| The informational content of implied volatility L Canina, S Figlewski The Review of Financial Studies 6 (3), 659-681, 1993 | 1292 | 1993 |
| Forecasting volatility S Figlewski Financial markets, institutions & instruments 6 (1), 1-88, 1997 | 760 | 1997 |
| Options, short sales, and market completeness S Figlewski, GP Webb The Journal of Finance 48 (2), 761-777, 1993 | 712 | 1993 |
| Estimation of the optimal futures hedge SG Cecchetti, RE Cumby, S Figlewski The Review of Economics and Statistics, 623-630, 1988 | 691 | 1988 |
| Hedging performance and basis risk in stock index futures S Figlewski The Journal of Finance 39 (3), 657-669, 1984 | 680 | 1984 |
| The informational effects of restrictions on short sales: Some empirical evidence S Figlewski Journal of Financial and Quantitative Analysis 16 (4), 463-476, 1981 | 601 | 1981 |
| Options arbitrage in imperfect markets S Figlewski The journal of Finance 44 (5), 1289-1311, 1989 | 450 | 1989 |
| Modeling the effect of macroeconomic factors on corporate default and credit rating transitions S Figlewski, H Frydman, W Liang International Review of Economics & Finance 21 (1), 87-105, 2012 | 383 | 2012 |
| The formation of inflationary expectations S Figlewski, P Wachtel The Review of Economics and Statistics, 1-10, 1981 | 383 | 1981 |
| Futures trading and volatility in the GNMA market S Figlewski The Journal of Finance 36 (2), 445-456, 1981 | 377 | 1981 |
| Market risk and model risk for a financial institution writing options TC Green, S Figlewski The journal of finance 54 (4), 1465-1499, 1999 | 373 | 1999 |
| Is the" Leverage effect" a leverage effect? S Figlewski, X Wang | 336 | 2000 |
| The adaptive mesh model: a new approach to efficient option pricing S Figlewski, B Gao Journal of Financial Economics 53 (3), 313-351, 1999 | 326 | 1999 |
| Subjective information and market efficiency in a betting market S Figlewski Journal of Political Economy 87 (1), 75-88, 1979 | 318 | 1979 |
| Estimating the implied risk neutral density S Figlewski | 291 | 2009 |
| Market" efficiency" in a market with heterogeneous information S Figlewski Journal of Political Economy 86 (4), 581-597, 1978 | 265 | 1978 |
| Margins and market integrity: Margin setting for stock index futures and options S Figlewski The Journal of Futures Markets (Pre-1986) 4 (3), 385, 1984 | 243 | 1984 |
| Hedging with stock index futures: theory and application in a new market S Figlewski The Journal of Futures Markets (pre-1986) 5 (2), 183, 1985 | 202 | 1985 |
| Forecasting volatilities and correlations with EGARCH models R Cumby, S Figlewski, J Hasbrouck The Journal of Derivatives 1 (2), 51-63, 1993 | 170 | 1993 |
| Anatomy of a Meltdown: The Risk Neutral Density for the S&P 500 in the Fall of 2008 J Birru, S Figlewski Journal of Financial Markets 15 (2), 151-180, 2012 | 150 | 2012 |
