| The model-free implied volatility and its information content GJ Jiang, YS Tian The Review of Financial Studies 18 (4), 1305-1342, 2005 | 1237 | 2005 |
| Managerial incentives and corporate fraud: The sources of incentives matter SA Johnson, HE Ryan Jr, YS Tian Review of Finance 13 (1), 115-145, 2009 | 583 | 2009 |
| The value and incentive effects of nontraditional executive stock option plans SA Johnson, YS Tian Journal of Financial Economics 57 (1), 3-34, 2000 | 362 | 2000 |
| Extracting model-free volatility from option prices: An examination of the VIX index GJ Jiang, YS Tian Journal of Derivatives 14 (3), 2007 | 302 | 2007 |
| A modified lattice approach to option pricing Y Tian The Journal of Futures Markets (1986-1998) 13 (5), 563, 1993 | 249 | 1993 |
| Indexed executive stock options SA Johnson, YS Tian Journal of Financial Economics 57 (1), 35-64, 2000 | 248 | 2000 |
| Arbitrage and valuation in the market for Standard and Poor's Depositary Receipts LF Ackert, YS Tian Financial Management, 71-87, 2000 | 198 | 2000 |
| Pricing lookback and barrier options under the CEV process PP Boyle Journal of financial and quantitative analysis 34 (2), 241-264, 1999 | 191 | 1999 |
| Executive compensation and corporate fraud SA Johnson, HE Ryan, YS Tian Unpublished paper (Lousiana State University, Baton Rouge, LA), 2003 | 182 | 2003 |
| Efficiency in index options markets and trading in stock baskets LF Ackert, YS Tian Journal of banking & finance 25 (9), 1607-1634, 2001 | 168 | 2001 |
| Arbitrage, liquidity, and the valuation of exchange traded funds LF Ackert, YS Tian Financial markets, institutions & instruments 17 (5), 331-362, 2008 | 153 | 2008 |
| Too much of a good incentive? The case of executive stock options YS Tian Journal of Banking & Finance 28 (6), 1225-1245, 2004 | 138 | 2004 |
| An explicit finite difference approach to the pricing of barrier options PP Boyle, Y Tian Applied Mathematical Finance 5 (1), 17-43, 1998 | 131 | 1998 |
| A flexible binomial option pricing model YS Tian Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999 | 117 | 1999 |
| The introduction of Toronto index participation units and arbitrage opportunities in the Toronto 35 index option market LF Ackert, YS Tian Journal of Derivatives 5 (4), 44, 1998 | 49 | 1998 |
| Evidence of the efficiency of index options markets LF Ackert, YS Tian Federal Research Bank of Atlanta Economic Review 85 (1), 2000 | 42 | 2000 |
| A simplified binomial approach to the pricing of interest-rate contingent claims Y Tian Journal of Financial Engineering 1 (1), 14-37, 1992 | 41 | 1992 |
| Ironing out the kinks in executive compensation: Linking incentive pay to average stock prices YS Tian Journal of Banking & Finance 37 (2), 415-432, 2013 | 38 | 2013 |
| A reexamination of lattice procedures for interest rate-contingent claims YS Tian Advances in Futures and Options Research 7, 1994 | 36 | 1994 |
| Extracting risk-neutral density and its moments from American option prices YS Tian Journal of Derivatives 18 (3), 17, 2011 | 31 | 2011 |
Harley RyanTruist Professor of Capital Markets, Georgia State UniversityVerified email at gsu.edu