REV FINANC STUD: Most-Cited Full-Text Articles http://rfs.oxfordjournals.org/ Most-cited rankings are recalculated at the beginning of the month and are based on citations to articles on this journal site from articles in other HighWire-hosted journals. 2009-11-19 <![CDATA[A theory of intraday patterns: volume and price variability]]> http://rfs.oxfordjournals.org/cgi/content/short/1/1/3?rss=1&ssource=mfc Jan 1, 1988; 1:3-40
Articles]]> AR Admati, P Pfleiderer 1988-01-01 10.1093/rfs/1.1.3 Oxford University Press <![CDATA[A closed-form solution for options with stochastic volatility with applications to bond and currency options]]> http://rfs.oxfordjournals.org/cgi/content/short/6/2/327?rss=1&ssource=mfc Apr 1, 1993; 6:327-343
Articles]]> SL Heston 1993-04-01 10.1093/rfs/6.2.327 Oxford University Press <![CDATA[The dividend-price ratio and expectations of future dividends and discount factors]]> http://rfs.oxfordjournals.org/cgi/content/short/1/3/195?rss=1&ssource=mfc Jul 1, 1988; 1:195-228
Articles]]> JY Campbell, RJ Shiller 1988-07-01 10.1093/rfs/1.3.195 Oxford University Press <![CDATA[Testing continuous-time models of the spot interest rate]]> http://rfs.oxfordjournals.org/cgi/content/short/9/2/385?rss=1&ssource=mfc Apr 1, 1996; 9:385-426
Articles]]> Ait-Sahalia Y 1996-04-01 10.1093/rfs/9.2.385 Oxford University Press <![CDATA[Recovering risk aversion from option prices and realized returns]]> http://rfs.oxfordjournals.org/cgi/content/short/13/2/433?rss=1&ssource=mfc Apr 1, 2000; 13:433-451
Articles]]> JC Jackwerth 2000-04-01 10.1093/rfs/13.2.433 Oxford University Press <![CDATA[Differences of opinion make a horse race]]> http://rfs.oxfordjournals.org/cgi/content/short/6/3/473?rss=1&ssource=mfc Jul 1, 1993; 6:473-506
Articles]]> M Harris, A Raviv 1993-07-01 10.1093/rfs/6.3.473 Oxford University Press <![CDATA[Empirical characteristics of dynamic trading strategies: the case of hedge funds]]> http://rfs.oxfordjournals.org/cgi/content/short/10/2/275?rss=1&ssource=mfc Apr 1, 1997; 10:275-302
Articles]]> W Fung, DA Hsieh 1997-04-01 10.1093/rfs/10.2.275 Oxford University Press <![CDATA[An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks]]> http://rfs.oxfordjournals.org/cgi/content/short/18/1/131?rss=1&ssource=mfc Jan 1, 2005; 18:131-164
Articles]]> Jun Liu, Jun Pan, Tan Wang 2005-01-01 Oxford University Press <![CDATA[Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options]]> http://rfs.oxfordjournals.org/cgi/content/short/16/1/101?rss=1&ssource=mfc Jan 1, 2003; 16:101-143
Articles]]> Gurdip Bakshi, Nikunj Kapadia, Dilip Madan 2003-01-01 10.1093/rfs/16.1.101 Oxford University Press <![CDATA[Jumps and stochastic volatility: exchange rate processes implicit in deutsche mark options]]> http://rfs.oxfordjournals.org/cgi/content/short/9/1/69?rss=1&ssource=mfc Jan 1, 1996; 9:69-107
Articles]]> DS Bates 1996-01-01 10.1093/rfs/9.1.69 Oxford University Press <![CDATA[Stock Return Predictability: Is it There?]]> http://rfs.oxfordjournals.org/cgi/content/short/20/3/651?rss=1&ssource=mfc May 1, 2007; 20:651-707
Articles]]> Andrew Ang, Geert Bekaert 2007-05-01 Oxford University Press <![CDATA[Term Structure Dynamics in Theory and Reality]]> http://rfs.oxfordjournals.org/cgi/content/short/16/3/631?rss=1&ssource=mfc Jul 1, 2003; 16:631-678
