References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1997On Persistence in Mutual Fund Performance17,267 cited
• 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 2003Modeling and Forecasting Realized Volatility3,887 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1993A long memory property of stock market returns and a new model3,257 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1999Option valuation using the fast Fourier transform