References

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• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
• 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
• 1980Stock returns and the weekend effect1,997 cited
• 1986Stock return variances1,813 cited
• 1983Size-related anomalies and stock return seasonality1,800 cited
• 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
• 1997Intraday periodicity and volatility persistence in financial markets1,301 cited
• 1992Stock Prices and Volume1,295 cited
• 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
• 1981On the bias in flexible functional forms and an essentially unbiased form977 cited
• 1984A Further Investigation of the Weekend Effect in Stock Returns896 cited
• 2001Testing Density Forecasts, With Applications to Risk Management859 cited
• 1983The anomalous stock market behavior of small firms in January848 cited