Articles]]> Qiang Dai, Kenneth Singleton 2003-07-01 10.1093/rfs/hhg010 Oxford University Press <![CDATA[On the estimation of beta-pricing models]]> http://rfs.oxfordjournals.org/cgi/content/short/5/1/1?rss=1&ssource=mfc Jan 1, 1992; 5:1-55
Articles]]> J Shanken 1992-01-01 10.1093/rfs/5.1.1 Oxford University Press <![CDATA[Risks and Portfolio Decisions Involving Hedge Funds]]> http://rfs.oxfordjournals.org/cgi/content/short/17/1/63?rss=1&ssource=mfc Jan 1, 2004; 17:63-98
Articles]]> Vikas Agarwal, Narayan Y. Naik 2004-01-01 Oxford University Press <![CDATA[Familiarity Breeds Investment]]> http://rfs.oxfordjournals.org/cgi/content/short/14/3/659?rss=1&ssource=mfc Jul 1, 2001; 14:659-680
Regular]]> Gur Huberman 2001-07-01 10.1093/rfs/14.3.659 Oxford University Press <![CDATA[Differences of Opinion, Short-Sales Constraints, and Market Crashes]]> http://rfs.oxfordjournals.org/cgi/content/short/16/2/487?rss=1&ssource=mfc Apr 1, 2003; 16:487-525
Articles]]> Harrison Hong, Jeremy C. Stein 2003-04-01 10.1093/rfs/hhg006 Oxford University Press <![CDATA[Dynamic Volume-Return Relation of Individual Stocks]]> http://rfs.oxfordjournals.org/cgi/content/short/15/4/1005?rss=1&ssource=mfc Jul 1, 2002; 15:1005-1047
Articles]]> Guillermo Llorente, Roni Michaely, Gideon Saar, Jiang Wang 2002-07-01 10.1093/rfs/15.4.1005 Oxford University Press <![CDATA[Asymmetric volatility and risk in equity markets]]> http://rfs.oxfordjournals.org/cgi/content/short/13/1/1?rss=1&ssource=mfc Jan 1, 2000; 13:1-42
Articles]]> G Bekaert, G Wu 2000-01-01 10.1093/rfs/13.1.1 Oxford University Press <![CDATA[A theory of the interday variations in volume, variance, and trading costs in securities markets]]> http://rfs.oxfordjournals.org/cgi/content/short/3/4/593?rss=1&ssource=mfc Oct 1, 1990; 3:593-624
Articles]]> FD Foster, S Viswanathan 1990-10-01 10.1093/rfs/3.4.593 Oxford University Press <![CDATA[Modeling term structures of defaultable bonds]]> http://rfs.oxfordjournals.org/cgi/content/short/12/4/687?rss=1&ssource=mfc Jul 2, 1999; 12:687-720
Articles]]> D Duffie, KJ Singleton 1999-07-02 10.1093/rfs/12.4.687 Oxford University Press <![CDATA[International Asset Allocation With Regime Shifts]]> http://rfs.oxfordjournals.org/cgi/content/short/15/4/1137?rss=1&ssource=mfc Jul 1, 2002; 15:1137-1187
Articles]]> Andrew Ang, Geert Bekaert 2002-07-01 10.1093/rfs/15.4.1137 Oxford University Press <![CDATA[Are insider trades informative?]]> http://rfs.oxfordjournals.org/cgi/content/short/14/1/79?rss=1&ssource=mfc Jan 1, 2001; 14:79-11
Articles]]> J Lakonishok, I Lee 2001-01-01 10.1093/rfs/14.1.79 Oxford University Press <![CDATA[Stock market prices do not follow random walks: evidence from a simple specification test]]> http://rfs.oxfordjournals.org/cgi/content/short/1/1/41?rss=1&ssource=mfc Jan 1, 1988; 1:41-66
Articles]]> AW Lo, AC MacKinlay 1988-01-01 10.1093/rfs/1.1.41 Oxford University Press <![CDATA[Conflict of interest and the credibility of underwriter analyst recommendations]]> http://rfs.oxfordjournals.org/cgi/content/short/12/4/653?rss=1&ssource=mfc Jul 2, 1999; 12:653-686
Articles]]> R Michaely, KL Womack 1999-07-02 10.1093/rfs/12.4.653 Oxford University Press <![CDATA[Dividend yields and expected stock returns: alternative procedures for inference and measurement]]> http://rfs.oxfordjournals.org/cgi/content/short/5/3/357?rss=1&ssource=mfc Jul 1, 1992; 5:357-386
