| The dynamics of stochastic volatility: evidence from underlying and options markets CS Jones Journal of econometrics 116 (1-2), 181-224, 2003 | 643 | 2003 |
| Volatility forecasting with range-based EGARCH models MW Brandt, CS Jones Journal of Business & Economic Statistics 24 (4), 470-486, 2006 | 382 | 2006 |
| A nonlinear factor analysis of S&P 500 index option returns CS Jones The Journal of Finance 61 (5), 2325-2363, 2006 | 241 | 2006 |
| Nonlinear mean reversion in the short-term interest rate CS Jones The review of financial studies 16 (3), 793-843, 2003 | 202 | 2003 |
| Mutual fund performance with learning across funds CS Jones, J Shanken Journal of Financial Economics 78 (3), 507-552, 2005 | 187 | 2005 |
| Identification of maximal affine term structure models P Collin‐Dufresne, RS Goldstein, CS Jones The Journal of Finance 63 (2), 743-795, 2008 | 162* | 2008 |
| Can interest rate volatility be extracted from the cross section of bond yields? P Collin-Dufresne, RS Goldstein, CS Jones Journal of Financial Economics 94 (1), 47-66, 2009 | 161* | 2009 |
| Inventory investment and the cost of capital CS Jones, S Tuzel Journal of Financial Economics 107 (3), 557-579, 2013 | 152 | 2013 |
| Extracting factors from heteroskedastic asset returns CS Jones Journal of Financial economics 62 (2), 293-325, 2001 | 137 | 2001 |
| Bayesian estimation of continuous-time finance models CS Jones manuscript University of Rochester, 1998 | 110* | 1998 |
| The price of market volatility risk J Duarte, CS Jones AFA 2009 San Francisco Meetings Paper, 2007 | 71 | 2007 |
| Option mispricing around nontrading periods CS Jones, J Shemesh The Journal of Finance 73 (2), 861-900, 2018 | 55* | 2018 |
| Out-of-sample performance of mutual fund predictors CS Jones, H Mo The Review of Financial Studies 34 (1), 149-193, 2021 | 51 | 2021 |
| New orders and asset prices CS Jones, S Tuzel The Review of Financial Studies 26 (1), 115-157, 2013 | 48 | 2013 |
| Investing in disappearing anomalies CS Jones, L Pomorski Review of Finance 21 (1), 237-267, 2017 | 35 | 2017 |
| The predictive failure of the Baba, Hendry and Starr model of M1 GD Hess, CS Jones, RD Porter Journal of Economics and Business 50 (6), 477-507, 1998 | 32* | 1998 |
| Option momentum SL Heston, CS Jones, M Khorram, S Li, H Mo The Journal of Finance 78 (6), 3141-3192, 2023 | 28 | 2023 |
| Do option prices forecast aggregate stock returns? CS Jones, H Mo, T Wang Available at SSRN 3009490, 2018 | 14 | 2018 |
| The term structure of equity option implied volatility C Jones, T Wang University of Southern California Working Paper, 2012 | 13 | 2012 |
| Bayesian range-based estimation of stochastic volatility models MW Brandt, CS Jones Finance Research Letters 2 (4), 201-209, 2005 | 12 | 2005 |
