References

• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1976The arbitrage theory of capital asset pricing7,081 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 2005Stochastic Integration and Differential Equations4,594 cited
• 2004Power and Bipower Variation with Stochastic Volatility and Jumps2,033 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 2002Asymmetric correlations of equity portfolios1,530 cited
• 2007Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility1,448 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
• 2003A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data1,373 cited
• 2005Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation1,346 cited
• 2008Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise1,232 cited
• 2004Bad Beta, Good Beta1,167 cited
• 2006Realized Variance and Market Microstructure Noise