| Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds SM Schaefer, IA Strebulaev Journal of Financial Economics 90 (1), 1-19, 2008 | 572 | 2008 |
| Corporate bond default risk: A 150-year perspective K Giesecke, FA Longstaff, S Schaefer, I Strebulaev Journal of financial Economics 102 (2), 233-250, 2011 | 443 | 2011 |
| The term structure of real interest rates and the Cox, Ingersoll, and Ross model RH Brown, SM Schaefer Journal of Financial Economics 35 (1), 3-42, 1994 | 267 | 1994 |
| A two-factor model of the term structure: an approximate analytical solution SM Schaefer, ES Schwartz Journal of Financial and Quantitative analysis 19 (4), 413-424, 1984 | 250 | 1984 |
| Measuring a tax-specific term structure of interest rates in the market for British government securities SM Schaefer The Economic Journal 91 (362), 415-438, 1981 | 225 | 1981 |
| Evaluation of active management of the Norwegian government pension fund–global A Ang, WN Goetzmann, S Schaefer report to the Norwegian Ministry of Finance, 2009 | 211* | 2009 |
| Liquidity risk and correlation risk: A clinical study of the General Motors and Ford Downgrade of May 2005 VV Acharya, S Schaefer, Y Zhang The Quarterly Journal of Finance 5 (02), 1550006, 2015 | 193* | 2015 |
| Non-linear value-at-risk M Britten-Jones, SM Schaefer Review of Finance 2 (2), 161-187, 1999 | 187 | 1999 |
| The Myth of the Credit Spread Puzzle P Feldhutter, S Schaefer Unpublished Manuscript, 2016 | 169* | 2016 |
| The direct and compliance costs of financial regulation JR Franks, SM Schaefer, MD Staunton Journal of Banking & Finance 21 (11-12), 1547-1572, 1997 | 159 | 1997 |
| Time‐dependent variance and the pricing of bond options SM Schaefer, ES Schwartz The Journal of Finance 42 (5), 1113-1128, 1987 | 151 | 1987 |
| Tax-induced clientele effects in the market for British government securities: Placing bounds on security values in an incomplete market SM Schaefer Journal of Financial Economics 10 (2), 121-159, 1982 | 146 | 1982 |
| Interest rate volatility and the shape of the term structure RH Brown, SM Schaefer Philosophical Transactions of the Royal Society of London. Series A …, 1994 | 145 | 1994 |
| The dynamics of the term structure and alternative portfolio immunization strategies J Nelson, S Schaefer Innovations in bond portfolio management: Duration analysis and immunization …, 1983 | 128 | 1983 |
| Macroeconomic effects of corporate default crisis: A long-term perspective K Giesecke, FA Longstaff, S Schaefer, IA Strebulaev Journal of Financial Economics 111 (2), 297-310, 2014 | 109 | 2014 |
| Taxes and security market equilibrium SM Schaefer Graduate School of Business, Stanford University, 1980 | 105 | 1980 |
| A model for bond portfolio improvement SD Hodges, SM Schaefer Journal of Financial and Quantitative Analysis 12 (2), 243-260, 1977 | 89 | 1977 |
| The efficient market theory and evidence: implications for active investment management A Ang, WN Goetzmann, SM Schaefer Foundations and Trends® in Finance 5 (3), 157-242, 2011 | 88 | 2011 |
| Exchange risk and international diversification in bond and equity portfolios E Kaplanis, SM Schaefer Journal of Economics and Business 43 (4), 287-307, 1991 | 88 | 1991 |
| Continuous price processes in frictionless markets have infinite variation JM Harrison, R Pitbladdo, SM Schaefer Journal of Business, 353-365, 1984 | 57 | 1984 |
Ilya A StrebulaevProfessor of Finance, Graduate School of Business, Stanford UniversityVerified email at stanford.edu