Articles]]> RJ Hodrick 1992-07-01 10.1093/rfs/5.3.357 Oxford University Press <![CDATA[Testing Trade-Off and Pecking Order Predictions About Dividends and Debt]]> http://rfs.oxfordjournals.org/cgi/content/short/15/1/1?rss=1&ssource=mfc Jan 1, 2002; 15:1-33
Regular]]> Eugene F. Fama, Kenneth R. French 2002-01-01 10.1093/rfs/15.1.1 Oxford University Press <![CDATA[Learning to be overconfident]]> http://rfs.oxfordjournals.org/cgi/content/short/14/1/1?rss=1&ssource=mfc Jan 1, 2001; 14:1-27
Articles]]> S Gervais, T Odean 2001-01-01 10.1093/rfs/14.1.1 Oxford University Press <![CDATA[The interaction between product market and financing strategy: the role of venture capital]]> http://rfs.oxfordjournals.org/cgi/content/short/13/4/959?rss=1&ssource=mfc Oct 1, 2000; 13:959-984
Articles]]> T Hellman, M Puri 2000-10-01 10.1093/rfs/13.4.959 Oxford University Press <![CDATA[Asymmetric information and the medium of exchange in takeovers: theory and tests]]> http://rfs.oxfordjournals.org/cgi/content/short/3/4/651?rss=1&ssource=mfc Oct 1, 1990; 3:651-675
Articles]]> BE Eckbo, RM Giammarino, RL Heinkel 1990-10-01 10.1093/rfs/3.4.651 Oxford University Press <![CDATA[Bank underwriting of debt securities: modern evidence]]> http://rfs.oxfordjournals.org/cgi/content/short/10/4/1175?rss=1&ssource=mfc Oct 1, 1997; 10:1175-1202
Articles]]> A Gande, M Puri, A Saunders, I Walter 1997-10-01 10.1093/rfs/10.4.1175 Oxford University Press <![CDATA[The Risk and Predictability of International Equity Returns]]> http://rfs.oxfordjournals.org/cgi/content/short/6/3/527?rss=1&ssource=mfc Aug 1, 1993; 6:527-566
Articles]]> Wayne E. Ferson, Campbell R. Harvey 1993-08-01 10.1093/rfs/6.3.527 Oxford University Press <![CDATA[Does the Source of Capital Affect Capital Structure?]]> http://rfs.oxfordjournals.org/cgi/content/short/19/1/45?rss=1&ssource=mfc Mar 1, 2006; 19:45-79
Articles]]> Michael Faulkender, Mitchell A. Petersen 2006-03-01 Oxford University Press <![CDATA[Evaluating an Alternative Risk Preference in Affine Term Structure Models]]> http://rfs.oxfordjournals.org/cgi/content/short/17/2/379?rss=1&ssource=mfc Apr 1, 2004; 17:379-404
Articles]]> Jefferson Duarte 2004-04-01 Oxford University Press <![CDATA[Greener Pastures and the Impact of Dynamic Institutional Preferences]]> http://rfs.oxfordjournals.org/cgi/content/short/16/4/1203?rss=1&ssource=mfc Oct 1, 2003; 16:1203-1238
Articles]]> James A. Bennett, Richard W. Sias, Laura T. Starks 2003-10-01 10.1093/rfs/hhg040 Oxford University Press <![CDATA[Delta-Hedged Gains and the Negative Market Volatility Risk Premium]]> http://rfs.oxfordjournals.org/cgi/content/short/16/2/527?rss=1&ssource=mfc Apr 1, 2003; 16:527-566
Articles]]> Gurdip Bakshi, Nikunj Kapadia 2003-04-01 10.1093/rfs/hhg002 Oxford University Press <![CDATA[Stock Return Predictability: A Bayesian Model Selection Perspective]]> http://rfs.oxfordjournals.org/cgi/content/short/15/4/1223?rss=1&ssource=mfc Jul 1, 2002; 15:1223-1249
Articles]]> K. J. Martijn Cremers 2002-07-01 10.1093/rfs/15.4.1223 Oxford University Press <![CDATA[The risk in hedge fund strategies: theory and evidence from trend followers]]> http://rfs.oxfordjournals.org/cgi/content/short/14/2/313?rss=1&ssource=mfc Apr 1, 2001; 14:313-341
