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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)

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 3,048 times in 2,881 Documents Cited by Year
Option pricing when underlying stock returns are discontinuous. Zbl 1131.91344
Merton, Robert C.
1976
An equilibrium characterization of the term structure. Zbl 1372.91113
Vasicek, Oldrich
891
1977
Option pricing: a simplified approach. Zbl 1131.91333
Cox, John C.; Ross, Stephen A.; Rubinstein, Mark
645
1979
Common risk factors in the returns on stocks and bonds. Zbl 1131.91335
Fama, Eugene F.; French, Kenneth R.
355
1993
An intertemporal asset pricing model with stochastic consumption and investment opportunities. Zbl 1131.91330
Breeden, Douglas T.
119
1979
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods. Zbl 1131.91345
Merton, Robert C.; Samuelson, Paul A.
25
1974
Predicting stock price movements from past returns: the role of consistency and tax-loss selling. Zbl 1131.91338
Grinblatt, Mark; Moskowitz, Tobias J.
6
2004
The effects of dividend yield and dividend policy on common stock prices and returns. Zbl 1131.91329
Black, Fischer; Scholes, Myron
2
1974
Tests of the multiperiod two-parameter model. Zbl 1131.91336
Fama, 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 1131.91337
Goldman, M. Barry
2
1974
Predicting stock price movements from past returns: the role of consistency and tax-loss selling. Zbl 1131.91338
Grinblatt, Mark; Moskowitz, Tobias J.
6
2004
Common risk factors in the returns on stocks and bonds. Zbl 1131.91335
Fama, Eugene F.; French, Kenneth R.
355
1993
Option pricing: a simplified approach. Zbl 1131.91333
Cox, John C.; Ross, Stephen A.; Rubinstein, Mark
645
1979
An intertemporal asset pricing model with stochastic consumption and investment opportunities. Zbl 1131.91330
Breeden, Douglas T.
119
1979
An equilibrium characterization of the term structure. Zbl 1372.91113
Vasicek, Oldrich
891
1977
Option pricing when underlying stock returns are discontinuous. Zbl 1131.91344
Merton, Robert C.
1976
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods. Zbl 1131.91345
Merton, Robert C.; Samuelson, Paul A.
25
1974
The effects of dividend yield and dividend policy on common stock prices and returns. Zbl 1131.91329
Black, Fischer; Scholes, Myron
2
1974
Tests of the multiperiod two-parameter model. Zbl 1131.91336
Fama, 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 1131.91337
Goldman, M. Barry
2
1974
all top 5

Cited by 4,142 Authors

18 Siu, Tak Kuen
18 Zhu, Songping
16 Fabozzi, Frank J.
15 Elliott, Robert James
15 Forsyth, Peter A.
15 Madan, Dilip B.
14 Aït-Sahalia, Yacine
14 Dang, Duy Minh
13 Linetsky, Vadim
13 Lyuu, Yuh-Dauh
11 Chiarella, Carl
11 Fan, Jianqing
10 Company, Rafael
10 Cui, Zhenyu
10 Dai, Tian-Shyr
10 Jarrow, Robert Alan
10 Mamon, Rogemar S.
10 Platen, Eckhard
10 Sgarra, Carlo
10 Zanette, Antonino
9 Ballestra, Luca Vincenzo
9 Costabile, Massimo
9 Jódar Sanchez, Lucas Antonio
9 Oosterlee, Cornelis Willebrordus
9 Wang, Song
9 Yang, Hailiang
9 Zhang, Jin E.
9 Zhang, Kai
8 Bacinello, Anna Rita
8 Boyle, Phelim P.
8 Cairns, Andrew J. G.
8 Carr, Peter Paul
8 Gaudenzi, Marcellino
8 Mao, Xuerong
8 Rachev, Svetlozar T.
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 Massabó, Ivar
7 Muzzioli, Silvia
7 Rodrigo, Marianito R.
7 Russo, Emilio
7 Todorov, Viktor
7 Vázquez Cendón, Carlos
7 Wang, Wei
7 Wang, Xingchun
6 Ahlip, Rehez
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 Sherris, Michael
6 Vetzal, Kenneth R.
6 Xu, Zuoliang
5 Amorino, Chiara
5 Ando, Tomohiro
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 Goard, Joanna M.
5 Herzel, Stefano
5 Hilliard, Jimmy E.
5 Hughston, Lane P.
5 Jiang, Lishang
5 Jin, Zhuo
5 Kadalbajoo, Mohan K.
5 Korn, Ralf
...and 4,042 more Authors
all top 5

