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Cited by

• 2016The impact of natural disasters on the stock returns and volatilities of local firms126 cited
• 2016A Signal Processing Perspective on Financial Engineering59 cited
• 2020Machine Learning Portfolio Allocation57 cited
• 2012Performance Analysis and Optimal Selection of Large Minimum Variance Portfolios Under Estimation Risk57 cited
• 2013Fama and French Three-Factor Model: Evidence from Istanbul Stock Exchange55 cited
• 2014Functional Dynamic Factor Model for Intraday Price Curves50 cited
• 2016Linked linear mixed models: A joint analysis of fixation locations and fixation durations in natural reading36 cited
• 2015Risk, return and mean‐variance efficiency of Islamic and non‐Islamic stocks: evidence from a unique Malaysian data set27 cited
• 2018Objective priors for the number of degrees of freedom of a multivariate t distribution and the t -copula23 cited
• 2012Functional prediction of intraday cumulative returns22 cited
• 2020A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China21 cited
• 2014Middle Management Knowledge by Possession and Position: A Panoptic Examination of Individual Knowledge Sharing Influences19 cited
• 2012On the market risk of securitized timberlands19 cited