. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk. Journal of Finance. 2001;56(1):1-43.
Papers published in the Journal of Finance
. Household Finance, Presidential Address to the American Finance Association. Journal of Finance. 2006;LXI(4):1553-1604.
. A Defense of Traditional Hypotheses about the Term Structure of Interest Rates. Journal of Finance. 1986;XLL(1):183-193.
. Stock Prices, Earnings, and Expected Dividends. Journal of Finance. 1988;XLIII(3):661-676.
. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration. Journal of Finance. 1992;XLVII(1):43-69.
. What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns. Journal of Finance. 1993;XLVIII(1):3-37.
. Asset Pricing at the Millennium. Journal of Finance. 2000;LV(4):1515-1567.
. Explaining the Poor Performance of Consumption-based Asset Pricing Models. Journal of Finance. 2000;LV(6):2863-2878.
. Equity Volatility and Corporate Bond Yields. Journal of Finance. 2003;LVIII(6):2321-2350.
. In Search of Distress Risk. Journal of Finance. 2008;LXIII(6):2899-2939.
. Global Currency Hedging. Journal of Finance. 2010;LXV(1):87-122.