Table 8 Maximum cited articles

Realized GARCH: a joint model for returns and realized measures of volatility

Journal of Applied Econometrics

[53]

10.1002/jae.1234

Intraday Price Formation in U.S. Equity Index Markets

The Journal of Finance

[54]

10.1046/j.1540–6261.2003.00609.x

Do Hedge Funds Hedge?

The Journal of Portfolio Management

[11]

10.3905/jpm.2001.319819

Risk and Return on Real Estate: Evidence from Equity REITs

Real Estate Economics

[28]

10.1111/1540–6229.00531

Testing the Masters Hypothesis in commodity futures markets

Energy Economics

[62]

10.1016/j.eneco.2011.10.008

Statistical arbitrage in the US equities market

Quantitative Finance

[12]

10.1080/14697680903124632

Analysis of intraday herding behavior among the sector ETFs

Journal of Empirical Finance

[51]

10.1016/j.jempfin.2003.06.003

Do ETFs Increase Volatility?

The Journal of Finance

[16]

10.1111/jofi.12727

Indexing and active fund management: International evidence

Journal of Financial Economics

[36]

10.1016/j.jfineco.2016.02.008

Spiders: Where Are the Bugs?

The Journal of Business

[43]

10.1086/339891

Predicting the exchange-traded fund DIA with a combination of genetic algorithms and neural networks

Expert Systems with Applications

[129]

10.1016/j.eswa.2004.05.018

An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown

Expert Systems with Applications

[5]

10.1016/j.eswa.2017.06.023

Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias

Journal of Empirical Finance

[59]

10.1016/j.jempfin.2010.01.001

Island Goes Dark: Transparency, Fragmentation, and Regulation

The Review of Financial Studies

[56]

10.1093/rfs/hhi013

Premiums-Discounts and Exchange-Traded Funds

The Journal of Derivatives

[44]

10.3905/jod.2006.635418