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• 1985A FURTHER EXAMINATION OF STOCK PRICE CHANGES AND TRANSACTION VOLUME108 cited
• 1990A transactions data analysis of the variability of common stock returns during 1980–198498 cited
• 1983Stable Distributions and the Mixtures of Distributions Hypotheses for Common Stock Returns92 cited
• 2006Price and Volatility Transmission across Borders79 cited
• 1992A Reexamination of Finite- and Infinite-Variance Distributions as Models of Daily Stock Returns79 cited
• 1977‘WHITE‐NOISE’ IN IMPERFECT MARKETS: THE CASE OF THE FRANC/DOLLAR EXCHANGE RATE74 cited
• 1997International portfolio diversification: a synthesis and an update64 cited
• 2004The Italian Stock Market: Efficiency and Calendar Anomalies55 cited
• 2019Reinforcement Learning in Stock Trading54 cited
• 1983The Optimal Pricing Policy of a Monopolistic Marketmaker in the Equity Market52 cited
• 1993Intra‐day futures price volatility: Information effects and variance persistence52 cited
• 1982The Time-Variance Relationship of Security Returns: Implications for the Return-Generating Stochastic Process52 cited
• 1995U.K. STOCK RETURNS: PREDICTABILITY AND BUSINESS CONDITIONS49 cited
• 2005COINTEGRATION OF STOCK MARKETS BETWEEN NEW ZEALAND, AUSTRALIA AND THE G7 ECONOMIES: SEARCHING FOR CO-MOVEMENT UNDER STRUCTURAL CHANGE