Myron S. Scholes : Citation Profile

Stanford University

18

H index

19

i10 index

10053

Citations

RESEARCH PRODUCTION:

31

Articles

13

Papers

5

Chapters

RESEARCH ACTIVITY:

   51 years (1972 - 2023). See details.
   Cites by year: 197
   Journals where Myron S. Scholes has often published
   Relations with other researchers
   Recent citing documents: 378.    Total self citations: 5 (0.05 %)

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   Permalink: http://citec.repec.org/psc29
   Updated: 2026-05-02    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Myron S. Scholes.

Is cited by:

Veld, Chris (33)

Platen, Eckhard (31)

Härdle, Wolfgang (29)

Venegas-Martínez, Francisco (24)

Renneboog, Luc (24)

Tabak, Benjamin (22)

Miao, Jianjun (21)

Schlogl, Erik (21)

Wu, Liuren (20)

Engle, Robert (19)

Wang, Neng (18)

Cites to:

Longstaff, Francis (13)

Jarrow, Robert (12)

Chen, Zhiwu (11)

Dybvig, Philip (11)

Lo, Andrew (11)

merton, robert (11)

Stulz, René (10)

Dybvig, Phillip (10)

Marcus, Alan (9)

Brennan, Michael (9)

Duffie, Darrell (9)

Main data

Where Myron S. Scholes has published?

Journals with more than one article published# docs
Journal of Finance8
Journal of Financial Economics4
The Journal of Business4
American Economic Review2
Journal of Financial Transformation2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
Research Papers / Stanford University, Graduate School of Business2

Recent works citing Myron S. Scholes (2026 and 2025)

YearTitle of citing document
2025Decision rights, capital structure, and efficiency. (2025). Guillem, Ordez Calafi ; Allan, Hernndez Chanto ; Andrs, Fioriti. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4801.

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2025Derivatives under Market Impact: Disentangling Cost and Information. (2025). Eyraud-Loisel, Anne ; Barigou, Karim ; Alimoradian, Behzad. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025002.

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2025Explicit approximations of option prices via Malliavin calculus in a general stochastic volatility framework. (2025). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:2006.01542.

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2025Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments. (2025). Rebentrost, Patrick ; Yu, Jeong. In: Papers. RePEc:arx:papers:2203.04924.

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2026Chaotic Hedging with Iterated Integrals and Neural Networks. (2024). Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2209.10166.

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2025European Option Pricing Under Generalized Tempered Stable Process: Empirical Analysis. (2025). Nzokem, A H. In: Papers. RePEc:arx:papers:2304.06060.

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2026Random neural networks for rough volatility. (2023). Zuric, Zan ; Jacquier, Antoine. In: Papers. RePEc:arx:papers:2305.01035.

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2026Machine learning for option pricing: an empirical investigation of network architectures. (2023). van Mieghem, Laurens ; Papazoglou-Hennig, Jonas ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:2307.07657.

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2025Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing. (2024). Fernholz, Ricardo. In: Papers. RePEc:arx:papers:2308.13717.

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2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

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2025Implied volatility (also) is path-dependent. (2024). Herv'e Andr`es, ; Jourdain, Benjamin ; Boumezoued, Alexandre. In: Papers. RePEc:arx:papers:2312.15950.

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2025On short-time behavior of implied volatility in a market model with indexes. (2025). Nguyen, Thai ; Chau, Huy N. In: Papers. RePEc:arx:papers:2402.16509.

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2025A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. (2025). Rou, Jasper ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:2403.00746.

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2025Calibrating the Heston model with deep differential networks. (2025). Morandotti, Marco ; Amici, Giovanni ; Zhang, Chen. In: Papers. RePEc:arx:papers:2407.15536.

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2025Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information. (2024). Franccois, Pascal ; Gauthier, Genevieve ; Fr'ed'eric Godin, ; Octavio, Carlos. In: Papers. RePEc:arx:papers:2407.21138.

