Quantitative Finance Publications

Publications in Quantitative Finance

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

Quantitative Finance

Publications

700.2K

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
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
Multifactor Explanations of Asset Pricing Anomalies Eugene F. Fama, Kenneth R. French The Journal of Finance Empirical FinanceMultifactor ExplanationsAsset PricingBehavioral FinanceRational Icapm	1996	6.4K
The Cross‐Section of Volatility and Expected Returns Andrew Ang, Robert J. Hodrick, Yuhang Xing, The Journal of Finance Empirical FinanceEconomicsVolatility ModelingMultivariate Stochastic VolatilityAsset Pricing	2006	4.7K
Giving Content to Investor Sentiment: The Role of Media in the Stock Market Paul C. Tetlock The Journal of Finance Market MicrostructureFinancial EconomicsAsset PricingMarket TrendMedia Effects	2007	4.3K
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test Andrew W. Lo, A. Craig MacKinlay Review of Financial Studies Empirical FinanceFollow Random WalksSimple Specification TestAsset PricingManagement	1988	3.7K
Why Does Stock Market Volatility Change Over Time? G. William Schwert The Journal of Finance Volatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingEconomics	1989	3.5K
Dividend Policy under Asymmetric Information Merton H. Miller, Kevin Rock The Journal of Finance Empirical FinancePayout PolicyEconomicsFinancial EconomicsAsset Pricing	1985	3.1K
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks Kent Daniel, Mark Grinblatt, Sheridan Titman, The Journal of Finance Asset AllocationPortfolio ManagementMutual Fund HoldingsPortfolio ChoiceSelectivity Ability	1997	3K
Evidence of Predictable Behavior of Security Returns Narasimhan Jegadeesh The Journal of Finance EngineeringExtreme Decile PortfoliosTime Series EconometricsIndividual Stock ReturnsAsset Pricing	1990	2.7K
A Simplified Model for Portfolio Analysis William F. Sharpe Management Science Mathematical ProgrammingParticular ModelAsset AllocationPortfolio ManagementAsset Pricing	1963	2.7K
Empirical Performance of Alternative Option Pricing Models Gurdip Bakshi, Charles Cao, Zhiwu Chen The Journal of Finance Option PricingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingVolatility Modeling	1997	2.7K
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk John Y. Campbell, Martin Lettau, Burton G. Malkiel, The Journal of Finance Empirical FinanceVolatility ModelingEmpirical ExplorationTime Series EconometricsAsset Pricing	2001	2.5K

Page 1