Asset Pricing Publications

Publications in Asset Pricing

Explore the most influential research papers and scholarly works that have shaped Asset Pricing. Use the concept filter below to focus on a specific sub-area of research.

Asset Pricing

49.7K

Publications

4.3M

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
The Pricing of Options and Corporate Liabilities Fischer Black, Myron S. Scholes Journal of Political Economy Option PricingLiability (Financial Accounting)Asset PricingCorporate TaxCorporate Liabilities	1973	29.1K
Common risk factors in the returns on stocks and bonds Eugene F. Fama, Kenneth R. French Journal of Financial Economics EconomicsFinancial EconomicsAsset PricingCommon Risk FactorsFinancial Risk Management	1993	27.2K
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity Halbert White Econometrica Empirical FinanceEconometric ModelVolatility ModelingEconomicsLeast Squares Interpretation	1980	25.8K
Generalized autoregressive conditional heteroskedasticity Tim Bollerslev Journal of Econometrics EconomicsVolatility ModelingAsset PricingBusinessEconometrics	1986	21.9K
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Whitney K. Newey, Kenneth D. West Econometrica Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset Pricing	1987	16.8K
On Persistence in Mutual Fund Performance Mark M. Carhart The Journal of Finance Asset AllocationPortfolio ManagementEquity PortfoliosAsset PricingCorporate Risk Management	1997	16.7K
The Cross‐Section of Expected Stock Returns Eugene F. Fama, Kenneth R. French The Journal of Finance Empirical FinanceFinancial EconomicsAsset PricingStock PricesMarket β	1992	15K
The Cost of Capital, Corporation Finance and the Theory of Investment Merton H. Miller American Economic Review General Equilibrium ModelCost Of CapitalFinancial MathematicsAsset PricingPotential Advantages	1958	15K
Risk, Return, and Equilibrium: Empirical Tests Eugene F. Fama, James D. MacBeth Journal of Political Economy Empirical FinanceInvestment StrategyEconomicsFinancial EconomicsAsset Pricing	1973	14.9K
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency Narasimhan Jegadeesh, Sheridan Titman The Journal of Finance Empirical FinanceAsset PricingManagementEconomic AnalysisStock Market Efficiency	1993	11.3K
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* Robert C. Merton The Journal of Finance Term Structure ModelFinancial Risk ManagementInterest Rate RiskInterest RatesCredit Risk	1974	11K
Conditional Heteroskedasticity in Asset Returns: A New Approach Daniel B. Nelson Econometrica Empirical FinanceVolatility InnovationsVolatility ModelingEconomicsFinancial Economics	1991	10.3K

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