| The risk premia embedded in index options TG Andersen, N Fusari, V Todorov Journal of Financial Economics 117 (3), 558-584, 2015 | 289 | 2015 |
| Realizing smiles: Options pricing with realized volatility F Corsi, N Fusari, D La Vecchia Journal of Financial Economics 107 (2), 284-304, 2013 | 169 | 2013 |
| Parametric inference and dynamic state recovery from option panels TG Andersen, N Fusari, V Todorov Econometrica 83 (3), 1081-1145, 2015 | 157 | 2015 |
| Short‐term market risks implied by weekly options TG Andersen, N Fusari, V Todorov The Journal of Finance 72 (3), 1335-1386, 2017 | 137 | 2017 |
| The pricing of tail risk and the equity premium: Evidence from international option markets TG Andersen, N Fusari, V Todorov Journal of Business & Economic Statistics 38 (3), 662-678, 2020 | 88 | 2020 |
| Valuing modularity as a real option A Gamba, N Fusari Management science 55 (11), 1877-1896, 2009 | 83 | 2009 |
| Barrier option pricing using adjusted transition probabilities G Barone-Adesi, N Fusari, J Theal The journal of derivatives 16, 36-53, 2008 | 20 | 2008 |
| Asset Pricing with Cohort‐Based Trading in MBS Markets N Fusari, W Li, H Liu, Z Song The Journal of Finance 77 (6), 3249-3287, 2022 | 18 | 2022 |
| Testing for asset price bubbles using options data N Fusari, R Jarrow, S Lamichhane Johns Hopkins Carey Business School Research Paper, 2020 | 17 | 2020 |
| Option market trading activity and the estimation of the pricing kernel: A Bayesian approach G Barone-Adesi, N Fusari, A Mira, C Sala Journal of Econometrics, 2019 | 16 | 2019 |
| Volatility dynamics and the term structure of the variance risk premium N Fusari, MT Gonzalez-Perez Northwestern University, 2012 | 14 | 2012 |
| Spatial dependence in option observation errors TG Andersen, N Fusari, V Todorov, RT Varneskov Econometric Theory 37 (2), 205-247, 2021 | 13 | 2021 |
| Unified inference for nonlinear factor models from panels with fixed and large time span TG Andersen, N Fusari, V Todorov, RT Varneskov Journal of econometrics 212 (1), 4-25, 2019 | 11 | 2019 |
| Structural stochastic volatility FM Bandi, N Fusari, R Renò Available at SSRN 3717015, 2020 | 6 | 2020 |
| Option panels in pure-jump settings TG Andersen, N Fusari, V Todorov, RT Varneskov | 6* | 2018 |
Torben G. AndersenProfessor of Finance, Kellogg School, Northwestern UniversityVerified email at northwestern.edu
