"A Theory of the Term Structure of Interest Rates."

Cox, John C., Jonathan E. Ingersoll, Jr. and Stephen A. Ross. Econometrica Vol. 53, No. 2 (1985): 385-407.

"An Intertemporal General Equilibrium Model of Asset Prices."

Cox, John C., Jonathan E. Ingersoll, Jr. and Stephen A. Ross. Econometrica Vol. 53, No. 2 (1985): 363-384.

Options Markets.

Cox, John C. and Mark Rubinstein. Englewood Cliffs, NJ: Prentice Hall, 1985.

"On Dynamic Investment Strategies."

Cox, John C. and Hayne Leland. In Proceedings of the Seminar on the Analysis of Security Prices, Chicago, IL: November 1982.

"The Relation Between Forward Prices and Futures Prices."

Cox, John C., Jonathan E. Ingersoll and Stephen A. Ross. Journal of Financial Economics Vol. 9, No. 4 (1981): 321-346.

"A Re-examination of Traditional Hypotheses About the Term Structure of Interest Rates."

Cox, John C., Jonathan E. Ingersoll, Jr. and Stephen A. Ross. Journal of Finance Vol. 36, No. 4 (1981): 769-799.