References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
• 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
• 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
• 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
• 2000Conditional Skewness in Asset Pricing Tests2,837 cited
• 1980On estimating the expected return on the market2,818 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
• 1969Economics and Information Theory2,117 cited
• 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
• 2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options1,354 cited
• 1990Implications of Security Market Data for Models of Dynamic Economies1,088 cited
• 2001