Returns and Volatility of Low‐Grade Bonds 1977–1989

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

Biases in computed returns

1983 • 846 citations

Some New Stock-Market Indexes

1966 • 558 citations

Measuring Corporate Bond Mortality and Performance

1989 • 422 citations

The Investment Performance of Low-Grade Bond Funds

1991 • 190 citations

Original Issue High Yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls

1989 • 149 citations

Return seasonality and tax-loss selling in the market for long-term government and corporate bonds

1986 • 79 citations

Trends in Corporate Bond Quality

1967 • 61 citations

Corporate Bond Quality and Investor Experience.

1959 • 53 citations

Corporate Bond Price Data Sources and Return/Risk Measurement

1986 • 53 citations

The Anatomy of the High-Yield Bond Market

1987 • 52 citations

Lower-Grade Bonds: Their Risks and Returns

1987 • 50 citations

A curmudgeon's view of junk bonds

1987 • 43 citations

Bond Systematic Risk and the Option Pricing Model

1983 • 32 citations

High–yield default rates

1990 • 29 citations

EFFECT OF DEFAULTS AND CREDIT DETERIORATION ON YIELDS OF CORPORATE BONDS

1961 • 24 citations

Consumer Instalment and Home-Mortgage Debt

1956 • 17 citations

The use of “alphas” to improve performance

1984 • 11 citations