Option prices, implied price processes, and stochastic volatility M Britten‐Jones, A Neuberger The journal of Finance 55 (2), 839-866, 2000 | 1143 | 2000 |
Optimal replication of contingent claims under transaction costs S Hodges Review Futures Market 8, 222-239, 1989 | 1010 | 1989 |
The log contract A Neuberger Journal of portfolio management 20 (2), 74, 1994 | 377 | 1994 |
Realized skewness A Neuberger The Review of Financial Studies 25 (11), 3423-3455, 2012 | 279 | 2012 |
The skew risk premium in the equity index market R Kozhan, A Neuberger, P Schneider The Review of Financial Studies 26 (9), 2174-2203, 2013 | 258 | 2013 |
Trade disclosure regulation in markets with negotiated trades NY Naik, A Neuberger, S Viswanathan The Review of Financial Studies 12 (4), 873-900, 1999 | 213 | 1999 |
Robust bounds for forward start options D Hobson, A Neuberger Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012 | 152 | 2012 |
Hedging long-term exposures with multiple short-term futures contracts A Neuberger The Review of Financial Studies 12 (3), 429-459, 1999 | 138 | 1999 |
Volatility trading AJ Neuberger Institute of Finance and Accounting, London Business School, 1990 | 109 | 1990 |
Improved inference in regression with overlapping observations M Britten‐Jones, A Neuberger, I Nolte Journal of Business Finance & Accounting 38 (5‐6), 657-683, 2011 | 90 | 2011 |
The skewness of the stock market over long horizons A Neuberger, R Payne The Review of Financial Studies 34 (3), 1572-1616, 2021 | 50 | 2021 |
The pension protection fund D McCarthy, A Neuberger Fiscal Studies 26 (2), 139-167, 2005 | 36 | 2005 |
An empirical examination of market maker profits on the London Stock Exchange AJ Neuberger Journal of Financial Services Research 6, 343-372, 1993 | 34 | 1993 |
Do IPOs really underperform in the long-run? New evidence from the Canadian market M Kooli, JF L'Her, JM Suret The Journal of Private Equity, 48-58, 2006 | 33 | 2006 |
The cross-section of currency volatility premia P Della Corte, R Kozhan, A Neuberger Journal of Financial Economics 139 (3), 950-970, 2021 | 31 | 2021 |
Gold derivatives: the market impact A Neuberger, I Cooper, JR Franks, SM Schaefer World Gold Council, 2001 | 29 | 2001 |
Arbitrage pricing with incomplete markets M Britten-Jones, A Neuberger Applied Mathematical Finance 3 (4), 347-363, 1996 | 27 | 1996 |
Disclosure regulation in competitive dealership markets: analysis of the London stock exchange NY Naik, S Viswanathan, A Neuberger London Business School Institute of Finance and Accounting Working Paper 193, 1998 | 26 | 1998 |
The Journal of Alexander Henry the Younger, 1799-1814 (volume I) A Henry Champlain Society, 2013 | 25 | 2013 |
The skew risk premium in index option prices R Kozhan, A Neuberger, P Schneider SSRN eLibrary, 2011 | 23 | 2011 |