| 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 | 424* | 2017 |
| Empirical asset pricing: The cross section of stock returns TG Bali, RF Engle, S Murray John Wiley & Sons, 2016 | 394 | 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 | 300 | 2013 |
| Option implied volatility, skewness, and kurtosis and the cross-section of expected stock returns T Bali, J Hu, M Scott Georgetown McDonough School of Business Research Paper, 2017 | 122 | 2017 |
| Bear beta Z Lu, S Murray Journal of Financial Economics 131 (3), 736-760, 2019 | 70 | 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 | 55 | 2022 |
| Charting by machines S Murray, Y Xia, H Xiao Journal of Financial Economics 153, 103791, 2024 | 23 | 2024 |
| A margin requirement based return calculation for portfolios of short option positions S Murray Managerial Finance 39 (6), 550-568, 2013 | 13 | 2013 |
| A factor model for stock returns based on option prices TG Bali, F Chabi-Yo, S Murray Available at SSRN 3487947, 2022 | 11* | 2022 |
| 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 |
| Betting against other betas S Murray Available at SSRN 3540652, 2022 | 5 | 2022 |
| The Information Content of Option Prices Regarding Future Stock Return Serial Correlation S Murray Available at SSRN 2384985, 2014 | | 2014 |
| Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns.(2017). 1-81. Research Collection Lee Kong Chian School Of Business T BALI, J HU, M SCOTT Journal of Accounting and Economics 36 (1-3), 105-146, 0 | | |
