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| 1994 | Implied Binomial Trees.
RePEc:ucb:calbrf:rpf-232 [Citation Analysis] | 147 |
| 1997 | International Portfolio Investment Flows.
RePEc:ucb:calbrf:rpf-271 [Citation Analysis] | 134 |
| 1994 | Corporate Debt Value, Bond Covenants, and Optimal Capital Structure.
RePEc:ucb:calbrf:rpf-233 [Citation Analysis] | 70 |
| 1998 | Agency Costs, Risk Management, and Capital Structure.
RePEc:ucb:calbrf:rpf-278 [Citation Analysis] | 45 |
| 1979 | A Continuous-Time Approach to the Pricing of Bonds.
RePEc:ucb:calbrf:85 [Citation Analysis] | 45 |
| 1999 | Order Flow and Exchange Rate Dynamics.
RePEc:ucb:calbrf:rpf-288 [Citation Analysis] | 32 |
| 1976 | Informational Asymmetries, Financial Structure, and Financial Intermediation.
RePEc:ucb:calbrf:41 [Citation Analysis] | 26 |
| 1995 | Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of
Credit Spreads.
RePEc:ucb:calbrf:rpf-259 [Citation Analysis] | 25 |
| 1989 | Consumption and Portfolio Policies with Incomplete Markets and Short-Sale
Constraints: The Infinite Dimensional Case.
RePEc:ucb:calbrf:rpf-191 [Citation Analysis] | 25 |
| 1998 | The Credit Crunch and the Availability of Credit to Small Business
RePEc:ucb:calbrf:rpf-282 [Citation Analysis] | 20 |
| 1995 | Foreign Exchange Volume: Sound and Fury Signifying Nothing?
RePEc:ucb:calbrf:rpf-243 [Citation Analysis] | 15 |
| 1996 | Recovering Risk Aversion from Option Prices and Realized Returns.
RePEc:ucb:calbrf:rpf-265 [Citation Analysis] | 14 |
| 1987 | Risk and Return in an Equilibrium APT.
RePEc:ucb:calbrf:174 [Citation Analysis] | 13 |
| 1988 | The Attributes, Behavior and Performance of U.S. Mutual Funds.
RePEc:ucb:calbrf:181 [Citation Analysis] | 13 |
| 2000 | How Do Firms Choose Their Lenders? An Empirical Investigation.
RePEc:ucb:calbrf:rpf-256-rev [Citation Analysis] | 11 |
| 1989 | Consumption and Portfolio Policies with Incomplete Markets and Short-Sale
Constraints: The Finite Dimensional Case.
RePEc:ucb:calbrf:rpf-189 [Citation Analysis] | 11 |
| 1993 | Tests of Microstructural Hypotheses in the Foreign Exchange Market.
RePEc:ucb:calbrf:rpf-230 [Citation Analysis] | 9 |
| 1986 | Empirical Assessment of Present Value Relations.
RePEc:ucb:calbrf:162 [Citation Analysis] | 9 |
| 1997 | Profits and Position Control: A Week of FX Dealing.
RePEc:ucb:calbrf:rpf-273 [Citation Analysis] | 7 |
| 1998 | Search Costs: The Neglected Spread Component.
RePEc:ucb:calbrf:rpf-285 [Citation Analysis] | 6 |
| 1994 | Trading and Liquidity on the Tokyo Stock Exchange: A Birds Eye View.
RePEc:ucb:calbrf:rpf-234 [Citation Analysis] | 6 |
| 1997 | Is There Private Information in the FX Market? The Tokyo Experiment.
RePEc:ucb:calbrf:rpf-270 [Citation Analysis] | 6 |
| 1990 | Convergence from Discrete to Continuous Time Contingent Claims Prices.
RePEc:ucb:calbrf:rpf-199 [Citation Analysis] | 5 |
| 1976 | The Limited Information Efficiency of Market Processes.
RePEc:ucb:calbrf:43 [Citation Analysis] | 5 |
| 1994 | Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk.
