George M. Constantinides : Citation Profile

Are you George M. Constantinides?

University of Chicago

23

H index

34

i10 index

7393

Citations

RESEARCH PRODUCTION:

48

Articles

40

Papers

1

Books

16

Chapters

EDITOR:

6

Books edited

2

Series edited

RESEARCH ACTIVITY:

   47 years (1976 - 2023). See details.
   Cites by year: 157
   Journals where George M. Constantinides has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 37 (0.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco144
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Perrakis, Stylianos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with George M. Constantinides.

Is cited by:

Campbell, John (45)

Ragot, Xavier (36)

Guiso, Luigi (34)

Schmukler, Sergio (32)

Guvenen, Fatih (32)

Krebs, Tom (32)

Stulz, René (29)

Semenov, Andrei (29)

Mehra, Rajnish (28)

Perrakis, Stylianos (28)

Uppal, Raman (26)

Cites to:

Mehra, Rajnish (30)

Campbell, John (29)

Cochrane, John (23)

Perrakis, Stylianos (23)

Mankiw, N. Gregory (22)

Hansen, Lars (21)

Shiller, Robert (16)

Abel, Andrew (14)

Barro, Robert (14)

Chernov, Mikhail (12)

Jackwerth, Jens (12)

Main data

Where George M. Constantinides has published?

Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics7
Journal of Political Economy5
Review of Financial Studies3
Critical Finance Review2
The Review of Asset Pricing Studies2
Journal of Economic Theory2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc22
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)3
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz2

Recent works citing George M. Constantinides (2024 and 2023)

YearTitle of citing document
2023Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010.

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2023Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2023Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173.

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2023Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672.

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2023A greedy algorithm for habit formation under multiplicative utility. (2023). Salisbury, Thomas S ; Kirusheva, Snezhana. In: Papers. RePEc:arx:papers:2305.04748.

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2023Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, J'Erome ; Cousin, Areski. In: Papers. RePEc:arx:papers:2305.16152.

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2023Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

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2023Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807.

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2023Non-Concave Utility Maximization with Transaction Costs. (2023). Yang, Chen ; Qian, Shuaijie. In: Papers. RePEc:arx:papers:2307.02178.

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2023Singular Control in a Cash Management Model with Ambiguity. (2023). , Jacco ; Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014.

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2023Life cycle insurance, bequest motives and annuity loads. (2023). Shevchenko, Pavel V ; Kingston, Geoffrey ; Arandjelovi, Aleksandar. In: Papers. RePEc:arx:papers:2310.06274.

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2023.

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2023Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23.

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2023The day?of?the?month effect and the performance of the dollar cost averaging strategy: Evidence from China. (2023). Yu, Bin ; Li, Hongze ; Jin, Xuejun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:797-815.

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2023Anticipation in leisure—Effects on labor?leisure choice. (2023). Monteiro, Goncalo ; Escobarposada, Rolando ; Chatterjee, Bibaswan. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:384-412.

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2023Relative deprivation, time preference, and economic growth. (2023). Chakrabarty, Debajyoti. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:489-525.

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2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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2023CLO Performance. (2023). Schwert, Michael ; Roberts, Michael R ; Cordell, Larry. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1235-1278.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023.

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2023Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers. (2023). Niehaus, Greg. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:249-281.

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2023.

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2023Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_83es.

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2023Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_83en.

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2023Mutual funds capital gains lock-in and earnings management. (2023). Dimmock, Stephen ; Zhang, Huai ; Feng, Fan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000718.

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2023Dynamic spending and portfolio decisions with a soft social norm. (2023). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000738.

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2023Macroeconomic volatility and the current account: Extending the evidence. (2023). Jalles, Joao ; Karras, Georgios. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001463.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023Household heterogeneity in macroeconomic models: A historical perspective. (2023). Saidi, Aurelien ; Duarte, Pedro Garcia ; Cherrier, Beatrice. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001265.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2023Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320.

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2023Religion groups and portfolio choice decisions: Evidence from UK households. (2023). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001241.

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2023Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520.

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2023ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623.

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2023Transaction costs, frequent trading, and stock prices. (2023). Isaenko, Sergey. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000647.

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2023Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (2023). Zhang, Qinyi ; Yu, Xiang ; Li, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:25-45.

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2023Optimal retirement savings over the life cycle: A deterministic analysis in closed form. (2023). Koch, Marlene ; Jensen, Bjarne Astrup ; Fischer, Marcel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:48-58.

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2023The power of narrative sentiment in economic forecasts. (2023). Sharpe, Steven ; Hollrah, Christopher A ; Sinha, Nitish R. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1097-1121.

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2023Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679.

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2023Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence. (2023). Knesl, Jii. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:271-296.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2023Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784.

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2023On history-dependent optimization models: A unified framework to analyze models with habits, satiation and optimal growth. (2023). Ulus, Ayegul Yildiz ; Morhaim, Lisa. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406822001331.

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2023On the concavity of consumption function under habit formation. (2023). Li, Lun ; Liu, Haoyu. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000228.

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2023Wealth Inequality and Endogenous Growth. (2023). Lee, Byoungchan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:133:y:2023:i:c:p:132-148.

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2023Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75.

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2023A stochastic card balance management problem with continuous and batch-type bilateral transactions. (2023). Barron, Yonit. In: Operations Research Perspectives. RePEc:eee:oprepe:v:10:y:2023:i:c:s221471602300009x.

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2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

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2023How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.

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2023Caregiving subsidies and spousal early retirement intentions. (2022). Costa-Font, Joan ; Vilaplana-Prieto, Cristina ; costa -Font, Joan . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114908.

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2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the US Equity Market. (2023). Ahmed, Yousry ; Elamer, Ahmed A ; Godfrey, Christopher ; Abdou, Hussein A ; Abdullah, Muhammad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:204-:d:1098335.

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2023.

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2023.

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2023Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Working Papers. RePEc:hal:wpaper:hal-04086378.

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2023The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:119-140.

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2023Reference Dependence in Intertemporal Preference. (2023). Zhong, Songfa ; Li, Zhihua. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:475-490.

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2023Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002.

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2023Rebalancing with transaction costs: theory, simulations, and actual data. (2023). Rockinger, Michael ; Bernoussi, Rim. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00419-6.

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2023Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5.

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2023Small Rebalanced Portfolios Often Beat the Market over Long Horizons. (2023). Hjalmarsson, Erik ; Farago, Adam. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:307-342..

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2023Optimal Portfolio Rebalancing with Sweep Under Transaction Cost. (2023). Arjmandi, Nabi. In: MPRA Paper. RePEc:pra:mprapa:117162.

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2023Equity Premium in Efficient Markets. (2023). Kausik, Nat. In: MPRA Paper. RePEc:pra:mprapa:119278.

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2023Stock Market Participation: The Role of Human Capital. (). Neelakantan, Urvi ; Ionescu, Felicia ; Athreya, Kartik. In: Review of Economic Dynamics. RePEc:red:issued:18-378.

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2023A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172.

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2023Identifying Preferences when Households are Financially Constrained. (). Tryphonides, Andreas. In: Review of Economic Dynamics. RePEc:red:issued:21-242.

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2023r Minus g. (). Barro, Robert. In: Review of Economic Dynamics. RePEc:red:issued:22-139.

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2023Identifying household finance heterogeneity via deep clustering. (2023). Fabozzi, Frank J ; Lee, Yongjae ; Hwang, Yoontae. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:2:d:10.1007_s10479-022-04900-3.

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2023An analytic derivation of the efficient frontier in biobjective cash management and its implications for policies. (2023). Rodriguez-Aguilar, Juan A ; Pla-Santamaria, David ; Salas-Molina, Francisco. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05433-z.

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2023A multidimensional review of the cash management problem. (2023). Salas-Molina, Francisco ; Guillen, Montserrat ; Rodriguez-Aguilar, Juan A. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00473-7.

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2023Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00499-w.

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2023A real options approach to value manufacturing flexibilities with regime-switching product demand. (2023). Sarkar, P ; C. -G. Lee, ; M. I. M. Wahab, . In: Flexible Services and Manufacturing Journal. RePEc:spr:flsman:v:35:y:2023:i:3:d:10.1007_s10696-022-09450-1.

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2023Social externalities, endogenous childcare costs, and fertility choice. (2023). Tursunalieva, Ainura ; Dzhumashev, Ratbek. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:1:d:10.1007_s00148-021-00885-8.

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2023Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30.

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2023Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Discussion Paper. RePEc:tiu:tiucen:c8da0a17-57cb-40bf-ab61-6608d1ea885a.

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2023Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Other publications TiSEM. RePEc:tiu:tiutis:c8da0a17-57cb-40bf-ab61-6608d1ea885a.

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2023Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium. (2018). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias. In: TSE Working Papers. RePEc:tse:wpaper:32475.

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2023Long?term capital gains taxes and stock prices: Evidence from India. (2023). Kadapakkam, Palanirajan ; Fallah, Mohammadali. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3033-3054.

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2023Who has an edge in trading index derivatives?. (2023). Lee, Jaeram ; Kang, Jangkoo ; Jang, Jeewon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:325-348.

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2023Conditional Equity Premium and Aggregate Corporate Investment. (2023). Qiu, Buhui ; Guo, Hui. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:251-295.

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2023Export impact on dividend policy for big Colombian exporting firms, 2006-2014. (2023). Merchan, Federico Alberto. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2243.

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2023Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers. (2023). Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:279899.

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George M. Constantinides is editor of

Journal
Handbook of the Economics of Finance
Handbook of the Economics of Finance

George M. Constantinides has edited the books:

YearTitleTypeCited

Works by George M. Constantinides:

YearTitleTypeCited
2020Mispriced index option portfolios In: Financial Management.
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2017Mispriced Index Option Portfolios.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 8		paper
1978Market Risk Adjustment in Project Valuation. In: Journal of Finance.
[Full Text][Citation analysis]		article60
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article18
1982 Optimal Bond Trading with Personal Tax: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves. In: Journal of Finance.
[Full Text][Citation analysis]		article6
1983Optimal Bond Trading with Personal Taxes: Implications for Bond Prices and Estimated Tax Brackets and Yield Curves.(1983) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 6		paper
1982 To Pay or Not to Pay Dividend: Discussion. In: Journal of Finance.
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1985 Debt and Taxes and Uncertainty: Discussion. In: Journal of Finance.
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1985 The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article14
2001Merton H. Miller In: Journal of Finance.
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2011Are Options on Index Futures Profitable for Risk?Averse Investors? Empirical Evidence In: Journal of Finance.
[Citation analysis]		article20
2010Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 20		paper
2008Are options on index futures profitable for risk averse investors? Empirical evidence.(2008) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 20		paper
2017Asset Pricing with Countercyclical Household Consumption Risk In: Journal of Finance.
[Full Text][Citation analysis]		article53
2014Asset Pricing with Countercyclical Household Consumption Risk.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 53		paper
2015Asset Pricing with Countercyclical Household Consumption Risk.(2015) In: 2015 Meeting Papers.
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This paper has nother version. Agregated cites: 53		paper
2006MARKET ORGANIZATION AND THE PRICES OF FINANCIAL ASSETS* In: Manchester School.
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2005Market Oganization and the prices of financial Assets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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This paper has nother version. Agregated cites: 0		paper
2001Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities In: Mathematical Finance.
[Full Text][Citation analysis]		article21
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21		paper
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1997Junior Cant Borrow: A New Perspective on the Equity Premium Puzzle In: Columbia - Graduate School of Business.
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1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence In: Rodney L. White Center for Financial Research Working Papers.
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1999Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(1999) In: NBER Working Papers.
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2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: NBER Working Papers.
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2002Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence.(2002) In: Journal of Political Economy.
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2011The Puzzle of Index Option Returns In: Working Paper Series of the Department of Economics, University of Konstanz.
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2012The Puzzle of Index Option Returns.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz.
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2013The Puzzle of Index Option Returns.(2013) In: The Review of Asset Pricing Studies.
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1997Transaction Costs and the Pricing of Financial Assets In: Multinational Finance Journal.
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2008Mispricing of S&P 500 Index Options In: NBER Working Papers.
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2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
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2009Mispricing of S&P 500 Index Options.(2009) In: Review of Financial Studies.
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2005Mispricing of S&P 500 index options.(2005) In: CoFE Discussion Papers.
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2010The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth In: NBER Working Papers.
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2014Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes In: NBER Working Papers.
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2015The Supply and Demand of S&P 500 Put Options In: NBER Working Papers.
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2005Option pricing: Real and risk-neutral distributions.(2005) In: CoFE Discussion Papers.
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1999Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences In: Finance and Stochastics.
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2015Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps In: World Scientific Books.
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2005Theory of Valuation: Overview and Recent Developments In: World Scientific Book Chapters.
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2015Introduction to Forward and Futures Contracts In: World Scientific Book Chapters.
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2015Pricing Forwards and Futures In: World Scientific Book Chapters.
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2015Interest Rate and Currency Swaps In: World Scientific Book Chapters.
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2015Introduction to Options and No-Arbitrage Restrictions In: World Scientific Book Chapters.
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2015Trading Strategies and Slope and Convexity Restrictions In: World Scientific Book Chapters.
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2015Optimal Early Exercise of American Options In: World Scientific Book Chapters.
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2015Binomial Option Pricing In: World Scientific Book Chapters.
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2015Using the Binomial Model In: World Scientific Book Chapters.
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2015The Black–Scholes–Merton Option Pricing Formula In: World Scientific Book Chapters.
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2015Options on Futures In: World Scientific Book Chapters.
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