| A lottery demand-based explanation of the beta anomaly TG Bali, S Brown, S Murray, Y Tang Journal of Financial and Quantitative Analysis 52 (6), 2369-2397, 2017 | 328* | 2017 |
| Empirical asset pricing: The cross section of stock returns TG Bali, RF Engle, S Murray John Wiley & Sons, 2016 | 286 | 2016 |
| Does risk-neutral skewness predict the cross-section of equity option portfolio returns? TG Bali, S Murray Journal of Financial and Quantitative Analysis 48 (4), 1145-1171, 2013 | 244 | 2013 |
| Option implied volatility, skewness, and kurtosis and the cross-section of expected stock returns TG Bali, J Hu, S Murray Georgetown McDonough School of Business Research Paper, 2019 | 109 | 2019 |
| Bear beta Z Lu, S Murray Journal of Financial Economics 131 (3), 736-760, 2019 | 50 | 2019 |
| The bond-pricing implications of rating-based capital requirements S Murray, S Nikolova Journal of Financial and Quantitative Analysis 57 (6), 2177-2207, 2022 | 29 | 2022 |
| A margin requirement based return calculation for portfolios of short option positions S Murray Managerial Finance 39 (6), 550-568, 2013 | 12 | 2013 |
| Charting by machines S Murray, H Xiao, Y Xia Available at SSRN 3853436, 2021 | 10 | 2021 |
| The risk-neutral distribution of option returns TG Bali, N Cakici, F Chabi-Yo, S Murray Georgetown McDonough School of Business Research Paper, 2017 | 6 | 2017 |
| In search of a factor model for optionable stocks TG Bali, S Murray Unpublished manuscript, Georgetown University, 2019 | 4 | 2019 |
| A factor model for stock returns based on option prices TG Bali, F Chabi-Yo, S Murray Available at SSRN 4071995, 2022 | 3 | 2022 |