Articles]]> W Fung, DA Hsieh 2001-04-01 10.1093/rfs/14.2.313 Oxford University Press <![CDATA[Transactions, volume, and volatility]]> http://rfs.oxfordjournals.org/cgi/content/short/7/4/631?rss=1&ssource=mfc Oct 1, 1994; 7:631-651
Articles]]> CM Jones, G Kaul, ML Lipson 1994-10-01 10.1093/rfs/7.4.631 Oxford University Press <![CDATA[Estimation of the bid - ask spread and its components: a new approach]]> http://rfs.oxfordjournals.org/cgi/content/short/4/4/623?rss=1&ssource=mfc Oct 1, 1991; 4:623-656
Articles]]> TJ George, G Kaul, M Nimalendran 1991-10-01 10.1093/rfs/4.4.623 Oxford University Press <![CDATA[Stock prices and volume]]> http://rfs.oxfordjournals.org/cgi/content/short/5/2/199?rss=1&ssource=mfc Apr 1, 1992; 5:199-242
Articles]]> AR Gallant, PE Rossi, G Tauchen 1992-04-01 10.1093/rfs/5.2.199 Oxford University Press <![CDATA[One day in the life of a very common stock]]> http://rfs.oxfordjournals.org/cgi/content/short/10/3/805?rss=1&ssource=mfc Jul 1, 1997; 10:805-835
Articles]]> D Easley, NM Kiefer, M O''Hara 1997-07-01 10.1093/rfs/10.3.805 Oxford University Press <![CDATA[Implementing statistical criteria to select return forecasting models: what do we learn?]]> http://rfs.oxfordjournals.org/cgi/content/short/12/2/405?rss=1&ssource=mfc Apr 1, 1999; 12:405-428
Articles]]> P Bossaerts, P Hillion 1999-04-01 10.1093/rfs/12.2.405 Oxford University Press <![CDATA[Maximum Likelihood Estimation of Latent Affine Processes]]> http://rfs.oxfordjournals.org/cgi/content/short/19/3/909?rss=1&ssource=mfc Sep 1, 2006; 19:909-965
Articles]]> David S. Bates 2006-09-01 Oxford University Press <![CDATA[A Trade-Based Analysis of Momentum]]> http://rfs.oxfordjournals.org/cgi/content/short/19/2/457?rss=1&ssource=mfc Jun 1, 2006; 19:457-491
Articles]]> Soeren Hvidkjaer 2006-06-01 Oxford University Press <![CDATA[Structural Models of Corporate Bond Pricing: An Empirical Analysis]]> http://rfs.oxfordjournals.org/cgi/content/short/17/2/499?rss=1&ssource=mfc Apr 1, 2004; 17:499-544
Articles]]> Young Ho Eom, Jean Helwege, Jing-Zhi Huang 2004-04-01 10.1093/rfs/hhg053 Oxford University Press <![CDATA[Quadratic Term Structure Models: Theory and Evidence]]> http://rfs.oxfordjournals.org/cgi/content/short/15/1/243?rss=1&ssource=mfc Jan 1, 2002; 15:243-288
Regular]]> Dong-Hyun Ahn, Robert F. Dittmar, A. Ronald Gallant 2002-01-01 10.1093/rfs/15.1.243 Oxford University Press <![CDATA[Valuing American options by simulation: a simple least-squares approach]]> http://rfs.oxfordjournals.org/cgi/content/short/14/1/113?rss=1&ssource=mfc Jan 1, 2001; 14:113-147
Articles]]> FA Longstaff, ES Schwartz 2001-01-01 10.1093/rfs/14.1.113 Oxford University Press <![CDATA[The price of a smile: hedging and spanning in option markets]]> http://rfs.oxfordjournals.org/cgi/content/short/14/2/495?rss=1&ssource=mfc Apr 1, 2001; 14:495-527
Articles]]> A Buraschi, J Jackwerth 2001-04-01 10.1093/rfs/14.2.495 Oxford University Press <![CDATA[Multimarket trading and market liquidity]]> http://rfs.oxfordjournals.org/cgi/content/short/4/3/483?rss=1&ssource=mfc Jul 1, 1991; 4:483-511
Articles]]> B Chowhdry, V Nanda 1991-07-01 10.1093/rfs/4.3.483 Oxford University Press <![CDATA[A theory of trading in stock index futures]]> http://rfs.oxfordjournals.org/cgi/content/short/4/1/17?rss=1&ssource=mfc Jan 1, 1991; 4:17-51
Articles]]> A Subrahmanyam 1991-01-01 10.1093/rfs/4.1.17 Oxford University Press