Finance Publications

Publications in Finance

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

Finance

290.4K

Publications

21.7M

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations Manuel Arellano, Stephen Bond The Review of Economic Studies Gmm ResidualsLabor Market ParticipationSerial CorrelationPanel DataEconomic Analysis	1991	32.1K
Co-Integration and Error Correction: Representation, Estimation, and Testing Robert F. Engle, C. W. J. Granger Econometrica Error AnalysisEngineeringFinanceMeasurementUncertainty Quantification	1987	31.6K
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
An Evolutionary Theory of Economic Change. Brian J. Loasby, Richard R. Nelson, Sidney G. Winter The Economic Journal EconomicsBusinessHeterodox EconomicsEvolutionary TheoryEconomic Change	1983	21.7K
Initial conditions and moment restrictions in dynamic panel data models Richard Blundell, Stephen Bond Journal of Econometrics Dynamic Economic ModelDynamic EconomicsEconometric ModelBusinessEconomic Analysis	1998	21K
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation Robert F. Engle Econometrica Forecasting MethodologyVolatility ModelingEngineeringMacroeconomic ForecastingEconomic Fluctuation	1982	20.3K
Increasing Returns and Long-Run Growth Paul Romer Journal of Political Economy ProductivityEconomicsFinancial EconomicsTechnical ChangeLong-run Growth	1986	19.7K
Corporate financing and investment decisions when firms have information that investors do not have Stewart C. Myers, Nicholas S. Majluf Journal of Financial Economics Investment DecisionsCorporate Risk ManagementFinancial ManagementCorporate FinancingManagement	1984	18.8K
Specification Tests in Econometrics Jerry A. Hausman Econometrica Applied EconomicsTime Series EconometricsInstrumental Variable TestSimultaneous Equation ModelingProductivity	1978	18K

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