The Systematic Risk of Corporate Bonds

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

1974 • 10,570 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

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2005 • 7,870 citations

An Intertemporal Capital Asset Pricing Model

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Principles of Econometrics

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A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

The option pricing model and the risk factor of stock

1976 • 1,293 citations

Statistical Theory and Methodology in Science and Engineering

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The effect of a rating change announcement on bond price

1977 • 301 citations

Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*

2017 • 290 citations

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1977 • 240 citations

Duration Forty Years Later

1978 • 184 citations

NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL

1978 • 114 citations

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1975 • 99 citations

An Analytic Model of Bond Risk Differentials

1975 • 74 citations

An Analytical Model of Interest Rate Differentials and Different Default Recoveries

1977 • 66 citations

The Symmetric Formulation of the Simplex Method for Quadratic Programming

1969 • 48 citations

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1976 • 45 citations

SOME ASPECTS OF THE PERFORMANCE OF NON‐CONVERTIBLE PREFERRED STOCKS

1973 • 26 citations

Investing in Securities: An Efficient Markets Approach.

1982 • 25 citations