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2025Robust financial calibration: a Bayesian approach for neural SDEs. (2024). Kurt, Kevin ; Flonner, Eva ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:2409.06551.

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2025Market information of the fractional stochastic regularity model. (2024). Garcin, Matthieu ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2409.07159.

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2026A market resilient data-driven approach to option pricing. (2024). Rana, Nimit ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2409.08205.

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2025Intergenerational cross-subsidies in UK Collective Defined Contribution (CDC) funds. (2025). Armstrong, John ; Donnelly, Catherine ; Dalby, James. In: Papers. RePEc:arx:papers:2411.13565.

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2025Market Making without Regret. (2024). Pathak, Vinayak ; Foscari, Luigi ; Colomboni, Roberto ; Cesari, Tommaso ; Cesa-Bianchi, Nicolo. In: Papers. RePEc:arx:papers:2411.13993.

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2025Semiclassical CEV Option Pricing Model: an Analytical Approach. (2024). Morales-Ruiz, Juan J ; Lope-Alba, Jose ; Capit, Jose A. In: Papers. RePEc:arx:papers:2411.18154.

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2026The AI Black-Scholes: Finance-Informed Neural Network. (2024). Patel, Raj ; Chi, Cheng ; Li, Xuanze ; Aboussalah, Amine M. In: Papers. RePEc:arx:papers:2412.12213.

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2025Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework. (2024). Kourakis, Ioannis ; Albani, Vinicius ; Singh, Kuldeep ; Zubelli, Jorge P. In: Papers. RePEc:arx:papers:2412.19020.

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2026Rough differential equations for volatility. (2024). Gasteratos, Ioannis ; Jacquier, Antoine ; Bonesini, Ofelia ; Ferrucci, Emilio. In: Papers. RePEc:arx:papers:2412.21192.

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2025A Space Mapping approach for the calibration of financial models with the application to the Heston model. (2025). Ehrhardt, Matthias ; Totzeck, Claudia ; Clevenhaus, Anna. In: Papers. RePEc:arx:papers:2501.14521.

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2025On non-uniqueness in the option valuation problem. (2025). Rozanova, Olga S ; Ladykova, Ekaterina A. In: Papers. RePEc:arx:papers:2501.18721.

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2025Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making. (2025). Swishchuk, Anatoliy ; Lalor, Luca. In: Papers. RePEc:arx:papers:2502.17417.

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2025Robust and Efficient Deep Hedging via Linearized Objective Neural Network. (2025). Cai, Lin ; Zhao, Lei. In: Papers. RePEc:arx:papers:2502.17757.

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2025Forecasting realized volatility in the stock market: a path-dependent perspective. (2025). Liu, Xiangdong ; Hong, Shaopeng ; Fu, Sicheng. In: Papers. RePEc:arx:papers:2503.00851.

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2025CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation. (2025). Tanaka, Yuki ; Hashimoto, Ryuji ; Izumi, Kiyoshi ; Murayama, Yuri ; Piao, Zhe ; Takayanagi, Takehiro. In: Papers. RePEc:arx:papers:2503.04164.

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2025Hedging with Sparse Reward Reinforcement Learning. (2025). Gao, Ting ; Zuo, Dewei ; Yuan, Gangnan ; Ding, Yiheng. In: Papers. RePEc:arx:papers:2503.04218.

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2025Modeling Stock Return Distributions and Pricing Options. (2025). Jiang, Xinxin. In: Papers. RePEc:arx:papers:2503.08666.

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2025Predicting and Mitigating Agricultural Price Volatility Using Climate Scenarios and Risk Models. (2025). Chakraborti, Anirban ; Rai, Anish ; Kailasam, Abbinav Sankar ; Shukla, Sudeep ; Das, Sourish. In: Papers. RePEc:arx:papers:2503.24324.

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2025The effect of latency on optimal order execution policy. (2025). Smith, Paul ; Saggese, Giacinto Paolo ; Ma, Chutian. In: Papers. RePEc:arx:papers:2504.00846.

