| Nonlinear pricing kernels, kurtosis preference, and evidence from the cross section of equity returns RF Dittmar The Journal of Finance 57 (1), 369-403, 2002 | 1081 | 2002 |
| Ex ante skewness and expected stock returns J Conrad, RF Dittmar, E Ghysels The Journal of Finance 68 (1), 85-124, 2013 | 983 | 2013 |
| Consumption, dividends, and the cross section of equity returns R Bansal, RF Dittmar, CT Lundblad The Journal of Finance 60 (4), 1639-1672, 2005 | 688 | 2005 |
| Quadratic term structure models: Theory and evidence DH Ahn, RF Dittmar, AR Gallant The Review of financial studies 15 (1), 243-288, 2002 | 600 | 2002 |
| The timing of financing decisions: An examination of the correlation in financing waves AK Dittmar, RF Dittmar Journal of Financial Economics 90 (1), 59-83, 2008 | 255 | 2008 |
| Risk adjustment and trading strategies DH Ahn, J Conrad, RF Dittmar The Review of Financial Studies 16 (2), 459-485, 2003 | 247 | 2003 |
| Cointegration and consumption risks in asset returns R Bansal, R Dittmar, D Kiku The Review of Financial Studies 22 (3), 1343-1375, 2009 | 166 | 2009 |
| Basis assets DH Ahn, J Conrad, RF Dittmar The Review of Financial Studies 22 (12), 5133-5174, 2009 | 134 | 2009 |
| Stock repurchase waves: An explanation of the trends in aggregate corporate payout policy AK Dittmar, RF Dittmar Available at SSRN 346548, 2002 | 133 | 2002 |
| Do sovereign bonds benefit corporate bonds in emerging markets? RF Dittmar, K Yuan The Review of Financial Studies 21 (5), 1983-2014, 2008 | 129 | 2008 |
| Purebred or hybrid?: Reproducing the volatility in term structure dynamics DH Ahn, RF Dittmar, AR Gallant, B Gao Journal of Econometrics 116 (1-2), 147-180, 2003 | 71 | 2003 |
| Firm characteristics, consumption risk, and firm-level risk exposures RF Dittmar, CT Lundblad Journal of Financial Economics 125 (2), 326-343, 2017 | 53 | 2017 |
| The timing of stock repurchases AK Dittmar, RF Dittmar Available at SSRN 911308, 2007 | 41 | 2007 |
| Cross-market and cross-firm effects in implied default probabilities and recovery values J Conrad, RF Dittmar, A Hameed School of Business, National University of Singapore, 2014 | 39 | 2014 |
| Cointegration and consumption risks in asset returns R Bansal, R Dittmar, D Kiku National Bureau of Economic Research, 2007 | 28 | 2007 |
| Momentum is not an anomaly RF Dittmar, G Kaul, Q Lei Available at SSRN 1027057, 2007 | 27 | 2007 |
| Long run risks and equity returns R Bansal, RF Dittmar, D Kiku AFA 2007 Chicago Meetings Paper, 2006 | 21 | 2006 |
| Skewness and the Bubble J Conrad, RF Dittmar, E Ghysels Unpublished working paper, University of North Carolina at Chapel Hill, 2008 | 20 | 2008 |
| Leisure preferences, long-run risks, and human capital returns RF Dittmar, F Palomino, W Yang The Review of Asset Pricing Studies 6 (1), 88-134, 2016 | 18 | 2016 |
| Initial coin offerings hyped and dehyped: An empirical examination RF Dittmar, DA Wu Available at SSRN 3259182, 2019 | 17 | 2019 |
