References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 1990Noise Trader Risk in Financial Markets6,259 cited
• 1987Expected stock returns and volatility4,147 cited
• 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
• 1993Measuring and Testing the Impact of News on Volatility3,692 cited
• 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
• 2000Conditional Skewness in Asset Pricing Tests2,837 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
• 1998Volume, Volatility, Price, and Profit When All Traders Are Above Average1,980 cited
• 1993Differences of Opinion Make a Horse Race