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2025Deep Reinforcement Learning Algorithms for Option Hedging. (2025). Kosseim, Leila ; Fr'ed'eric Godin, ; Neagu, Andrei. In: Papers. RePEc:arx:papers:2504.05521.

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2025Deep Hedging with Options Using the Implied Volatility Surface. (2025). Fr'ed'eric Godin, ; Gauthier, Genevieve ; Franccois, Pascal. In: Papers. RePEc:arx:papers:2504.06208.

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2026Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation. (2025). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2504.12851.

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2025Symmetry classification and invariant solutions of the classical geometric mean reversion process. (2025). Gao, Dapeng ; Zhang, Jin. In: Papers. RePEc:arx:papers:2504.13094.

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2025Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks. (2025). Gueiros, Joao Felipe ; Chandravamsi, Hemanth ; Frankel, Steven H. In: Papers. RePEc:arx:papers:2504.20088.

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2025A new architecture of high-order deep neural networks that learn martingales. (2025). Ninomiya, Syoiti ; Ma, Yuming. In: Papers. RePEc:arx:papers:2505.03789.

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2025Error Analysis of Deep PDE Solvers for Option Pricing. (2025). Rou, Jasper. In: Papers. RePEc:arx:papers:2505.05121.

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2025Fast Learning in Quantitative Finance with Extreme Learning Machine. (2025). Liu, Shuaiqiang ; Cheng, Xue. In: Papers. RePEc:arx:papers:2505.09551.

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2025Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks. (2025). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn. In: Papers. RePEc:arx:papers:2505.13019.

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2025Academic Research Output Derivatives: Structuring Futures and Options on Research Output Index. (2025). Sharma, Amarendra. In: Papers. RePEc:arx:papers:2505.20492.

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2025Model-Free Deep Hedging with Transaction Costs and Light Data Requirements. (2025). Brugiere, Pierre ; Turinici, Gabriel. In: Papers. RePEc:arx:papers:2505.22836.

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2025Drawdowns, Drawups, and Occupation Times under General Markov Models. (2025). Zhang, Weinan ; Zeng, Pingping. In: Papers. RePEc:arx:papers:2506.00552.

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2025Neural Jumps for Option Pricing. (2025). Liu, Yanchu ; Guo, Hanzhong ; Zheng, Duosi ; Huang, Wei. In: Papers. RePEc:arx:papers:2506.05137.

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2025Applying Informer for Option Pricing: A Transformer-Based Approach. (2025). Ba, Feliks ; Chudziak, Jaroslaw A. In: Papers. RePEc:arx:papers:2506.05565.

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2025Explaining Risks: Axiomatic Risk Attributions for Financial Models. (2025). Chen, Dangxing. In: Papers. RePEc:arx:papers:2506.06653.

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2025Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling. (2025). Limmer, Yannick ; Buehler, Hans ; Horvath, Blanka ; Schmidt, Thorsten. In: Papers. RePEc:arx:papers:2506.07299.

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2025Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?. (2025). Pollok, Austin. In: Papers. RePEc:arx:papers:2506.07928.

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2026The Additive Bachelier model with an application to the oil option market in the Covid period. (2025). Baviera, Roberto ; Massaria, Michele Domenico. In: Papers. RePEc:arx:papers:2506.09760.

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2025Pricing options on the cryptocurrency futures contracts. (2025). Ko, Julia. In: Papers. RePEc:arx:papers:2506.14614.

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2025Empirical Models of the Time Evolution of SPX Option Prices. (2025). Hsieh, David A ; Brini, Alessio ; Kuiper, Patrick ; Moushegian, Sean ; Ye, David. In: Papers. RePEc:arx:papers:2506.17511.

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2026SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction. (2025). Zhuang, Jirong ; Wu, Xuan. In: Papers. RePEc:arx:papers:2506.22888.

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2025Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning. (2025). Jazayeri, Samaneh ; Keramati, Hadi. In: Papers. RePEc:arx:papers:2507.01972.

