| Commodity volatility breaks A Vivian, ME Wohar Journal of International Financial Markets, Institutions and Money 22 (2 …, 2012 | 274 | 2012 |
| How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics X Tan, K Sirichand, A Vivian, X Wang Energy Economics 90, 104870, 2020 | 159 | 2020 |
| The relationship between energy and equity markets: Evidence from volatility impulse response functions E Olson, A J Vivian, ME Wohar Energy Economics 43, 297-305, 2014 | 155 | 2014 |
| Forecasting Returns: New European Evidence S Jordan, A Vivian, M Wohar Journal of Empirical Finance 26, 76-95, 2014 | 60 | 2014 |
| Time-varying Managerial Overconfidence and Corporate Debt Maturity Structure A Ataullah, A Vivian, B Xu The European Journal of Finance (forthcoming), 2017 | 55 | 2017 |
| Forecasting Market Returns: Bagging or Combining? SJ Jordan, A Vivian, ME Wohar International Journal of Forecasting 33 (1), 102-120, 2017 | 47* | 2017 |
| Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors RM Sousa, A Vivian, ME Wohar International Review of Economics & Finance 41, 122-143, 2016 | 46 | 2016 |
| Do commodities make effective hedges for equity investors? E Olson, A Vivian, ME Wohar Research in International Business and Finance 42, 1274-1288, 2017 | 45 | 2017 |
| Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework X Tan, Y Geng, A Vivian, X Wang Resources Policy 74, 102406, 2021 | 41 | 2021 |
| Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective AGF Hoepner, D McMillan, A Vivian, C Wese Simen The European Journal of Finance 27 (1-2), 1-7, 2021 | 37 | 2021 |
| The UK equity premium: 1901–2004 A Vivian Journal of Business Finance & Accounting 34 (9‐10), 1496-1527, 2007 | 36* | 2007 |
| Can commodity returns forecast Canadian sector stock returns? SJ Jordan, A Vivian, ME Wohar International Review of Economics & Finance 41, 172-188, 2016 | 32 | 2016 |
| The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests R Gupta, C Pierdzioch, AJ Vivian, ME Wohar Finance Research Letters 29, 315-322, 2019 | 28 | 2019 |
| Optimistic disclosure tone and conservative debt policy A Ataullah, A Vivian, B Xu Abacus 54 (4), 445-484, 2018 | 28 | 2018 |
| The Output Gap and Stock Returns: Do Cyclical Fluctuations Predict Portfolio Returns? A Vivian, ME Wohar International Review of Financial Analysis 26, 40-50, 2013 | 24 | 2013 |
| Financial data science: the birth of a new financial research paradigm complementing econometrics? C Brooks, AGF Hoepner, D McMillan, A Vivian, C Wese Simen The European Journal of Finance 25 (17), 1627-1636, 2019 | 23 | 2019 |
| Sticky Prices or Economically-Linked Economies: The case of Forecasting the Chinese Stock Market SJ Jordan, A Vivian, ME Wohar Journal of International Money and Finance 41, 95-109, 2014 | 23 | 2014 |
| Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine P Chen, A Vivian, C Ye Annals of Operations Research 313 (1), 559-601, 2022 | 18 | 2022 |
| Stock returns forecasting with metals: sentiment vs. fundamentals SJ Jordan, A Vivian, ME Wohar The European Journal of Finance 24 (6), 458-477, 2018 | 18 | 2018 |
| The payout ratio, earnings growth returns: UK industry evidence A Vivian A paper presented at the EFM Behavioural Finance Symposium, 2006 | 18 | 2006 |
Mark WoharUniversity of Nebraska at OmahaVerified email at unomaha.edu
