Citation Impact
Citing Papers
Trading and Exchanges: Market Microstructure for Practitioners
2002
Gradual Reforms of Capital Income Taxation
1986 StandoutNobel
Nonlinearity and temporal dependence
2009 StandoutNobel
The Theory of Capital Structure
1991 Standout
New Developments in Corporate Finance and Tax Avoidance: Some Evidence
1986
Liquidity provision, banking, and the allocation of interest rate risk
1994
Theory of Financial Decision Making.
1988
Dividend yields and expected stock returns
1988 StandoutNobel
Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model
1994
Investor Protection and Corporate Valuation
2002 Standout
Some Lessons from the Yield Curve
1995
Collective Moral Hazard, Maturity Mismatch, and Systemic Bailouts
2012 StandoutNobel
Economic Catastrophe Bonds
2008
A Survey of Corporate Governance
1997 Standout
Legal Determinants of External Finance
1997 Standout
A Survey of Corporate Governance
1997 Standout
Corporate Ownership Around the World
1999 Standout
Testing Trade-Off and Pecking Order Predictions About Dividends and Debt
2002 StandoutNobel
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
1993 Standout
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
1992 Standout
The Determinants of Capital Structure Choice
1988 Standout
A YIELD‐FACTOR MODEL OF INTEREST RATES
1996 Standout
Market Timing and Capital Structure
2002 Standout
Transform Analysis and Asset Pricing for Affine Jump-diffusions
2000 Standout
Noise Trader Risk in Financial Markets
1990 Standout
A nonlinear general equilibrium model of the term structure of interest rates
1989
LAPM: A Liquidity‐Based Asset Pricing Model
2001 StandoutNobel
Optimal bond trading with personal taxes
1984
The Volatility of Stock Market Prices
1987 StandoutScienceNobel
A Theory of Bank Capital
2000 StandoutNobel
Investor protection and corporate governance
2000 Standout
Risk measurement when shares are subject to infrequent trading
1979 Standout
The Choice Between Equity and Debt: An Empirical Study
1982
In Search of Attention
2011 Standout
Earnings management and investor protection: an international comparison
2003 Standout
An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse
1995
Efficient Capital Markets: II
1991 StandoutNobel
Term Structure Movements and Pricing Interest Rate Contingent Claims
1986
Permanent and Temporary Components of Stock Prices
1988 StandoutNobel
Conditional Skewness in Asset Pricing Tests
2000 Standout
Short-Term Interest Rates as Subordinated Diffusions
1997 StandoutNobel
The Cross‐Section of Expected Stock Returns
1992 StandoutNobel
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
2001 Standout
The Capital Structure Puzzle
1984 Standout
A Simple Model of Capital Market Equilibrium with Incomplete Information
1987 StandoutNobel
Financing decisions: who issues stock?
2004 StandoutNobel
Law and Finance
1998 Standout
The Contributions of the Economics of Information to Twentieth Century Economics
2000 StandoutNobel
Market Liquidity and Funding Liquidity
2008 Standout
Using daily stock returns
1985 Standout
Discounting the distant future: how much do uncertain rates increase valuations?
2003
Private and Public Supply of Liquidity
1998 StandoutNobel
Private Benefits of Control: An International Comparison
2004 Standout
Liquidity, Banks, and Markets
1997 StandoutNobel
Tax Clienteles and Asset Pricing
1986 StandoutNobel
The Term Structure of Interest Rates in a Partially Observable Economy
1989
The Value of the Voting Right: A Study of the Milan Stock Exchange Experience
1994
Determining Benefits and Costs for Future Generations
2013 StandoutScienceNobel
What Do We Know about Capital Structure? Some Evidence from International Data
1995 Standout
Interest Rate Volatility and the Term Structure: A Two‐Factor General Equilibrium Model
1992
Stock Prices, Earnings and Expected Dividends
1988 StandoutNobel
Empirical Performance of Alternative Option Pricing Models
1997 Standout
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
1986 StandoutNobel
Time and the Price Impact of a Trade
2000 StandoutNobel
Does the Stock Market Rationally Reflect Fundamental Values?
1986
An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate
1992 Standout
Security Markets: Stochastic Models
1988 StandoutNobel
The Capital Structure Puzzle
1984 Standout
Price Experimentation and Security Market Structure
1993
Works of Stephen M. Schaefer being referenced
Interest rate volatility and the shape of the term structure
1994
Measuring a Tax-Specific Term Structure of Interest Rates in the Market for British Government Securities
1981
Time-Dependent Variance and the Pricing of Bond Options
1987
TERM STRUCTURE WITH UNCERTAIN INFLATION
1977
The term structure of real interest rates and the Cox, Ingersoll, and Ross model
1994
The Interpretation of the Geometric Mean: A Note
1974
Continuous Price Processes in Frictionless Markets Have Infinite Variation
1984
Trading Systems in European Stock Exchanges: Current Performance and Policy Options
1990
Time‐Dependent Variance and the Pricing of Bond Options
1987
The regulation of banks and securities firms
1990
EQUITY MARKET TRANSPARENCY ON THE LONDON STOCK EXCHANGE
1995
Tax-induced clientele effects in the market for British government securities
1982
A Two-Factor Model of the Term Structure: An Approximate Analytical Solution
1984
Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios on Corporate Bonds
2004
Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005
2007