Journal of Financial Economics Short Title: J. Financ. Econ. Publisher: Elsevier ISSN: 0304-405X Online: http://www.sciencedirect.com/science/journal/0304405X Comments: No longer indexed Documents Indexed: 13 Publications (1974–2004) all top 5 Latest Issues 71, No. 3 (2004) 33, No. 1 (1993) 7, No. 3 (1979) 5, No. 2 (1977) 3, No. 1-2 (1976) 1, No. 1 (1974) all top 5 Authors 2 Fama, Eugene F. 2 Merton, Robert Cox 1 Black, Fischer 1 Breeden, Douglas T. 1 Cox, John C. 1 French, Kenneth R. 1 Goldman, M. Barry 1 Grinblatt, Mark 1 Hakansson, Nils H. 1 MacBeth, James D. 1 Mayers, David F. 1 Modigliani, Franco 1 Moskowitz, Tobias J. 1 Ross, Stephen A. 1 Rubinstein, Mark 1 Samuelson, Paul Anthony 1 Scholes, Myron 1 Shiller, Robert James 1 Vašíček, Oldřich Alfons Fields 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 10 Publications have been cited 3,103 times in 2,929 Documents Cited by ▼ Year ▼ Option pricing when underlying stock returns are discontinuous. Zbl 1131.91344Merton, Robert C. 1,021 1976 An equilibrium characterization of the term structure. Zbl 1372.91113Vasicek, Oldrich 899 1977 Option pricing: a simplified approach. Zbl 1131.91333Cox, John C.; Ross, Stephen A.; Rubinstein, Mark 654 1979 Common risk factors in the returns on stocks and bonds. Zbl 1131.91335Fama, Eugene F.; French, Kenneth R. 371 1993 An intertemporal asset pricing model with stochastic consumption and investment opportunities. Zbl 1131.91330Breeden, Douglas T. 120 1979 Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods. Zbl 1131.91345Merton, Robert C.; Samuelson, Paul A. 25 1974 Predicting stock price movements from past returns: the role of consistency and tax-loss selling. Zbl 1131.91338Grinblatt, Mark; Moskowitz, Tobias J. 7 2004 The effects of dividend yield and dividend policy on common stock prices and returns. Zbl 1131.91329Black, Fischer; Scholes, Myron 2 1974 Tests of the multiperiod two-parameter model. Zbl 1131.91336Fama, Eugene F.; MacBeth, James D. 2 1974 A negative report on the ‘near optimality’ of the max-expected-log policy as applied to bounded utilities for long lived programs. Zbl 1131.91337Goldman, M. Barry 2 1974 Predicting stock price movements from past returns: the role of consistency and tax-loss selling. Zbl 1131.91338Grinblatt, Mark; Moskowitz, Tobias J. 7 2004 Common risk factors in the returns on stocks and bonds. Zbl 1131.91335Fama, Eugene F.; French, Kenneth R. 371 1993 Option pricing: a simplified approach. Zbl 1131.91333Cox, John C.; Ross, Stephen A.; Rubinstein, Mark 654 1979 An intertemporal asset pricing model with stochastic consumption and investment opportunities. Zbl 1131.91330Breeden, Douglas T. 120 1979 An equilibrium characterization of the term structure. Zbl 1372.91113Vasicek, Oldrich 899 1977 Option pricing when underlying stock returns are discontinuous. Zbl 1131.91344Merton, Robert C. 1,021 1976 Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods. Zbl 1131.91345Merton, Robert C.; Samuelson, Paul A. 25 1974 The effects of dividend yield and dividend policy on common stock prices and returns. Zbl 1131.91329Black, Fischer; Scholes, Myron 2 1974 Tests of the multiperiod two-parameter model. Zbl 1131.91336Fama, Eugene F.; MacBeth, James D. 2 1974 A negative report on the ‘near optimality’ of the max-expected-log policy as applied to bounded utilities for long lived programs. Zbl 1131.91337Goldman, M. Barry 2 1974 all cited Publications top 5 cited Publications all top 5 Cited by 4,244 Authors 19 Zhu, Songping 18 Siu, Tak Kuen 17 Fabozzi, Frank J. 16 Forsyth, Peter A. 15 Elliott, Robert James 15 Madan, Dilip B. 14 