| Jumps and stochastic volatility: Exchange rate processes implicit in deutsche mark options DS Bates The Review of Financial Studies 9 (1), 69-107, 1996 | 3280 | 1996 |
| Post-'87 crash fears in the S&P 500 futures option market DS Bates Journal of Econometrics 94 (1-2), 181-238, 2000 | 2071 | 2000 |
| The Crash of ʼ87: Was It Expected? The Evidence from Options Markets DS Bates The journal of finance 46 (3), 1009-1044, 1991 | 1481 | 1991 |
| Empirical option pricing: A retrospection DS Bates Journal of Econometrics 116 (1-2), 387-404, 2003 | 480 | 2003 |
| 20 Testing option pricing models DS Bates Handbook of statistics 14, 567-611, 1996 | 411 | 1996 |
| Maximum likelihood estimation of latent affine processes DS Bates The Review of Financial Studies 19 (3), 909-965, 2006 | 335 | 2006 |
| The market for crash risk DS Bates Journal of Economic Dynamics and Control 32 (7), 2291-2321, 2008 | 293 | 2008 |
| Dollar jump fears, 1984–1992: distributional abnormalities implicit in currency futures options DS Bates Journal of international Money and Finance 15 (1), 65-93, 1996 | 215 | 1996 |
| US stock market crash risk, 1926–2010 DS Bates Journal of Financial Economics 105 (2), 229-259, 2012 | 139 | 2012 |
| The skewness premium: Option pricing under asymmetric processes DS Bates Advances in Futures and Options Research 9, 51-82, 1997 | 131* | 1997 |
| Pricing options under jump-diffusion processes DS Bates Rodney L. White Center for Financial Research, 1988 | 89 | 1988 |
| Valuing the futures market clearinghouse's default exposure during the 1987 crash D Bates, R Craine Journal of Money, Credit, and Banking, 248-272, 1999 | 64 | 1999 |
| Hedging the smirk DS Bates Finance Research Letters 2 (4), 195-200, 2005 | 63* | 2005 |
| How crashes develop: intradaily volatility and crash evolution DS Bates The Journal of Finance 74 (1), 193-238, 2019 | 54 | 2019 |
| Financial markets' assessments of EMU DS Bates Carnegie-Rochester Conference Series on Public Policy 51, 229-269, 1999 | 35 | 1999 |
| Empirical Option Pricing Models DS Bates Available at SSRN 3976383, 2021 | 16 | 2021 |
| Crashes, options, and international asset substitutability DS Bates Princeton University, 1989 | 11 | 1989 |
| US stock market crash risk, 1926-2006 DS Bates National Bureau of Economic Research, 2009 | 6 | 2009 |
| Option Pricing Under Asymmetric Processes, with Applications to Options on Deutschemark Futures D Bates Finance Department, The Wharton School, 1991 | 4 | 1991 |
| Bates Model DS Bates Encyclopedia of Quantitative Finance, 2010 | 2 | 2010 |
