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• 2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment172 cited
• 2016Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests121 cited
• 2005Are there exploitable inefficiencies in the futures market for oil?106 cited
• 2022Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics98 cited
• 2000Scaling in the Norwegian stock market97 cited
• 2009OPEC announcements and their effects on crude oil prices69 cited
• 2006Equity trading by institutional investors: To cross or not to cross?63 cited
• 2021Firm value impact of corporate activism: Facebook and the stop hate for profit campaign54 cited
• 2002A direct test for the mean variance efficiency of a portfolio52 cited
• 2015Comparison of Prediction Performances of Artificial Neural Network (ANN) and Vector Autoregressive (VAR) Models by Using the Macroeconomic Variables of Gold Prices, Borsa Istanbul (BIST) 100 Index and US Dollar-Turkish Lira (USD/TRY) Exchange Rates50 cited
• 2015Is there information leakage prior to share repurchase announcements? Evidence from daily options trading47 cited
• 2008Expectations of Risk and Return Among Household Investors: Are Their Sharpe Ratios Countercyclical?45 cited
• 2013Size and Value Risk in Financial Firms