206(top 1%)
papers
7.8K(top 1%)
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40(top 1%)
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86(top 1%)
g-index
269
all documents
10.1K
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2.2K
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Top Articles

#TitleJournalYearCitations
1Corporate governance in the Asian financial crisisJournal of Financial Economics20001,409
2A Closed-Form GARCH Option Valuation ModelReview of Financial Studies2000806
3Late BudgetsAmerican Economic Journal: Economic Policy2012613
4Social Outcomes in Mid- to Later Adulthood Among Individuals Diagnosed With Autism and Average Nonverbal IQ as ChildrenJournal of the American Academy of Child and Adolescent Psychiatry2013345
5Theory of constant proportion portfolio insuranceJournal of Economic Dynamics and Control1992312
6A framework for complex climate change risk assessmentOne Earth2021244
7Static Hedging of Exotic OptionsJournal of Finance1998221
8Crises and Recoveries in an Empirical Model of Consumption DisastersAmerican Economic Journal: Macroeconomics2013216
9Quantum mechanical Carnot engineJournal of Physics A2000205
10Antibiotic resistance as a global threat: evidence from China, Kuwait and the United StatesGlobalization and Health2006199
11A note on cost stickiness: Some international comparisonsManagement Accounting Research2006199
12THE INFORMATIONAL CONTENT OF BOND RATINGSJournal of Financial Research1987194
13Capital ratios and bank lending: A matched bank approachJournal of Financial Intermediation2013189
14The end of one big deflationExplorations in Economic History1990182
15How large is the bias in self-reported disability?Journal of Applied Econometrics2004176
16How Firms Should HedgeReview of Financial Studies2002151
17COMPETITIVE DECLINE AND CORPORATE RESTRUCTURING: IS A MYOPIC STOCK MARKET To BLAME?Journal of Applied Corporate Finance1988137
18On the Rate of Convergence of Discrete-Time Contingent ClaimsMathematical Finance2000134
19Productivity growth in U.K. companies, 1975–1986European Economic Review1992127
20The ECB and the Interbank MarketEconomic Journal2012126
21Improvisation and the Logic of Exchange in Socially Embedded TransactionsAdministrative Science Quarterly2002120
22Estimating the Density Tail Index for Financial Time SeriesReview of Economics and Statistics1997118
23Cash and the Economy: Evidence from India’s Demonetization*Quarterly Journal of Economics2020115
24The Equilibrium Real Funds Rate: Past, Present, and FutureIMF Economic Review2016114
25Exact Diffusion for Distributed Optimization and Learning—Part I: Algorithm DevelopmentIEEE Transactions on Signal Processing2019102
26Reynolds number scaling of particle clustering in turbulent aerosolsNew Journal of Physics200493
27IBM Streams Processing Language: Analyzing Big Data in motionIBM Journal of Research and Development201392
28The Design of Fiscal AdjustmentsTax Policy and the Economy201386
29Risk-Constrained Dynamic Active Portfolio ManagementManagement Science200083
30Self and informant reports of mental health difficulties among adults with autism findings from a long-term follow-up studyAutism201583
31Accounting for Biases in Black-ScholesSSRN Electronic Journal200482
32On the origin of power-law fluctuations in stock pricesQuantitative Finance200481
33The Credit Spread PuzzleSSRN Electronic Journal200374
34Momentum Strategies in Futures Markets and Trend-following FundsSSRN Electronic Journal070
35Rapid Oscillations in Cataclysmic Variables. XIII. WZ Sagittae RevisitedPublications of the Astronomical Society of the Pacific199867
36The Political Economy of the Greek Debt Crisis: A Tale of Two BailoutsAmerican Economic Journal: Macroeconomics201462
37Individual investors and gender similarities in an emerging stock marketPacific-Basin Finance Journal200859
38Relationship Banking and the Pricing of Financial ServicesJournal of Financial Services Research200954
39Exact Diffusion for Distributed Optimization and Learning—Part II: Convergence AnalysisIEEE Transactions on Signal Processing201952
40Are Credit Ratings Procyclical?SSRN Electronic Journal200351
41Comparing Alternative Hedge Accounting Standards: Shareholders' PerspectiveReview of Accounting Studies199950
42Finding Alpha via Covered Index WritingFinancial Analysts Journal200650
43Joint Source and Channel Coding for MIMO Systems: Is it Better to be Robust or Quick?IEEE Transactions on Information Theory200848
44The Headquarters–subsidiaries Trench:European Management Journal200547
45Hedonic price indices for the Paris housing marketA St A - Advances in Statistical Analysis200446
46Exact Sampling of Jump DiffusionsOperations Research201343
47Why Are Some Industries More Cyclical Than Others?Journal of Business and Economic Statistics199642
48Depth improvement and adjusted price improvement on the New York stock exchangeJournal of Financial Markets200242
49The value of combining the information content of analyst recommendations and target pricesJournal of Financial Markets200942
50Energy-Distortion Tradeoffs in Gaussian Joint Source-Channel Coding ProblemsIEEE Transactions on Information Theory201242