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On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index

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1991A Data-Analytic Look at Skewness and Elongation in Common-Stock-Return Distributions67 cited
2007Operational Risk: The Sting is Still in the Tail but the Poison Depends on the Dose

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2007Alternatives to the normal model of stock returns: Gaussian mixture, generalised logF and generalised hyperbolic models60 cited

1994REGULARITIES IN THE VARIATION OF SKEWNESS IN ASSET RETURNS54 cited

2003The Conditional Distribution of Real Estate Returns: Are Higher Moments Time Varying?51 cited

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2004Are Calendar Anomalies Still Alive?: Evidence from Istanbul Stock Exchange38 cited

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1999The January effect and monthly seasonality in the Hang Seng index: 1985-9734 cited

1999The weekend effect, the Stock Exchange Account and the Financial Times Industrial Ordinary Shares Index: 1987-199433 cited

2000Assessing the bias of maximum likelihood estimates of contaminated garch models31 cited