| Frog in the pan: Continuous information and momentum Z Da, UG Gurun, M Warachka The review of financial studies 27 (7), 2171-2218, 2014 | 286 | 2014 |
| Testing market efficiency using statistical arbitrage with applications to momentum and value strategies S Hogan, R Jarrow, M Teo, M Warachka Journal of Financial economics 73 (3), 525-565, 2004 | 240 | 2004 |
| Pricing options in an extended Black Scholes economy with illiquidity: Theory and empirical evidence U Cetin, R Jarrow, P Protter, M Warachka The Review of Financial Studies 19 (2), 493-529, 2006 | 231 | 2006 |
| Cashflow risk, systematic earnings revisions, and the cross-section of stock returns Z Da, MC Warachka Journal of Financial Economics 94 (3), 448-468, 2009 | 128 | 2009 |
| Tobin's q does not measure firm performance: Theory, empirics, and alternatives PH Dybvig, M Warachka Empirics, and Alternatives (March 5, 2015), 2015 | 103 | 2015 |
| The disparity between long-term and short-term forecasted earnings growth Z Da, M Warachka Journal of Financial Economics 100 (2), 424-442, 2011 | 84 | 2011 |
| Using high-frequency transaction data to estimate the probability of informed trading A Tay, C Ting, YK Tse, M Warachka Journal of Financial Econometrics 7 (3), 288-311, 2009 | 76 | 2009 |
| Streaks in earnings surprises and the cross-section of stock returns RK Loh, M Warachka Management Science 58 (7), 1305-1321, 2012 | 75 | 2012 |
| Tobin’s Q does not measure performance: Theory, empirics, and alternative measures PH Dybvig, M Warachka Unpublished Working paper, Washington University, Saint Louis, United Sates, 2010 | 44 | 2010 |
| Tobin’s Q does not measure firm performance: Theory, empirics, and alternative measures PH Dybvig, M Warachka SSRN eLibrary. http://papers. ssrn. com/sol3/papers. cfm, 2012 | 39 | 2012 |
| An improved test for statistical arbitrage R Jarrow, M Teo, YK Tse, M Warachka Journal of Financial Markets 15 (1), 47-80, 2012 | 32 | 2012 |
| Investment in a smaller world: The implications of air travel for investors and firms Z Da, UG Gurun, B Li, M Warachka Management Science 67 (1), 417-435, 2021 | 25 | 2021 |
| Forecast accuracy uncertainty and momentum B Han, D Hong, M Warachka Management Science 55 (6), 1035-1046, 2009 | 21 | 2009 |
| Statistical arbitrage and market efficiency: Enhanced theory, robust tests and further applications RA Jarrow, M Teo, YK Tse, M Warachka Robust Tests and Further Applications (February 2005), 2005 | 19 | 2005 |
| Optimal liquidation strategies and their implications C Ting, M Warachka, Y Zhao Journal of Economic Dynamics and Control 31 (4), 1431-1450, 2007 | 18 | 2007 |
| Momentum and informed trading A Hameed, D Hong, M Warachka EFA 2008 Athens Meetings Paper, 2008 | 16 | 2008 |
| Option pricing with liquidity risk U Cetin, RA Jarrow, P Protter, M Warachka Preprint, Cornell University, 2002 | 15 | 2002 |
| Fiscal policy, consumption risk, and stock returns: Evidence from US states Z Da, M Warachka, H Yun Journal of financial and quantitative analysis 53 (1), 109-136, 2018 | 13 | 2018 |
| The implied jump risk of LIBOR rates LK Guan, C Ting, M Warachka Journal of Banking & Finance 29 (10), 2503-2522, 2005 | 13 | 2005 |
| A quantum field theory term structure model applied to hedging BE Baaquie, M Srikant, MC Warachka International Journal of Theoretical and Applied Finance 6 (05), 443-467, 2003 | 13 | 2003 |
