This study uses respondent data from a web-based survey of active finance scholars (45% response rate from 37 countries) to endogenously rank 83 finance journals by quality and importance. Journals are further tiered into four groups (A, B, C and D) and stratified into "upper", "middle" and...

This paper presents a framework for using high frequency derivative prices to estimate the drift of generalized security price processes. This work may be seen more generally as a quasi-likelihood approach to estimating continuous-time parameters of derivative pricing models using discrete...