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2025Function approximations for counterparty credit exposure calculations. (2025). Demeterfi, Domagoj ; Glau, Kathrin ; Wunderlich, Linus. In: Papers. RePEc:arx:papers:2507.09004.

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2025Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets. (2025). Rola, Przemyslaw. In: Papers. RePEc:arx:papers:2507.09734.

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2025Data Synchronization at High Frequencies. (2025). Kong, Xinbing ; Liu, Cheng ; Wu, Bin. In: Papers. RePEc:arx:papers:2507.12220.

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2025Quadratic Volatility from the P\oschl-Teller Potential and Hyperbolic Geometry. (2025). Saucedo, Joel. In: Papers. RePEc:arx:papers:2507.12501.

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2025Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach. (2025). Lindquist, Brent W ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Monico, Chris ; Deep, Akash. In: Papers. RePEc:arx:papers:2507.16701.

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2025Time Deep Gradient Flow Method for pricing American options. (2025). Rou, Jasper. In: Papers. RePEc:arx:papers:2507.17606.

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2025Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options. (2025). Singh, Srisht Fateh ; Wu, Yuntao ; Gaskin, Samuel ; Michalopoulos, Panagiotis ; Klinck, Jeffrey ; Veneris, Andreas ; Ke, Reina. In: Papers. RePEc:arx:papers:2508.02971.

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2025Call Option Price using Pearson Diffusion Processes. (2025). Meka, Sesha ; Sarkar, Barun ; Bhar, Suprio. In: Papers. RePEc:arx:papers:2508.14577.

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2025Statistical Arbitrage in Options Markets by Graph Learning and Synthetic Long Positions. (2025). Klabjan, Diego ; Hong, Yoonsik. In: Papers. RePEc:arx:papers:2508.14762.

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2025Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options. (2025). Wysocki, Maciej. In: Papers. RePEc:arx:papers:2508.16598.

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2026Enhanced indexation using both equity assets and index options. (2025). Beasley, John ; Valle, Cristiano Arbex. In: Papers. RePEc:arx:papers:2508.21192.

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2025Pricing American options with exogenous and endogenous transaction costs. (2025). He, Xin-Jiang ; Yan, Dong ; Huang, Xin-Jie ; Ma, Guiyuan. In: Papers. RePEc:arx:papers:2509.00485.

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2025Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers. (2025). Halperin, Igor. In: Papers. RePEc:arx:papers:2509.02941.

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2025Data driven modeling of multiple interest rates with generalized Vasicek-type models. (2025). Viitasaari, Lauri ; Sottinen, Tommi ; Ilmonen, Pauliina ; Laurikkala, Milla ; Ralchenko, Kostiantyn. In: Papers. RePEc:arx:papers:2509.03208.

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2025Deep Learning Option Pricing with Market Implied Volatility Surfaces. (2025). Cheung, Kin ; Lu, Egang ; Ding, Lijie. In: Papers. RePEc:arx:papers:2509.05911.

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2025Joint calibration of the volatility surface and variance term structure. (2025). Yoo, Jiwook. In: Papers. RePEc:arx:papers:2509.08096.

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2025FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance. (2025). Chen, Zhi ; Li, Yang ; Zhang, Ruixun ; Yang, Steve Y. In: Papers. RePEc:arx:papers:2509.17964.

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2025Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model. (2025). Omotade, Blessing ; Rachev, Svetlozar T ; Lindquist, Brent W ; Nyarko, Nancy Asare ; Divelgama, Bhathiya. In: Papers. RePEc:arx:papers:2509.18099.

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2025Modelling Asset Price Dynamics with Investor Inertia: Diffusion with Advection and Fourth-Order Extension. (2025). Bastos, Luiz Gustavo ; da Silva, Diego. In: Papers. RePEc:arx:papers:2509.18488.

