https://www.jstor.org/stable/1805228?seq=1
Jensen, M. C., & Meckling, W. H. (1979). Theory of the firm: Managerial behavior, agency costs, and ownership structure. In Economics social institutions (pp. 163-231). Springer, Dordrecht. https://link.springer.com/chapter/10.1007/978-94-009-9257-3_8
Hirshleifer, D., & Shumway, T. (2003) Good Day Sunshine: Stock Returns and the Weather. The Journal of Finance, Volume 58(3), 1009-1032 https://www.jstor.org/stable/3094570?seq=1
Resources for Python Users: Packages, modules, etc: