This article provides a comprehensive list of papers that have had a significant impact on financial markets and quantitative finance. The list includes works from Nobel Prize-winning economists and covers topics such as optimal execution of portfolio transactions, energy prices, option valuation models, portfolio selection, and efficient capital markets. The article also introduces the popular concepts of the Kelly Criterion, Capital Asset Pricing Model, and Efficient Market Hypothesis. While some of these papers require mathematical maturity, they are essential reading for anyone looking to deepen their understanding of the stock market and quantitative finance. The article concludes by noting that further research and specialization in these topics is necessary.
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