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2026Noise estimation of SDE from a single data trajectory. (2025). Lin, Guang ; Gao, Liyao ; Feng, QI ; Das, Purba ; Ali, Munawar. In: Papers. RePEc:arx:papers:2509.25484.

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2025Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing?. (2025). Milyushkov, Georgy. In: Papers. RePEc:arx:papers:2510.01446.

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2025Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India. (2025). Agarwal, Pankaj K ; Pradhan, H K ; Saxena, Konark. In: Papers. RePEc:arx:papers:2510.02741.

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2025Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.04569.

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2025Robust Pricing and Hedging of American Options in Continuous Time. (2025). Obl, Jan ; Guo, Ivan. In: Papers. RePEc:arx:papers:2510.05463.

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2025Quantum-Theoretical Re-interpretation of Pricing Theory. (2025). Xin, Tian. In: Papers. RePEc:arx:papers:2510.06287.

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2025Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging. (2025). Bracha, Zofia ; Sakowski, Pawel ; Micha, Jakub. In: Papers. RePEc:arx:papers:2510.09247.

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2025The Variance-Gamma Process for Option Pricing. (2025). Shenoy, Rohan ; Kempthorne, Peter. In: Papers. RePEc:arx:papers:2510.14093.

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2025On Time-subordinated Brownian Motion Processes for Financial Markets. (2025). Kempthorne, Peter ; Shenoy, Rohan. In: Papers. RePEc:arx:papers:2510.14108.

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2026Cryptocurrency as an Investable Asset Class: Coming of Age. (2025). Borri, Nicola ; Wu, XI ; Tsyvinski, Aleh ; Liu, Yukun. In: Papers. RePEc:arx:papers:2510.14435.

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2026Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Makers Handbook. (2025). Dalen, Shaw. In: Papers. RePEc:arx:papers:2510.15205.

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2025FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance. (2025). Li, Yang ; Chen, Zhi. In: Papers. RePEc:arx:papers:2510.15883.

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2025Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics. (2025). Zhang, Jian'An. In: Papers. RePEc:arx:papers:2510.15937.

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2025Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange. (2025). Dominic, Len Patrick ; Lim, Brian Godwin ; Dayta, Dominic ; Tiu, Benedict Ryan ; Tan, Renzo Roel ; Ikeda, Kazushi. In: Papers. RePEc:arx:papers:2510.15938.

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2025Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model. (2025). Wang, Zirun ; He, Xin-Jiang ; Zhou, KE ; Yan, Dong. In: Papers. RePEc:arx:papers:2510.21156.

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2026Adaptive Multilevel Splitting: First Application to Rare-Event Derivative Pricing. (2025). Gozzo, Riccardo. In: Papers. RePEc:arx:papers:2510.23461.

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2025Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations. (2025). Lu, Benzhuo ; Zhang, Wenxuan ; Guo, Yixiao. In: Papers. RePEc:arx:papers:2510.27132.

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2025An uncertainty-aware physics-informed neural network solution for the Black-Scholes equation: a novel framework for option pricing. (2025). Kazemian, Sina ; Farhani, Ghazal ; Yazdi, Amirhessam. In: Papers. RePEc:arx:papers:2511.05519.

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2025A Co-evolutionary Approach for Heston Calibration. (2025). Gutierrez, Julian. In: Papers. RePEc:arx:papers:2512.03922.

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2025Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting. (2025). Ślepaczuk, Robert ; Perekhodko, Anna. In: Papers. RePEc:arx:papers:2512.12250.

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2025Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management. (2025). Zhu, Julia ; Starling, Jacob ; Koch, Christian ; Lucius, Travon ; Urena, Miguel. In: Papers. RePEc:arx:papers:2512.12420.

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2025Arbitrage-Free Pricing with Diffusion-Dependent Jumps. (2025). Wu, Yihren ; John, Majnu ; Virk, Hamza. In: Papers. RePEc:arx:papers:2512.15071.

