Equity and Bond Market Signals as Leading Indicators of Bank Fragility

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

The Statistical Analysis of Failure Time Data.

Murray Aitkin, John D. Kalbfleisch, Ross L. Prentice · Biometrics · 1981 · 10K citations

Public Health, Biostatistics, Statistics +13

The behavior of maximum likelihood estimates under nonstandard conditions

Peter J. Huber · Project Euclid (Cornell University) · 1967 · 4.8K citations

Natural Sciences, Biostatistics, Probability Theory +11

VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

Fischer Black, John C. Cox · The Journal of Finance · 1976 · 2.5K citations

Business, Finance, Asset Pricing +10

An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

Robert C. Merton · Journal of Banking & Finance · 1977 · 1.9K citations

Business, Economics, Finance +15