Journal of Asset Management · 2011 · 95 citations · 18 references
Social SciencesEconomicsFinanceFinancial EconomicsFinancial MarketsTime Series AnalysisTime-of-day ChoiceIntraday TradingTime-of-day HeterogeneityTrading Day Effects
18
Journal of the American Dietetic Association · 1993 · 12.1K citations
William F. Sharpe · The Journal of Business · 1966 · 3.8K citations
Nicholas Barberis, Andrei Shleifer, Robert W. Vishny · Journal of Financial Economics · 1998 · 2.8K citations
William F. Sharpe · The Journal of Portfolio Management · 1994 · 2.5K citations
Autoregressive Conditional Density Estimation
Bruce E. Hansen · International Economic Review · 1994 · 1.6K citations