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2025An Efficient Machine Learning Framework for Option Pricing via Fourier Transform. (2025). Gao, Ying ; Zhang, Liying. In: Papers. RePEc:arx:papers:2512.16115.

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2026Convergence of the generalization error for deep gradient flow methods for PDEs. (2026). Rou, Jasper ; Liu, Chenguang ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:2512.25017.

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2026Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach. (2026). Liang, Shi-Dong. In: Papers. RePEc:arx:papers:2601.00293.

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2026Critical volatility threshold for log-normal to power-law transition. (2026). Kremnev, Valerii. In: Papers. RePEc:arx:papers:2601.01269.

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More than 100 citations found, this list is not complete...

Works by Myron S. Scholes:

YearTitleTypeCited
1998Derivatives in a Dynamic Environment. In: American Economic Review.
[Full Text][Citation analysis]		article16
1997Derivatives in a Dynamic Environment.(1997) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2000Crisis and Risk Management In: American Economic Review.
[Full Text][Citation analysis]		article69
2013Fischer Black In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
1995 Fischer Black..(1995) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2026Dynamic Tracking Error and the Total Portfolio Approach In: Papers.
[Full Text][Citation analysis]		paper0
1989STOCK INDEX FUTURES AND THE CRASH OF 87 In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
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1973Causes and Predictions of Rates of Return on Stocks and Bonds: Discussion. In: Journal of Finance.
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1976Taxes and the Pricing of Options. In: Journal of Finance.
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2001Merton H. Miller: Memories of a Great Mentor and Leader In: Journal of Finance.
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1992FIRMS RESPONSES TO ANTICIPATED REDUCTIONS IN TAX RATES - THE TAX-REFORM ACT OF 1986 In: Journal of Accounting Research.
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1992Firms Responses to Anticipated Reductions in Tax Rates: The Tax Reform Act of 1986.(1992) In: NBER Working Papers.
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1974The effects of dividend yield and dividend policy on common stock prices and returns In: Journal of Financial Economics.
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1989Decentralized investment banking : The case of discount dividend-reinvestment and stock-purchase plans In: Journal of Financial Economics.
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1989Decentralized Investment Banking: The Case of Discount Dividend-Reinve stment and Stock-Purchase Plans.(1989) In: NBER Working Papers.
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1978Dividends and taxes In: Journal of Financial Economics.
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1991The Role of Tax Rules in the Recent Restructuring of US Corporations In: NBER Chapters.
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1983Who Owns the Assets in a Defined-Benefit Pension Plan? In: NBER Chapters.
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1982Who Owns the Assets in a Defined Benefit Pension Plan.(1982) In: NBER Working Papers.
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1983Economic Implications of ERISA In: NBER Chapters.
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1982Economic Implications of ERISA.(1982) In: NBER Working Papers.
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1989Converting Corporations to Partnerships through Leverage: Theoretical and Practical Impediments In: NBER Working Papers.
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1989Employee Stock Ownership Plans and Corporate Restructuring: Myths and Realities In: NBER Working Papers.
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1989The Effects of Changes in Tax Laws on Corporate Reorganization Activity In: NBER Working Papers.
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1990The Effects of Changes in Tax Laws on Corporate Reorganization Activity..(1990) In: The Journal of Business.
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2006The Derivatives Sourcebook In: Foundations and Trends(R) in Finance.
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1990Tax Planning, Regulatory Capital Planning, and Financial Reporting Strategy for Commercial Banks. In: The Review of Financial Studies.
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1993Entretien avec Myron Scholes, Managing Director, Salomon Brothers et Professeur à Stanford In: Revue d'Économie Financière.
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2004The future of hedge funds In: Journal of Financial Transformation.
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2004The future of hedge funds.(2004) In: Journal of Financial Transformation.
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1978The Returns and Risk of Alternative Call Option Portfolio Investment Strategies. In: The Journal of Business.
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1982The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies. In: The Journal of Business.
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1973The Pricing of Options and Corporate Liabilities. In: Journal of Political Economy.
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