| Skewness and kurtosis in S&P 500 index returns implied by option prices CJ Corrado, T Su Journal of Financial research 19 (2), 175-192, 1996 | 493 | 1996 |
| Implied volatility skews and stock index skewness and kurtosis implied by S&P 500 index option prices CJ Corrado, T Su Journal of Derivatives 4 (4), 8-19, 1997 | 310* | 1997 |
| How the equity market responds to unanticipated events RM Brooks, A Patel, T Su The Journal of Business 76 (1), 109-133, 2003 | 198 | 2003 |
| S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula CJ Corrado, T Su Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1996 | 106 | 1996 |
| A simple cost reduction strategy for small liquidity traders: Trade at the opening RM Brooks, T Su Journal of Financial and Quantitative Analysis 32 (4), 525-540, 1997 | 36 | 1997 |
| Weak-form and semi-strong-form stock return predictability revisited WE Ferson, A Heuson, T Su Management Science 51 (10), 1582-1592, 2005 | 30 | 2005 |
| The value of mortgage prepayment and default options Y Chen, M Connolly, W Tang, T Su Journal of Futures Markets 29 (9), 840-861, 2009 | 27 | 2009 |
| An empirical test of the Hull‐White option pricing model C Corrado, T Su Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1998 | 26 | 1998 |
| A contingent-claims approach to the inventory-stocking decision JD Stowe, T Su Financial Management, 42-55, 1997 | 25 | 1997 |
| Intra–day Behavior of Treasury Sector Index Option Implied Volatilities around Macroeconomic Announcements AJ Heuson, T Su Financial Review 38 (1), 161-177, 2003 | 23 | 2003 |
| Non-marketability and one-day selling lockup J Bian, T Su, J Wang Journal of Empirical Finance 65, 1-23, 2022 | 14 | 2022 |
| Discretionary reductions in warrant exercise prices JS Howe, T Su Journal of Financial Economics 61 (2), 227-252, 2001 | 13 | 2001 |
| Sell-Side Financial Analysts and the CFA® Program Q Kang, X Li, T Su Financial analysts journal 74 (2), 70-83, 2018 | 12 | 2018 |
| Option put-call parity relations when the underlying security pays dividends W Guo, T Su International Journal of Business and Economics 5 (3), 225, 2006 | 12 | 2006 |
| A closer look at Black–Scholes option thetas DR Emery, W Guo, T Su Journal of economics and finance 32, 59-74, 2008 | 9 | 2008 |
| CEO presentations to financial analysts: much ado about nothing? R Brooks, M Johnson, T Su Financial Practice and Education 7 (2), 19-23, 1997 | 7 | 1997 |
| Large price movements and short-lived changes in spreads, volume, and selling pressure RM Brooks, JW Park, T Su The Quarterly Review of Economics and Finance 39 (2), 303-316, 1999 | 6 | 1999 |
| How Much Do Expected Stock Returns Vary Over Time? Answers from the Options Markets," W Ferson, A Heuson, T Su mimeo, University of Washington and University of Miami, 1999 | 6 | 1999 |
| CFA certification program and sell-side analysts Q Kang, X Li, T Su SSRN Electronic Journal, 305-48, 2012 | 5 | 2012 |
| Predicting implied volatility in the commodity futures options markets S Ferris, W Guo, T Su International Journal of Banking and Finance 1 (1), 73-94, 2003 | 5 | 2003 |
