| Trust and credit: The role of appearance in peer-to-peer lending J Duarte, S Siegel, L Young The Review of Financial Studies 25 (8), 2455-2484, 2012 | 1249 | 2012 |
| Why is PIN priced? J Duarte, L Young Journal of Financial Economics 91 (2), 119-138, 2009 | 654 | 2009 |
| Nonparametric option pricing under shape restrictions Y Aıt-Sahalia, J Duarte Journal of Econometrics 116 (1-2), 9-47, 2003 | 435 | 2003 |
| Risk and return in fixed-income arbitrage: Nickels in front of a steamroller? J Duarte, FA Longstaff, F Yu The Review of Financial Studies 20 (3), 769-811, 2007 | 386 | 2007 |
| Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital J Duarte, X Han, J Harford, L Young Journal of Financial Economics 87 (1), 24-44, 2008 | 266 | 2008 |
| Evaluating an alternative risk preference in affine term structure models J Duarte The Review of Financial Studies 17 (2), 379-404, 2004 | 209 | 2004 |
| The price of market volatility risk J Duarte, CS Jones AFA 2009 San Francisco Meetings Paper, 2007 | 71 | 2007 |
| Trust and credit J Duarte, S Siegel, LA Young AFA 2010 Atlanta Meetings Paper, 2010 | 53 | 2010 |
| The causal effect of mortgage refinancing on interest rate volatility: Empirical evidence and theoretical implications J Duarte The Review of Financial Studies 21 (4), 1689-1731, 2008 | 53 | 2008 |
| The relevance of the price of risk in affine term structure models. J Duarte | 44 | 2001 |
| The systematic risk of idiosyncratic volatility J Duarte, A Kamara, S Siegel, C Sun Available at SSRN 1905731, 2014 | 41 | 2014 |
| A comparison of some structural models of private information arrival J Duarte, E Hu, L Young Journal of Financial Economics 135 (3), 795-815, 2020 | 36 | 2020 |
| The impact of the Sarbanes–Oxley Act on shareholders and managers of foreign firms J Duarte, K Kong, S Siegel, L Young Review of Finance 18 (1), 417-455, 2014 | 28 | 2014 |
| Can liquidity events explain the low-short-interest puzzle? Implications from the options market J Duarte, X Lou, R Sadka 8th Annual Texas Finance Festival, 2006 | 24 | 2006 |
| What does the PIN model identify as private information J Duarte, E Hu, L Young Unpublished working paper, Rice University, University of Washington, 2015 | 22 | 2015 |
| The common components of idiosyncratic volatility J Duarte, A Kamara, S Siegel, C Sun Unpublished working paper. Rice University and University of Washington, 2012 | 17 | 2012 |
| Foreign listings, US equity markets, and the impact of the Sarbanes-Oxley Act J Duarte, K Kong, LA Young, S Siegel Unpublished working paper, 2007 | 16 | 2007 |
| Why does corporate governance explain credit spreads? J Duarte, F Yu, LA Young | 14 | 2008 |
| Residential mortgage credit derivatives J Duarte, DA McManus Real Estate Economics 39 (4), 671-700, 2011 | 11 | 2011 |
| Very Noisy Option Prices and Inferences Regarding Option Returns J Duarte, CS Jones, JL Wang Forthcoming in the Journal of Finance, 2023 | 9* | 2023 |
