this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1985Using daily stock returns6,497 cited
- 1997Event Studies in Economics and Finance4,623 cited
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- 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
- 1976The pricing of commodity contracts2,859 cited
- 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
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- 2001The distribution of realized stock return volatility2,264 cited
- 1993Differences of Opinion Make a Horse Race1,650 cited
- 1998The relation between implied and realized volatility1,114 cited
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- 1999A Guide to Volatility and Variance Swaps439 cited
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