37(top 20%)
papers
6.7K(top 2%)
citations
29(top 5%)
h-index
35(top 10%)
g-index
41
all documents
9.5K
doc citations
645
citing journals
105
times ranked
Filter by:Articles (Lifetime) (1) | Citations (Lifetime) (5) | Citations (per year) (19) | Most Cited Article (Lifetime) (4) | Most Cited Article (per year) (29) | Low Rankings (Lifetime) (6) | Low Rankings (per year) (45) |
1st most cited author in Journal of Portfolio Management (1988) [with 152 citations of 1 articles]
1st most cited paper in Journal of Portfolio Management (1988) [with 152 citations of an article]
1st most cited author in Journal of Financial Markets (2013) [with 621 citations of 1 articles]
1st most cited paper in Journal of Financial Markets (2013) [with 621 citations of an article]
2nd most cited author in Journal of Financial Markets (2009) [with 226 citations of 1 articles]
2nd most cited paper in Journal of Financial Markets (2009) [with 226 citations of an article]
2nd most cited author in Journal of Financial Markets (lifetime) [with 1100 citations of 4 articles]
3rd most cited paper in Review of Financial Studies (1991) [with 456 citations of an article]
3rd most cited paper in Handbook of Statistics (1996) [with 68 citations of an article]
3rd most cited author in Journal of Financial Markets (2002) [with 197 citations of 1 articles]
3rd most cited paper in Journal of Financial Markets (2002) [with 197 citations of an article]
4th most cited paper in Journal of Finance (1991) [with 1494 citations of an article]
4th most cited author in Journal of Financial and Quantitative Analysis (1996) [with 314 citations of 1 articles]
4th most cited paper in Journal of Financial and Quantitative Analysis (1996) [with 314 citations of an article]
4th most cited author in Review of Financial Studies (1991) [with 456 citations of 1 articles]
4th most cited paper in Journal of Financial Markets (1999) [with 56 citations of an article]
4th most cited paper in Journal of Financial Econometrics (2021) [with 31 citations of an article]
5th most cited author in Journal of Finance (1991) [with 1494 citations of 2 articles]
5th most cited paper in Journal of Financial Markets (lifetime) [with 1100 citations of an article]
6th most cited author in Journal of Finance (1995) [with 1389 citations of 2 articles]
7th most cited paper in Journal of Finance (1995) [with 1389 citations of an article]
7th most cited author in Journal of Financial Economics (2001) [with 860 citations of 1 articles]
7th most cited paper in Journal of Financial Economics (2001) [with 860 citations of an article]
7th most cited author in Review of Financial Studies (1993) [with 432 citations of 1 articles]
7th most cited paper in Review of Financial Studies (1993) [with 432 citations of an article]
9th most cited author in SSRN Electronic Journal (1999) [with 152 citations of 1 articles]
9th most cited paper in SSRN Electronic Journal (1999) [with 152 citations of an article]
9th most cited author in Journal of Finance (1987) [with 143 citations of 2 articles]
9th most cited paper in Journal of Finance (1987) [with 143 citations of an article]
11th most cited author in Journal of Finance (2009) [with 831 citations of 1 articles]
11th most cited paper in Journal of Finance (2009) [with 831 citations of an article]
11th most cited author in Journal of Financial Economics (1988) [with 400 citations of 1 articles]
11th most cited paper in Journal of Financial Economics (1988) [with 400 citations of an article]
14th most cited paper in Handbook of Statistics (lifetime) [with 68 citations of an article]
15th most cited author in Journal of Financial and Quantitative Analysis (2004) [with 122 citations of 1 articles]
15th most cited paper in Journal of Financial and Quantitative Analysis (2004) [with 122 citations of an article]
15th most cited author in Review of Financial Studies (1995) [with 137 citations of 1 articles]
15th most cited paper in Review of Financial Studies (1995) [with 137 citations of an article]
17th most cited paper in Journal of Finance (1984) [with 21 citations of an article]
18th most published author in Journal of Finance (lifetime) [with 12 articles having 4736 citations]
20th most cited author in Journal of Finance (1993) [with 348 citations of 2 articles]
20th most cited paper in Journal of Finance (1993) [with 348 citations of an article]
23rd most cited paper in Journal of Portfolio Management (lifetime) [with 152 citations of an article]
24th most cited paper in Journal of Financial and Quantitative Analysis (2018) [with 75 citations of an article]
25th most cited paper in SSRN Electronic Journal (2002) [with 85 citations of an article]
30th most cited author in Journal of Finance (2003) [with 384 citations of 1 articles]
30th most cited paper in Journal of Finance (2003) [with 384 citations of an article]
30th most cited paper in Journal of Financial Economics (1996) [with 50 citations of an article]
33rd most cited paper in SSRN Electronic Journal (1998) [with 26 citations of an article]
33rd most cited author in Journal of Portfolio Management (lifetime) [with 152 citations of 1 articles]
35th most cited author in Journal of Finance (lifetime) [with 4736 citations of 12 articles]
41st most cited author in SSRN Electronic Journal (lifetime) [with 399 citations of 6 articles]
42nd most cited paper in Journal of Finance (1999) [with 126 citations of an article]
44th most cited author in Journal of Finance (1999) [with 126 citations of 1 articles]
52nd most cited paper in SSRN Electronic Journal (2001) [with 54 citations of an article]
55th most cited paper in SSRN Electronic Journal (2003) [with 65 citations of an article]
72nd most cited paper in SSRN Electronic Journal (lifetime) [with 399 citations of an article]
84th most cited author in Journal of Financial and Quantitative Analysis (lifetime) [with 511 citations of 3 articles]