Cited in 338 Journals

221 Quantitative Finance
154 Journal of Econometrics
152 Insurance Mathematics & Economics
146 International Journal of Theoretical and Applied Finance
120 European Journal of Operational Research
116 Journal of Economic Dynamics & Control
82 Mathematical Finance
79 Applied Mathematical Finance
65 Journal of Computational and Applied Mathematics
59 Applied Mathematics and Computation
54 Review of Derivatives Research
48 Annals of Operations Research
44 Economics Letters
37 Physica A
36 North American Actuarial Journal
35 Computers & Mathematics with Applications
33 Communications in Statistics. Theory and Methods
33 Asia-Pacific Financial Markets
33 Annals of Finance
25 Computational Statistics and Data Analysis
24 International Journal of Computer Mathematics
24 Stochastic Processes and their Applications
24 Finance and Stochastics
24 Decisions in Economics and Finance
23 Journal of Economic Theory
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
18 The Annals of Statistics
18 Econometric Reviews
18 Journal of Industrial and Management Optimization
17 Mathematics and Computers in Simulation
17 Discrete Dynamics in Nature and Society
16 Journal of Mathematical Analysis and Applications
16 Abstract and Applied Analysis
16 Econometric Theory
16 Mathematics and Financial Economics
15 The Annals of Applied Probability
15 Computational Economics
14 Journal of Applied Probability
14 Statistics & Probability Letters
14 Communications in Nonlinear Science and Numerical Simulation
14 Methodology and Computing in Applied Probability
14 Applied Stochastic Models in Business and Industry
12 Chaos, Solitons and Fractals
12 Economic Theory
12 Mathematical Problems in Engineering
12 Journal of Systems Science and Complexity
12 SIAM Journal on Financial Mathematics
12 European Actuarial Journal
11 The ANZIAM Journal
10 Operations Research Letters
10 Optimization
10 Soft Computing
10 Probability in the Engineering and Informational Sciences
10 Journal of Applied Mathematics
9 Journal of Optimization Theory and Applications
9 Japan Journal of Industrial and Applied Mathematics
9 International Journal of Stochastic Analysis
8 Journal of Statistical Planning and Inference
8 Numerische Mathematik
8 Acta Mathematicae Applicatae Sinica. English Series
8 Journal of Scientific Computing
8 Communications in Statistics. Simulation and Computation
8 Applied Mathematics. Series B (English Edition)
8 Computational and Applied Mathematics
8 Computational Management Science
7 Journal of Multivariate Analysis
7 Bernoulli
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 Journal of the American Statistical Association
6 Operations Research
6 Statistics
6 Computers & Operations Research
6 Computational Statistics
6 Theory of Probability and Mathematical Statistics
6 Journal of Mathematical Sciences (New York)
6 Mathematical Methods of Operations Research
6 Statistical Inference for Stochastic Processes
5 Lithuanian Mathematical Journal
5 Mathematical Methods in the Applied Sciences
5 Computational Optimization and Applications
5 Monte Carlo Methods and Applications
5 Journal of Nonparametric Statistics
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
4 Applied Mathematics and Optimization
4 Statistical Science
...and 238 more Journals
all top 5

Cited in 41 Fields

2,408 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
954 Probability theory and stochastic processes (60-XX)
693 Statistics (62-XX)
410 Numerical analysis (65-XX)
173 Operations research, mathematical programming (90-XX)
156 Partial differential equations (35-XX)
123 Systems theory; control (93-XX)
46 Calculus of variations and optimal control; optimization (49-XX)
38 Integral equations (45-XX)
33 Computer science (68-XX)
24 Statistical mechanics, structure of matter (82-XX)
22 Ordinary differential equations (34-XX)
17 Approximations and expansions (41-XX)
16 Integral transforms, operational calculus (44-XX)
13 Real functions (26-XX)
12 Operator theory (47-XX)
11 Linear and multilinear algebra; matrix theory (15-XX)
11 Biology and other natural sciences (92-XX)
10 Dynamical systems and ergodic theory (37-XX)
9 Mathematical logic and foundations (03-XX)
8 Harmonic analysis on Euclidean spaces (42-XX)
7 Fluid mechanics (76-XX)
5 Combinatorics (05-XX)
5 Functional analysis (46-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)
3 Quantum theory (81-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