| Differential interpretation of public signals and trade in speculative markets E Kandel, ND Pearson Journal of Political Economy 103 (4), 831-872, 1995 | 1504 | 1995 |
| Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case H He, ND Pearson Journal of Economic Theory 54 (2), 259-304, 1991 | 655 | 1991 |
| Value at risk TJ Linsmeier, ND Pearson Financial analysts journal 56 (2), 47-67, 2000 | 636 | 2000 |
| Exploiting the conditional density in estimating the term structure: An application to the Cox, Ingersoll, and Ross model ND Pearson, TS Sun The Journal of Finance 49 (4), 1279-1304, 1994 | 618 | 1994 |
| The dark side of financial innovation: A case study of the pricing of a retail financial product BJ Henderson, ND Pearson Journal of Financial Economics 100 (2), 227-247, 2011 | 459 | 2011 |
| Risk measurement: An introduction to value at risk TJ Linsmeier, ND Pearson | 434 | 1996 |
| New evidence on the financialization of commodity markets BJ Henderson, ND Pearson, L Wang The Review of Financial Studies 28 (5), 1285-1311, 2015 | 415 | 2015 |
| Is the short rate drift actually nonlinear? DA Chapman, ND Pearson The Journal of Finance 55 (1), 355-388, 2000 | 344 | 2000 |
| Option market activity J Lakonishok, I Lee, ND Pearson, AM Poteshman The Review of Financial Studies 20 (3), 813-857, 2007 | 321 | 2007 |
| Stock price clustering on option expiration dates SX Ni, ND Pearson, AM Poteshman Journal of Financial Economics 78 (1), 49-87, 2005 | 254 | 2005 |
| Why does the option to stock volume ratio predict stock returns? L Ge, TC Lin, ND Pearson Journal of Financial Economics 120 (3), 601-622, 2016 | 229 | 2016 |
| Is there price discovery in equity options? D Muravyev, ND Pearson, JP Broussard Journal of Financial Economics 107 (2), 259-283, 2013 | 212 | 2013 |
| Risk budgeting: portfolio problem solving with value-at-risk ND Pearson John Wiley & Sons, 2011 | 189 | 2011 |
| Open-end mutual funds and capital-gains taxes MJ Barclay, ND Pearson, MS Weisbach Journal of Financial Economics 49 (1), 3-43, 1998 | 188 | 1998 |
| Quantitative disclosures of market risk in the SEC release TJ Linsmeier, ND Pearson Accounting Horizons 11 (1), 107, 1997 | 149 | 1997 |
| Using proxies for the short rate: when are three months like an instant? DA Chapman, JB Long Jr, ND Pearson The Review of Financial Studies 12 (4), 763-806, 1999 | 145 | 1999 |
| Options trading costs are lower than you think D Muravyev, ND Pearson The Review of Financial Studies 33 (11), 4973-5014, 2020 | 132 | 2020 |
| Recent advances in estimating term-structure models DA Chapman, ND Pearson Financial Analysts Journal 57 (4), 77-95, 2001 | 89 | 2001 |
| An efficient approach for pricing spread options ND Pearson Available at SSRN 7010, 1999 | 86 | 1999 |
| Using value-at-risk to control risk taking: how wrong can you be? X Ju, ND Pearson OFOR Working Paper Series, no. 98-08, 1998 | 85 | 1998 |
Brian HendersonAssociate Professor of Finance, George Washington University在 gwu.edu 的电子邮件经过验证
