On the existence of sports sentiment: the relation between football match results and stock index returns in Europe

Time Series Analysis.

Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations

Engineering, Data Science, Financial Time Series Analysis +9

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

James D. Hamilton · Econometrica · 1989 · 9.5K citations

Mean Growth Rate, Tractable Approach, Macroeconomic Forecasting +17

A Simplified Model for Portfolio Analysis

William F. Sharpe · Management Science · 1963 · 2.7K citations

Mathematical Programming, Particular Model, Asset Allocation +17

Event-study methodology under conditions of event-induced variance

Elleke Boehmer · Journal of Financial Economics · 1991 · 1.8K citations

Engineering, Event Evaluation, Experiment Design +5

Good Day Sunshine: Stock Returns and the Weather

David Hirshleifer, Tyler Shumway · The Journal of Finance · 2003 · 1.7K citations

Empirical Finance, Market Microstructure, Economics +14