Aït-Sahalia, Yacine 14 Dang, Duy Minh 13 Linetsky, Vadim 13 Lyuu, Yuh-Dauh 12 Fan, Jianqing 11 Chiarella, Carl 11 Cui, Zhenyu 11 Dai, Tian-Shyr 11 Mamon, Rogemar S. 11 Yu, Jun 10 Company, Rafael 10 Costabile, Massimo 10 Jarrow, Robert Alan 10 Platen, Eckhard 10 Sgarra, Carlo 10 Zanette, Antonino 10 Zhang, Jin E. 9 Ballestra, Luca Vincenzo 9 Jódar Sanchez, Lucas Antonio 9 Oosterlee, Cornelis Willebrordus 9 Wang, Song 9 Yang, Hailiang 8 Bacinello, Anna Rita 8 Boyle, Phelim P. 8 Cairns, Andrew J. G. 8 Carr, Peter Paul 8 Gaudenzi, Marcellino 8 Mao, Xuerong 8 Massabó, Ivar 8 Rachev, Svetlozar T. 8 Rodrigo, Marianito R. 8 Russo, Emilio 8 Song, Haiming 8 Swishchuk, Anatoliy 8 Xiu, Dacheng 7 Ballotta, Laura 7 Blake, David 7 Bollerslev, Tim 7 Dai, Min 7 Duffie, James Darrell 7 El Karoui, Nicole 7 Gao, Jiti 7 Hung, Mao-wei 7 Kijima, Masaaki 7 Leach, Peter Gavin Lawrence 7 Levendorskiĭ, Sergeĭ Zakharovich 7 Liang, Jin 7 Ma, Chaoqun 7 Muzzioli, Silvia 7 Todorov, Viktor 7 Vázquez Cendón, Carlos 7 Wang, Wei 7 Wang, Xingchun 7 Xu, Zuoliang 6 Ahlip, Rehez 6 Ando, Tomohiro 6 Bhuruth, Muddun 6 Cen, Zhongdi 6 Chen, Songxi 6 Das, Sanjiv Ranjan 6 Deelstra, Griselda 6 Deng, Guohe 6 Fusai, Gianluca 6 Gatzert, Nadine 6 Geman, Hélyette 6 Gourieroux, Christian 6 Jacod, Jean 6 Jaimungal, Sebastian 6 Kwon, Roy H. 6 Lan, Wei 6 Li, Shuang 6 Pacelli, Graziella 6 Schoutens, Wim 6 Sherris, Michael 6 Vetzal, Kenneth R. 5 Amorino, Chiara 5 Braumann, Carlos A. 5 Capriotti, Luca 5 Chen, Wenting 5 Ching, Wai-Ki 5 del Carmen Calvo-Garrido, Maria 5 Detemple, Jerome B. 5 Dhaene, Jan 5 Duan, Jin-Chuan 5 Dyer, James S. 5 Escobar, Marcos 5 Fakharany, M. 5 Foroush Bastani, Ali 5 Goard, Joanna M. 5 Herzel, Stefano 5 Hilliard, Jimmy E. 5 Hughston, Lane P. 5 Jiang, Lishang 5 Jin, Zhuo ...and 4,144 more Authors all top 5 Cited in 340 Journals 222 Quantitative Finance 159 Journal of Econometrics 152 Insurance Mathematics & Economics 146 International Journal of Theoretical and Applied Finance 120 European Journal of Operational Research 117 Journal of Economic Dynamics & Control 82 Mathematical Finance 79 Applied Mathematical Finance 66 Journal of Computational and Applied Mathematics 61 Applied Mathematics and Computation 54 Review of Derivatives Research 48 Annals of Operations Research 44 Economics Letters 38 Physica A 37 Computers & Mathematics with Applications 36 North American Actuarial Journal 35 Annals of Finance 34 Communications in Statistics. Theory and Methods 34 Asia-Pacific Financial Markets 25 Computational Statistics and Data Analysis 24 Journal of Economic Theory 24 International Journal of Computer Mathematics 24 Stochastic Processes and their Applications 24 Finance and Stochastics 24 Decisions in Economics and Finance 21 Journal of Mathematical Economics 21 Applied Numerical Mathematics 21 Scandinavian Actuarial Journal 20 Mathematical and Computer Modelling 20 ASTIN Bulletin 19 Stochastic Analysis and Applications 19 Journal of Industrial and Management Optimization 18 The Annals of Statistics 18 Econometric Reviews 17 Mathematics and Computers in Simulation 17 Discrete Dynamics in Nature and Society 17 Econometric Theory 16 Journal of Mathematical Analysis and Applications 16 Abstract and Applied Analysis 16 Mathematics and Financial Economics 15 Journal of Applied Probability 15 The Annals of Applied Probability 15 Computational Economics 15 Communications in Nonlinear Science and Numerical Simulation 14 Statistics & Probability Letters 14 Methodology and Computing in Applied Probability 14 Applied Stochastic Models in Business and Industry 13 SIAM Journal on Financial Mathematics 