SSRN Electronic Journal · 2005 · 148 citations · 41 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsCapital MarketsCredit DerivativesCredit RiskFinancial RiskInsider TradingMarket RiskCorporate Insider TradingCorporate Insider TransactionsCredit Derivatives PricingInformation Asymmetry EffectsInsider Borrowing
41
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
Continuous Auctions and Insider Trading
Albert S. Kyle · Econometrica · 1985 · 10K citations
Business, Economics, Auction Theory +12
Eugene F. Fama · Journal of Monetary Economics · 1985 · 2.4K citations
Business, Banking Law, Finance +10