A state-preference model of optimal financial leverage A Kraus, RH Litzenberger The journal of finance 28 (4), 911-922, 1973 | 4424 | 1973 |
Prices of state-contingent claims implicit in option prices DT Breeden, RH Litzenberger Journal of business, 621-651, 1978 | 3103 | 1978 |
Skewness preference and the valuation of risk assets A Kraus, RH Litzenberger The Journal of finance 31 (4), 1085-1100, 1976 | 2640 | 1976 |
Skewness preference and the valuation of risk assets A Kraus, RH Litzenberger The Journal of finance 31 (4), 1085-1100, 1976 | 2640 | 1976 |
The effect of personal taxes and dividends on capital asset prices: Theory and empirical evidence RH Litzenberger, K Ramaswamy Journal of financial economics 7 (2), 163-195, 1979 | 2169 | 1979 |
Foundations for financial economics C Huang, RH Litzenberger | 2123 | 1988 |
Dividend announcements: cash flow signalling vs. free cash flow hypothesis? LHP Lang, RH Litzenberger Journal of financial economics 24 (1), 181-191, 1989 | 1520 | 1989 |
Empirical tests of the consumption‐oriented CAPM DT Breeden, MR Gibbons, RH Litzenberger The Journal of Finance 44 (2), 231-262, 1989 | 1159 | 1989 |
The effects of dividends on common stock prices tax effects or information effects? RH Litzenberger, K Ramaswamy The Journal of Finance 37 (2), 429-443, 1982 | 778 | 1982 |
Sharing rules and equilibrium in an international capital market under uncertainty FLA Grauer, RH Litzenberger, RE Stehle Journal of Financial Economics 3 (3), 233-256, 1976 | 598 | 1976 |
Announcement effects of new equity issues and the use of intraday price data MJ Barclay, RH Litzenberger Journal of financial Economics 21 (1), 71-99, 1988 | 556 | 1988 |
Private information, trading volume, and stock-return variances MJ Barclay, RH Litzenberger, JB Warner The Review of Financial Studies 3 (2), 233-253, 1990 | 511 | 1990 |
Private information, trading volume, and stock-return variances MJ Barclay, RH Litzenberger, JB Warner The Review of Financial Studies 3 (2), 233-253, 1990 | 511 | 1990 |
Backwardation in oil futures markets: Theory and empirical evidence RH Litzenberger, N Rabinowitz The journal of Finance 50 (5), 1517-1545, 1995 | 414 | 1995 |
Dividends, short selling restrictions, tax-induced investor clienteles and market equilibrium RH Litzenberger, K Ramaswamy The Journal of Finance 35 (2), 469-482, 1980 | 338 | 1980 |
Quarterly earnings reports and intermediate stock price trends CP Jones, RH Litzenberger The Journal of Finance 25 (1), 143-148, 1970 | 286 | 1970 |
The adjustment of stock prices to announcements of unanticipated changes in quarterly earnings OM Joy, RH Litzenberger, RW McEnally Journal of Accounting Research, 207-225, 1977 | 259 | 1977 |
Assessing catastrophe reinsurance-linked securities as a new asset class RH Litzenberger, DR Beaglehole, CE Reynolds Journal of Portfolio Management, 76, 1996 | 209 | 1996 |
Swaps: Plain and fanciful RH Litzenberger The Journal of Finance 47 (3), 831-850, 1992 | 209 | 1992 |
Estimates of the marginal rate of time preference and average risk aversion of investors in electric utility shares: 1960-66 RH Litzenberger, CU Rao The Bell Journal of Economics and Management Science, 265-277, 1971 | 204 | 1971 |