References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
• 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,600 cited
• 2002Dynamic Conditional Correlation7,126 cited
• 1976The arbitrage theory of capital asset pricing7,081 cited
• 1966Equilibrium in a Capital Asset Market4,896 cited
• 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
• 1997Testing the equality of prediction mean squared errors2,103 cited
• 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
• 1991The Variation of Economic Risk Premiums1,740 cited
• 2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options1,354 cited
• 2008