Economics, Econometrics and Finance · Social Sciences
50h-index43.0kcitations95works0.02yr avg
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Research Topics
Economic theories and models(56), Financial Markets and Investment Strategies(33), Complex Systems and Time Series Analysis(18), Monetary Policy and Economic Impact(14), Stochastic processes and financial applications(13)
Publications95 total
Columbia University Press eBooks·2014· 5 cited
The Journal of Law and Economics·1997· 157 cited
The Journal of Finance·1996· 81 cited
The Journal of Finance·1996· 279 cited
The Journal of Finance·1995· 109 cited
The Journal of Finance·1995· 34 cited
Mathematical Finance·1993· 396 cited
Digital Access to Scholarship at Harvard (DASH) (Harvard University)·1993· 5 citedOpen Access
1992· 296 citedOpen Access
Journal of Financial and Quantitative Analysis·1992· 160 cited
Optimal Dynamic Trading with Leverage
1992· 2 cited
Hübner international series on risk, insurance, and economic security·1992· 2.0k cited
The Journal of Business·1992· 157 cited
The Journal of Finance·1990· 185 cited
ICFA Continuing Education Series·1990· 3 citedOpen Access
Un análisis de las implicaciones de las estrategias dinámicas de cobertura y "program trading" sobre la volatilidad del precio de los futuros y de las acciones
Información Comercial Española, ICE: Revista de economía·1990
Econometrica·1990· 522 cited
THE INFORMATION ROLE OF UPSTAIRS AND DOWNSTAIRS TRADING
RePEc: Research Papers in Economics·1990· 40 cited
Stock Market Volatility and the Crash
RePEc: Research Papers in Economics·1990· 7 cited
Review of Financial Studies·1990· 25 cited
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Frequent Co-authors
Oliver Hart(11), Robert J. Shiller(5), Joseph E. Stiglitz(4), Merton H. Miller(4), Zhongquan Zhou(3), Angelo Melino(3), Laurence Weiss(2), Jean-Luc Vila(2), Daniel R. Fischel(2), Guy Laroque(1), Motty Perry(1), John Campbell(1), Jiang Wang(1), Richard E. Kihlstrom(1), Leonard J. Mirman(1), J. S. Jordan(1), Kenneth R. Cone(1), David J. Ross(1)