RePEc:ucb:calbrf:rpf-240 [Citation Analysis] | 5 |
| 1979 | The Option Value of Reserves of Natural Resources.
RePEc:ucb:calbrf:94 [Citation Analysis] | 5 |
| 1982 | To Pay or Not to Pay Dividends.
RePEc:ucb:calbrf:124 [Citation Analysis] | 4 |
| 1996 | Implied Binomial Trees: Generalizations and Empirical Tests.
RePEc:ucb:calbrf:rpf-262 [Citation Analysis] | 4 |
| 1986 | Dividend Behavior for the Aggregate Stock Market.
RePEc:ucb:calbrf:163 [Citation Analysis] | 4 |
| 1981 | The Stability of UK Risk Measures and the Problem of Thin Trading.
RePEc:ucb:calbrf:120 [Citation Analysis] | 3 |
| 1990 | Moment Approximation and Estimation of Diffusion Models of Asset Prices.
RePEc:ucb:calbrf:rpf-193 [Citation Analysis] | 3 |
| 1993 | Optimal Transparency in a Dealership Market with an Application to Foreign
Exchange.
RePEc:ucb:calbrf:rpf-231 [Citation Analysis] | 3 |
| 1987 | Estimating Pervasive Economic Factors with Missing Observations.
RePEc:ucb:calbrf:173 [Citation Analysis] | 3 |
| 1989 | LBOs and Taxes: No One to Blame But Ourselves?
RePEc:ucb:calbrf:rpf-185 [Citation Analysis] | 3 |
| 1983 | Pricing Deposit Insurance: The Effects of Mismeasurement.
RePEc:ucb:calbrf:142 [Citation Analysis] | 3 |
| 1996 | Generalized Binomial Trees.
RePEc:ucb:calbrf:rpf-264 [Citation Analysis] | 3 |
| 1991 | Low Margins, Derivative Securities, and Volatility.
RePEc:ucb:calbrf:rpf-211 [Citation Analysis] | 3 |
| 1976 | Information, Managerial Choice, and Stockholder Unanimity.
RePEc:ucb:calbrf:55 [Citation Analysis] | 2 |
| 1996 | Are Investors Reluctant to Realize Their Losses?
RePEc:ucb:calbrf:rpf-269 [Citation Analysis] | 2 |
| 1984 | Dealerships, Trading Externalities, and General Equilibrium.
RePEc:ucb:calbrf:143 [Citation Analysis] | 2 |
| 1975 | The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets.
RePEc:ucb:calbrf:34 [Citation Analysis] | 2 |
| 1995 | Implied Probability Distributions: Empirical Analysis.
RePEc:ucb:calbrf:rpf-250 [Citation Analysis] | 2 |
| 1976 | A General Theory of Asset Valuation under Diffusion State Processes.
RePEc:ucb:calbrf:50 [Citation Analysis] | 2 |
| 1996 | Volume, Volatility, Price and Profit When All Trader Are Above Average.
RePEc:ucb:calbrf:rpf-266 [Citation Analysis] | 2 |
| 1991 | Continuously Rebalanced Investment Strategies.
RePEc:ucb:calbrf:rpf-205 [Citation Analysis] | 2 |
| 1989 | Market Liquidity, Hedging and Crashes.
RePEc:ucb:calbrf:rpf-192 [Citation Analysis] | 2 |
| 1989 | Market Liquidity, Hedging and Crashes.
RePEc:ucb:calbrf:rpf-184 [Citation Analysis] | 2 |
| 1991 | Industry vs. Other Factors in Risk Prediction.
RePEc:ucb:calbrf:rpf-201 [Citation Analysis] | 2 |
| 1982 | Comments on the Valuation of Derivative Assets.
RePEc:ucb:calbrf:125 [Citation Analysis] | 2 |
| 1977 | The Limits of Price Information in Market Processes.
RePEc:ucb:calbrf:61 [Citation Analysis] | 2 |
