Most cited
This page lists all time most cited articles for this title. Please use the publication date filters on the left if you would like to restrict this list to recently published content, for example to articles published in the last three years. The number of times each article was cited is displayed to the right of its title and can be clicked to access a list of all titles this article has been cited by.
- Cited by 16
New Evidence on the Valuation Effects of Convertible Bond Calls
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 295-307
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- Cited by 16
Moral Hazard, Agency Costs, and Asset Prices in a Competitive Equilibrium
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 503-532
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- Cited by 16
Granularity of Corporate Debt
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- Published online by Cambridge University Press:
- 02 September 2020, pp. 1127-1162
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- Cited by 16
Default Risk, Yield Spreads, and Time to Maturity
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 111-117
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- Cited by 16
Degree of Industry Concentration and Market Risk-Return Performance
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- 19 October 2009, pp. 627-635
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- Cited by 16
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns
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- 06 April 2009, pp. 221-227
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- Cited by 16
The Informative Role of the Value Line Investment Survey: Evidence from Stock Highlights
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- 06 April 2009, pp. 607-618
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- Cited by 16
The Cross Section of Expected Returns with MIDAS Betas
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- 06 December 2011, pp. 115-135
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- Cited by 16
Heterogeneity and Volatility Puzzles in International Finance
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- 10 September 2010, pp. 1485-1516
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- Cited by 16
Further Results on Asymmetric Stable Distributions of Stock Price Chances
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- 19 October 2009, pp. 39-55
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- Cited by 16
A Dynamic Global Portfolio Immunization Strategy in the World of Multiple Interest Rate Changes: A Dynamic Immunization and Minimax Theorem
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- 06 April 2009, pp. 355-363
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- Cited by 16
Large Bank Failures and Investor Risk Perceptions: Evidence from the Debt Market
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- 06 April 2009, pp. 527-532
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- Cited by 16
A Note on the E, SL Portfolio Selection Model
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- 19 October 2009, pp. 849-857
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- Cited by 16
Term Structure Forecasts of Long-Term Consumption Growth
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- 06 April 2009, pp. 241-258
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- Cited by 16
Nonstationarity and Portfolio Choice
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- 19 October 2009, pp. 217-235
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- Cited by 16
On Measuring the Risk of Common Stocks Implied by Options Prices: A Note
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- 06 April 2009, pp. 403-412
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- Cited by 16
The Systematic Risk of Discretely Rebalanced Option Hedges
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- 06 April 2009, pp. 507-516
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- Cited by 16
When Banks Grow Too Big for Their National Economies: Tail Risks, Risk Channels, and Government Guarantees
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- 22 August 2018, pp. 2041-2066
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- Cited by 16
Are Ratings the Worst Form of Credit Assessment Except for All the Others?
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- 16 January 2018, pp. 299-334
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- Cited by 15
Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk
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- 19 October 2009, pp. 33-62
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