| Stochastic convenience yield and the pricing of oil contingent claims R Gibson, ES Schwartz The Journal of Finance 45 (3), 959-976, 1990 | 1429 | 1990 |
| Preferences for truthfulness: Heterogeneity among and within individuals R Gibson, C Tanner, AF Wagner American Economic Review 103 (1), 532-48, 2013 | 303 | 2013 |
| Financial integration, economic instability and trade structure in emerging markets A Chambet, R Gibson Journal of International Money and Finance 27 (4), 654-675, 2008 | 223 | 2008 |
| The pricing of systematic liquidity risk: Empirical evidence from the US stock market R Gibson, N Mougeot Journal of banking & finance 28 (1), 157-178, 2004 | 163 | 2004 |
| The Sustainability Footprint of Institutional Investors R Gibson, P Krueger | 120 | 2018 |
| Performance in the hedge funds industry: An analysis of short-and long-term persistence PA Bares, R Gibson, S Gyger Journal of Alternative Investments 6, 25-41, 2003 | 109 | 2003 |
| Modeling the term structure of interest rates: A review of the literature R Gibson, FS Lhabitant, D Talay Foundations and Trends® in Finance 5 (1–2), 1-156, 2010 | 108 | 2010 |
| A model of sovereign borrowing and sovereign yield spreads R Gibson, SM Sundaresan | 94 | 1999 |
| Valuation of long term oil-linked assets R Gibson Stochastic models and option values, 1991 | 84 | 1991 |
| Option valuation R Gibson J Financ, 959-976, 1991 | 69* | 1991 |
| Are liquidity and corporate control priced by shareholders? Empirical evidence from Swiss dual class shares L Gardiol, R Gibson-Asner, NS Tuchschmid Journal of Corporate Finance 3 (4), 299-323, 1997 | 65 | 1997 |
| Liquidity risk, return predictability, and hedge funds’ performance: An empirical study RG Brandon, S Wang Journal of Financial and Quantitative Analysis 48 (1), 219-244, 2013 | 59 | 2013 |
| ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS1 M Chesney, RJ Elliott, R Gibson Mathematical Finance 3 (3), 277-294, 1993 | 59 | 1993 |
| The style consistency of hedge funds R Gibson, S Gyger European Financial Management 13 (2), 287-308, 2007 | 58 | 2007 |
| Model risk: concepts, calibration and pricing R Gibson risk books, 2000 | 53 | 2000 |
| Model risk for European-style stock index options R Gençay, R Gibson IEEE transactions on neural networks 18 (1), 193-202, 2007 | 51 | 2007 |
| Reducing asset substitution with warrant and convertible debt issue M Chesney, R Gibson-Asner The Journal of Derivatives 9 (1), 39-52, 2001 | 48 | 2001 |
| Stock market performance and the term structure of credit spreads A Demchuk, R Gibson Journal of Financial and Quantitative Analysis 41 (4), 863-887, 2006 | 47 | 2006 |
| Option valuation: analyzing and pricing standardized option contracts R Gibson McGraw-Hill, 1991 | 45 | 1991 |
| Style consistency and survival probability in the hedge funds industry PA Bares, R Gibson, S Gyger | 44 | 2001 |
