| Deviations from put-call parity and stock return predictability M Cremers, D Weinbaum Journal of Financial and Quantitative Analysis 45 (2), 335-367, 2010 | 749 | 2010 |
| Individual stock-option prices and credit spreads M Cremers, J Driessen, P Maenhout, D Weinbaum Journal of Banking & Finance 32 (12), 2706-2715, 2008 | 372 | 2008 |
| Aggregate jump and volatility risk in the crosssection of stock returns M Cremers, M Halling, D Weinbaum The Journal of finance 70 (2), 577-614, 2015 | 324 | 2015 |
| Does skin in the game matter? Director incentives and governance in the mutual fund industry M Cremers, J Driessen, P Maenhout, D Weinbaum Journal of Financial and Quantitative Analysis 44 (6), 1345-1373, 2009 | 171 | 2009 |
| The economic consequences of perk disclosure Y Grinstein, D Weinbaum, N Yehuda Contemporary Accounting Research 34 (4), 1812-1842, 2017 | 117* | 2017 |
| A conditional extreme value volatility estimator based on high-frequency returns TG Bali, D Weinbaum Journal of Economic Dynamics and Control 31 (2), 361-397, 2007 | 109 | 2007 |
| ETF arbitrage, non-fundamental demand, and return predictability DC Brown, SW Davies, MC Ringgenberg Review of Finance 25 (4), 937-972, 2021 | 97 | 2021 |
| Investor heterogeneity, asset pricing and volatility dynamics D Weinbaum Journal of Economic Dynamics and Control 33 (7), 1379-1397, 2009 | 74 | 2009 |
| A comparative study of alternative extremevalue volatility estimators TG Bali, D Weinbaum Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 59 | 2005 |
| The empirical performance of alternative extreme value volatility estimators K Li, D Weinbaum New York University-Salomon Center-Leonard N. Stern School of Business, 2001 | 32 | 2001 |
| Option trading activity, news releases, and stock return predictability D Weinbaum, A Fodor, D Muravyev, M Cremers Management Science 69 (8), 4810-4827, 2023 | 22* | 2023 |
| Preference heterogeneity and asset prices: An exact solution D Weinbaum Journal of Banking & Finance 34 (9), 2238-2246, 2010 | 22 | 2010 |
| How Do Informed Option Traders Trade? Option Trading Activity, News Releases, and Stock Return Predictability M Cremers, A Fodor, D Weinbaum papers.ssrn.com, 2017 | 17 | 2017 |
| Investor heterogeneity and the demand for options in a dynamic general equilibrium D Weinbaum Working paper, NYU, 2001 | 16 | 2001 |
| Assessing the historical performance of hospitality stocks: The investor's perspective D Weinbaum Cornell Hospitality Quarterly 50 (1), 113-125, 2009 | 10 | 2009 |
| Subsistence consumption, habit formation and the demand for long-term bonds D Weinbaum Journal of Economics and Business 57 (4), 273-287, 2005 | 7 | 2005 |
| Inferring Aggregate Market Expectations from the Cross Section of Stock Prices TG Bali, DC Nichols, D Weinbaum Journal of Financial and Quantitative Analysis 59 (3), 1064-1099, 2024 | 2 | 2024 |
| Financial reporting quality and investment efficiency: The role of strategic alliances H Huang, D Weinbaum, N Yehuda Journal of Contemporary Accounting & Economics 19 (3), 100377, 2023 | 2 | 2023 |
| Option Trading Activity, News Releases, and Stock Return Predictability M Cremers, A Fodor, D Muravyev, D Weinbaum forthcoming, Management Science, 2022 | 2 | 2022 |
| News Content, Investor Misreaction, and Stock Return Predictability M Hadzic, D Weinbaum, N Yehuda Investor Misreaction, and Stock Return Predictability (September 2015), 2015 | 2 | 2015 |
