SSRN Electronic Journal · 2001 · 440 citations · 26 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsQuantitative FinanceAsset Pricing EmpiricsOption PricingOptions MarketsRisk AversionRisk-return AnalysisStock OptionsEquity Market RiskRisk-neutral Density Estimation
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Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Large Sample Properties of Generalized Method of Moments Estimators
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Empirical Performance of Alternative Option Pricing Models
Gurdip Bakshi, Charles Cao, Zhiwu Chen · The Journal of Finance · 1997 · 2.7K citations · Full text