|
2012
|
Sell-order liquidity and the cross-section of expected stock returns
|
Journal of Financial Economics
|
A
|
4
|
|
2005
|
The dynamics of international equity market expectations
|
Journal of Financial Economics
|
A
|
4
|
|
2001
|
Stock price volatility and equity premium
|
Journal of Monetary Economics
|
A
|
2
|
|
2001
|
Assessing Asset Pricing Anomalies.
|
The Review of Financial Studies
|
A
|
2
|
|
1998
|
Alternative factor specifications, security characteristics, and the cross-section of expected stock returns
|
Journal of Financial Economics
|
A
|
3
|
|
1997
|
International Portfolio Investment Flows.
|
Journal of Finance
|
A
|
2
|
|
1997
|
Strategic asset allocation
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
1997
|
Underpricing, ownership and control in initial public offerings of equity securities in the UK
|
Journal of Financial Economics
|
A
|
2
|
|
1996
|
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
|
Journal of Financial Economics
|
A
|
2
|
|
1996
|
Information, Trade, and Derivative Securities.
|
The Review of Financial Studies
|
A
|
2
|
|
1995
|
Investment analysis and price formation in securities markets
|
Journal of Financial Economics
|
A
|
2
|
|
1993
|
Brokerage Commission Schedules.
|
Journal of Finance
|
A
|
2
|
|
1993
|
Investment Analysis and the Adjustment of Stock Prices to Common Information.
|
The Review of Financial Studies
|
A
|
3
|
|
1992
|
International risk sharing and capital mobility: reply
|
Journal of International Money and Finance
|
B
|
2
|
|
1991
|
Stock Prices and the Supply of Information.
|
Journal of Finance
|
A
|
2
|
|
1990
|
Latent Assets.
|
Journal of Finance
|
A
|
1
|
|
1990
|
Shareholder Preferences and Dividend Policy.
|
Journal of Finance
|
A
|
2
|
|
1989
|
International risk sharing and capital mobility
|
Journal of International Money and Finance
|
B
|
2
|
|
1988
|
Stock splits, stock prices, and transaction costs
|
Journal of Financial Economics
|
A
|
2
|
|
1987
|
Efficient Financing under Asymmetric Information.
|
Journal of Finance
|
A
|
2
|
|
1986
|
A theory of price limits in futures markets
|
Journal of Financial Economics
|
A
|
1
|
|
1985
|
On the Geometric Mean Index: A Note
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1984
|
Optimal Financial Policy and Firm Valuation.
|
Journal of Finance
|
A
|
2
|
|
1982
|
Regulation and Corporate Investment Policy.
|
Journal of Finance
|
A
|
2
|
|
1982
|
An Equilibrium Model of Bond Pricing and a Test of Market Efficiency
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1981
|
Empirical Tests of Multi-Factor Pricing Model: Discussion.
|
Journal of Finance
|
A
|
1
|
|
1981
|
Optimal Portfolio Insurance
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1980
|
Conditional Predictions of Bond Prices and Returns.
|
Journal of Finance
|
A
|
2
|
|
1980
|
Analyzing Convertible Bonds
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1979
|
The Pricing of Contingent Claims in Discrete Time Models.
|
Journal of Finance
|
A
|
1
|
|
1979
|
A continuous time approach to the pricing of bonds
|
Journal of Banking & Finance
|
B
|
2
|
|
1978
|
Necessary Conditions for Aggregation in Securities Markets
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1978
|
Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1977
|
The Valuation of American Put Options.
|
Journal of Finance
|
A
|
2
|
|
1977
|
Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion.
|
Journal of Finance
|
A
|
2
|
|
1977
|
Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1977
|
Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1977
|
Savings bonds, retractable bonds and callable bonds
|
Journal of Financial Economics
|
A
|
2
|
|
1976
|
The Geometry of Separation and Myopia
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1976
|
The pricing of equity-linked life insurance policies with an asset value guarantee
|
Journal of Financial Economics
|
A
|
2
|
|
1975
|
Financial Models of Regulated Firms: Discussion.
|
Journal of Finance
|
A
|
1
|
|
1975
|
The Optimal Number of Securities in a Risky Asset Portfolio When There Are Fixed Costs of Transacting: Theory and Some Empirical Results
|
Journal of Financial and Quantitative Analysis
|
B
|
1
|
|
1974
|
An Inter-Temporal Approach to the Optimization of Dividend Policy with Predetermined Investments: Comment.
|
Journal of Finance
|
A
|
1
|
|
1973
|
An Approach to the Valuation of Uncertain Income Streams.
|
Journal of Finance
|
A
|
1
|
|
1972
|
The Value of Perfect Market Forecasts in Portfolio Selection: Discussion.
|
Journal of Finance
|
A
|
1
|
|
1972
|
Valuation and the Cost of Capital for Regulated Utilities: Comment.
|
Journal of Finance
|
A
|
1
|
|
1971
|
A Note on Dividend Irrelevance and the Gordon Valuation Model.
|
Journal of Finance
|
A
|
1
|
|
1971
|
Capital Market Equilibrium with Divergent Borrowing and Lending Rates
|
Journal of Financial and Quantitative Analysis
|
B
|
1
|