12 Chaos, Solitons and Fractals 12 Economic Theory 12 Mathematical Problems in Engineering 12 Journal of Systems Science and Complexity 12 European Actuarial Journal 11 Probability in the Engineering and Informational Sciences 11 The ANZIAM Journal 10 Operations Research Letters 10 Optimization 10 Soft Computing 10 Journal of Applied Mathematics 9 Journal of Optimization Theory and Applications 9 Journal of Scientific Computing 9 Japan Journal of Industrial and Applied Mathematics 9 Computational Management Science 9 International Journal of Stochastic Analysis 8 Journal of Statistical Planning and Inference 8 Numerische Mathematik 8 Operations Research 8 Acta Mathematicae Applicatae Sinica. English Series 8 Communications in Statistics. Simulation and Computation 8 Applied Mathematics. Series B (English Edition) 8 Computational and Applied Mathematics 8 Bernoulli 7 Journal of the American Statistical Association 7 Journal of Multivariate Analysis 7 Statistics 7 Journal of Applied Statistics 7 Advances in Difference Equations 7 Stochastics 7 East Asian Journal on Applied Mathematics 6 Advances in Applied Probability 6 Computers & Operations Research 6 Computational Statistics 6 Theory of Probability and Mathematical Statistics 6 Journal of Mathematical Sciences (New York) 6 Monte Carlo Methods and Applications 6 Engineering Analysis with Boundary Elements 6 Journal of Nonparametric Statistics 6 Mathematical Methods of Operations Research 6 Studies in Nonlinear Dynamics and Econometrics 6 Statistical Inference for Stochastic Processes 5 Lithuanian Mathematical Journal 5 Mathematical Methods in the Applied Sciences 5 Computational Optimization and Applications 5 Stochastic Models 5 Stochastics and Dynamics 5 Journal of the Korean Statistical Society 5 Financial Engineering and the Japanese Markets 5 Science China. Mathematics 5 Journal of Probability and Statistics 4 International Journal of Control ...and 240 more Journals all top 5 Cited in 41 Fields 2,451 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 973 Probability theory and stochastic processes (60-XX) 713 Statistics (62-XX) 420 Numerical analysis (65-XX) 170 Operations research, mathematical programming (90-XX) 158 Partial differential equations (35-XX) 124 Systems theory; control (93-XX) 48 Calculus of variations and optimal control; optimization (49-XX) 41 Integral equations (45-XX) 33 Computer science (68-XX) 25 Statistical mechanics, structure of matter (82-XX) 23 Ordinary differential equations (34-XX) 18 Integral transforms, operational calculus (44-XX) 17 Approximations and expansions (41-XX) 13 Real functions (26-XX) 12 Operator theory (47-XX) 11 Biology and other natural sciences (92-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 10 Dynamical systems and ergodic theory (37-XX) 9 Mathematical logic and foundations (03-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 6 Fluid mechanics (76-XX) 5 Combinatorics (05-XX) 5 Functional analysis (46-XX) 4 Quantum theory (81-XX) 3 General and overarching topics; collections (00-XX) 3 History and biography (01-XX) 3 Topological groups, Lie groups (22-XX) 3 Measure and integration (28-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Mechanics of deformable solids (74-XX) 2 Functions of a complex variable (30-XX) 2 Special functions (33-XX) 2 Geophysics (86-XX) 2 Information and communication theory, circuits (94-XX) 1 Number theory (11-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Convex and discrete geometry (52-XX) 1 Relativity and gravitational theory (83-XX) 1 Mathematics education (97-XX) Citations by Year