| Fluctuating confidence in stock markets: Implications for returns and volatility A David Journal of Financial and Quantitative Analysis 32 (4), 427-462, 1997 | 362 | 1997 |
| Heterogeneous beliefs, speculation, and the equity premium A David The Journal of Finance 63 (1), 41-83, 2008 | 284 | 2008 |
| What ties return volatilities to price valuations and fundamentals? A David, P Veronesi Journal of Political Economy 121 (4), 682-746, 2013 | 279 | 2013 |
| Inflation uncertainty, asset valuations, and the credit spreads puzzle A David The Review of Financial Studies 21 (6), 2487-2534, 2008 | 141 | 2008 |
| Controlling Information Premia by Repackaging Asset-Backed Securities A David Journal of Risk and Insurance, 619-648, 1997 | 117 | 1997 |
| Option prices with uncertain fundamentals: Theory and evidence on the dynamics of implied volatilities A David, P Veronesi Available at SSRN 199332, 2000 | 113 | 2000 |
| Option prices with uncertain fundamentals A David, P Veronesi working paper, University of Chicago, 2002 | 85 | 2002 |
| Inflation and earnings uncertainty and volatility forecasts A David, P Veronesi Manuscript, Graduate School of Business, University of Chicago, 2004 | 65 | 2004 |
| Investors' and central bank's uncertainty embedded in index options A David, P Veronesi The Review of Financial Studies 27 (6), 1661-1716, 2014 | 48* | 2014 |
| Inflation and earnings uncertainty and volatility forecasts: A structural form approach A David, P Veronesi Chicago GSB Research Paper, University of Calgary Haskyane School of …, 2008 | 47 | 2008 |
| Inflation and earnings uncertainty and the volatility of asset prices: an empirical investigation A David, P Veronesi Manuscript, Graduate School of Business, University of Chicago, 2001 | 44 | 2001 |
| Pricing the strategic value of putable securities in liquidity crises A David Journal of Financial Economics 59 (1), 63-99, 2001 | 40 | 2001 |
| Why are banks highly interconnected A David, A Lehar Unpublished working paper. University of Calgary, 2011 | 30 | 2011 |
| What ties return volatilities to fundamentals and price valuations? A David, P Veronesi Journal of Political Economy 121, 682-746, 2013 | 29 | 2013 |
| Option prices with uncertain fundamentals: theory and evidence on the dynamics of implied volatilities and over-/underreaction in the options market A David, P Veronesi Working Paper, Graduate School of Business, University of Chicago, 1999 | 22 | 1999 |
| Exploration activity, long-run decisions, and the risk premium in energy futures A David The Review of Financial Studies 32 (4), 1536-1572, 2019 | 15 | 2019 |
| Fluctuating confidence and stock-market returns A David | 15 | 1993 |
| The economics of the comovement of stocks and bonds A David, P Veronesi Handbook of Fixed‐Income Securities, 313-326, 2016 | 11 | 2016 |
| Heterogeneous beliefs, trading risk, and the equity premium A David Board of Governors of the Federal Reserve System (US) Proceedings, 2004 | 9 | 2004 |
| Imperfect renegotiations in interbank financial networks A David, A Lehar Management Science 65 (5), 2342-2359, 2019 | 8 | 2019 |
