The DOI matches its Crossref record; 25 of the 25 references it cites were found in a registry or an index.
The stochastic behavior of common stock variances Value, leverage and interest rate effects
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Time Series Analysis: Forecasting and Control
Geurts, M., Box, G. E. P., & Jenkins, G. M. (1977) · Journal of Marketing Research · doi:10.2307/3150485 · Cited by 19,186
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Merton, R. C. (1974) · The Journal of Finance · doi:10.1111/j.1540-6261.1974.tb03058.x · Cited by 10,581
Linear Statistical Inference and its Applications: Second Editon
Rao, C. R. (1973) · Wiley Series in Probability and Statistics · doi:10.1002/9780470316436 · Cited by 10,489
Spurious regressions in econometrics
Granger, C. W. J., & Newbold, P. (1974) · Journal of Econometrics · doi:10.1016/0304-4076(74)90034-7 · Cited by 6,200
Linear Statistical Inference and Its Applications.
Robertson, C. A., & Rao, C. R. (1975) · Biometrics · doi:10.2307/2529568 · Cited by 3,598
Measuring security price performance
Brown, S. J., & Warner, J. B. (1980) · Journal of Financial Economics · doi:10.1016/0304-405x(80)90002-1 · Cited by 3,324
Hannan, E. J. (1973) · Technometrics · doi:10.1080/00401706.1973.10489024 · Cited by 3,210
The valuation of options for alternative stochastic processes
Cox, J. C., & Ross, S. A. (1976) · Journal of Financial Economics · doi:10.1016/0304-405x(76)90023-4 · Cited by 2,934
Cited by
Why Does Stock Market Volatility Change Over Time?
SCHWERT, G. W. (1989) · The Journal of Finance · doi:10.1111/j.1540-6261.1989.tb02647.x · Cited by 3,427
Campbell, J. Y., & Hentschel, L. (1992) · Journal of Financial Economics · doi:10.1016/0304-405x(92)90037-x · Cited by 1,926
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
Cappiello, L., Engle, R. F., & Sheppard, K. (2006) · Journal of Financial Econometrics · doi:10.1093/jjfinec/nbl005 · Cited by 1,767
Kothari, S. P., Li, X., & Short, J. E. (2009) · The Accounting Review · doi:10.2308/accr.2009.84.5.1639 · Cited by 1,019
The Crash of ʼ87: Was It Expected? The Evidence from Options Markets
BATES, D. S. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb03775.x · Cited by 874
Metadata
- Authors
- Christie, A.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1982-12
- Volume
- 10
- Issue
- 4
- Pages
- 407-432
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W1965635191
- Cited by
- 2,379
- References
- 25
- FWCI
- 10.02
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: The stochastic behavior of common stock variances Value, leverage and interest rate effects. https://app.cochat.ai/papers/10.1016/0304-405x(82)90018-6
- The paper
- Christie, A. (1982). The stochastic behavior of common stock variances Value, leverage and interest rate effects. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(82)90018-6
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
