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| 1999 | Toeholds and Takeovers
RePEc:wpa:wuwpfi:9903005 [Citation Analysis] | 77 |
| 2004 | Finance and the Business Cycle: International, Inter-industry Evidence
RePEc:wpa:wuwpfi:0403001 [Citation Analysis] | 45 |
| 1998 | Is the Short Rate Drift Actually Nonlinear?
RePEc:wpa:wuwpfi:9808005 [Citation Analysis] | 37 |
| 2004 | Further evidence on the link between finance and growth: An international analysis of community banking and economic performance
RePEc:wpa:wuwpfi:0404016 [Citation Analysis] | 30 |
| 2002 | Asset Pricing Under The Quadratic Class
RePEc:wpa:wuwpfi:0207015 [Citation Analysis] | 28 |
| 2004 | Further evidence on the link between finance and growth: An international analysis of community banking and economic performance
RePEc:wpa:wuwpfi:0404017 [Citation Analysis] | 28 |
| 2001 | The Market Price of Aggregate Risk and the Wealth Distribution
RePEc:wpa:wuwpfi:0111004 [Citation Analysis] | 26 |
| 2004 | Does Investor Misvaluation Drive the Takeover Market?
RePEc:wpa:wuwpfi:0412002 [Citation Analysis] | 24 |
| 2004 | A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions
RePEc:wpa:wuwpfi:0412006 [Citation Analysis] | 24 |
| 2004 | Consistent high-precision volatility from high-frequency data
RePEc:wpa:wuwpfi:0407005 [Citation Analysis] | 23 |
| 2003 | Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
RePEc:wpa:wuwpfi:0312001 [Citation Analysis] | 23 |
| 2005 | Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality
RePEc:wpa:wuwpfi:0501011 [Citation Analysis] | 21 |
| 2003 | International Evidence on Financial Derivatives Usage
RePEc:wpa:wuwpfi:0307003 [Citation Analysis] | 21 |
| 2002 | Design and Estimation of Quadratic Term Structure Models
RePEc:wpa:wuwpfi:0207014 [Citation Analysis] | 19 |
| 2002 | Accouting for Biases in Black-Scholes
RePEc:wpa:wuwpfi:0207008 [Citation Analysis] | 19 |
| 1999 | Does Cash Flow Cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms
RePEc:wpa:wuwpfi:9902005 [Citation Analysis] | 19 |
| 2002 | Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
RePEc:wpa:wuwpfi:0210005 [Citation Analysis] | 19 |
| 2004 | Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?
RePEc:wpa:wuwpfi:0404023 [Citation Analysis] | 17 |
| 1998 | Volume, Volatility, Price and Profit When All Traders Are Above Average
RePEc:wpa:wuwpfi:9803001 [Citation Analysis] | 17 |
| 1997 | Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches
RePEc:wpa:wuwpfi:9712007 [Citation Analysis] | 16 |
| 1996 | Trading Frequency and Event Study Test Specification
RePEc:wpa:wuwpfi:9610002 [Citation Analysis] | 14 |
| 1999 | When are Options Overpriced? The Black-Scholes Model and Alternative Characterisations of the Pricing Kernel.
RePEc:wpa:wuwpfi:9904004 [Citation Analysis] | 14 |
| 1998 | Recovering Risk Aversion from Option Prices and Realized Returns
RePEc:wpa:wuwpfi:9803002 [Citation Analysis] | 14 |
| 2002 | Stealth-Trading: Which Traders Trades Move Stock Prices?
RePEc:wpa:wuwpfi:0201003 [Citation Analysis] | 13 |
| 2005 | Do Ads Influence Editors? Advertising and Bias in the Financial Media
RePEc:wpa:wuwpfi:0501003 [Citation Analysis] | 13 |
| 2004 | Do Investors Overvalue Firms With Bloated Balance Sheets?
RePEc:wpa:wuwpfi:0412001 [Citation Analysis] | 13 |
| 2004 | Fractional calculus and continuous-time finance
RePEc:wpa:wuwpfi:0411007 [Citation Analysis] | 12 |
| 2002 | Time-Changed Levy Processes and Option Pricing
RePEc:wpa:wuwpfi:0207011 [Citation Analysis] | 12 |
| 2005 | Econometric Tests of Asset Price Bubbles: Taking Stock
RePEc:wpa:wuwpfi:0504008 [Citation Analysis] | 11 |
| 2004 | Variance Risk Premia
RePEc:wpa:wuwpfi:0409015 [Citation Analysis] | 11 |
| 2004 | Investor protection and business creation
RePEc:wpa:wuwpfi:0404021 [Citation Analysis] | 11 |
| 1998 | Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints
RePEc:wpa:wuwpfi:9810003 [Citation Analysis] | 10 |
| 1997 | Market Efficiency and Marketing to Enhance Income of Crop Producers
RePEc:wpa:wuwpfi:9711004 [Citation Analysis] | 10 |
| 2004 | Fractional calculus and continuous-time finance II: the waiting- time distribution
RePEc:wpa:wuwpfi:0411008 [Citation Analysis] | 10 |
| 2004 | Simulation-based stress testing of banks regulatory capital adequacy
RePEc:wpa:wuwpfi:0405003 [Citation Analysis] | 9 |
| 2004 | Is Fairly Priced Deposit Insurance Possible?
RePEc:wpa:wuwpfi:0411018 [Citation Analysis] | 9 |
| 2004 | Market Indicators, Bank Fragility, and Indirect Market Discipline
RePEc:wpa:wuwpfi:0411015 [Citation Analysis] | 9 |
| 2004 | Good Day Sunshine: Stock Returns and the Weather
RePEc:wpa:wuwpfi:0412004 [Citation Analysis] | 9 |
| 2001 | An Empirical Comparison of Default Swap Pricing Models
RePEc:wpa:wuwpfi:0112003 [Citation Analysis] | 8 |
| 2004 | Can Individual Investors Beat the Market?
RePEc:wpa:wuwpfi:0412005 [Citation Analysis] | 8 |
| 1999 | Innovation and Market Value
RePEc:wpa:wuwpfi:9902009 [Citation Analysis] | 8 |
| 2003 | Explicit bond option and swaption formula in Heath-Jarrow-Morton one factor model
RePEc:wpa:wuwpfi:0310009 [Citation Analysis] | 8 |
| 2004 | Information Reusability, Competition and Bank Asset Quality
RePEc:wpa:wuwpfi:0411049 [Citation Analysis] | 8 |
| 2003 | On the Stability of Different Financial Systems
RePEc:wpa:wuwpfi:0305008 [Citation Analysis] | 7 |
| 1997 | Empirical Evidence on the Duration of Bank Relationships
RePEc:wpa:wuwpfi:9703002 [Citation Analysis] | 7 |
| 2003 | COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN EUROPEAN BANKING MARKETS
RePEc:wpa:wuwpfi:0310004 [Citation Analysis] | 7 |
| 2004 | Competition, Risk Neutrality and Loan Commitments
RePEc:wpa:wuwpfi:0411051 [Citation Analysis] | 7 |
| 2004 | Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes
RePEc:wpa:wuwpfi:0401002 [Citation Analysis] | 7 |
| 2002 | Why do European Venture Capital Companies syndicate?
RePEc:wpa:wuwpfi:0210006 [Citation Analysis] | 7 |
| 2004 | Why Do Firms Smooth Earnings?
RePEc:wpa:wuwpfi:0411021 [Citation Analysis] | 7 |
