| Year |
Citation |
Score |
| 2017 |
Conover CM, Jensen GR, Johnson RR, Szakmary AC. Emerging markets: Is the trend still your friend? Global Finance Journal. 32: 128-148. DOI: 10.1016/J.Gfj.2016.05.001 |
0.576 |
|
| 2015 |
Szakmary AC, Zhou X. Industry momentum in an earlier time: Evidence from the cowles data Journal of Financial Research. 38: 319-347. DOI: 10.1111/Jfir.12062 |
0.612 |
|
| 2015 |
Szakmary AC, Lancaster MC. Trend-following trading strategies in U.S. stocks: A revisit Financial Review. 50: 221-255. DOI: 10.1111/Fire.12065 |
0.635 |
|
| 2010 |
Szakmary AC, Shen Q, Sharma SC. Trend-following trading strategies in commodity futures: A re-examination Journal of Banking and Finance. 34: 409-426. DOI: 10.1016/J.Jbankfin.2009.08.004 |
0.663 |
|
| 2008 |
Szakmary AC, Conover CM, Lancaster C. An examination of Value Line's long-term projections Journal of Banking and Finance. 32: 820-833. DOI: 10.1016/J.Jbankfin.2007.06.002 |
0.354 |
|
| 2008 |
Conover CM, Miller RE, Szakmary A. The timeliness of accounting disclosures in international security markets International Review of Financial Analysis. 17: 849-869. DOI: 10.1016/J.Irfa.2007.07.002 |
0.562 |
|
| 2007 |
Shen Q, Szakmary AC, Sharma SC. An examination of momentum strategies in commodity futures markets Journal of Futures Markets. 27: 227-256. DOI: 10.1002/Fut.20252 |
0.672 |
|
| 2005 |
Shen Q, Szakmary AC, Sharma SC. Momentum and contrarian strategies in international stock markets: Further evidence Journal of Multinational Financial Management. 15: 235-255. DOI: 10.1016/J.Mulfin.2004.09.001 |
0.621 |
|
| 2004 |
Davidson WN, Pilger T, Szakmary A. The importance of board composition and committee structure: The case of poison pills Corporate Ownership and Control. 1: 81-95. DOI: 10.22495/Cocv1I3P8 |
0.538 |
|
| 2004 |
Szakmary AC, Kiefer DB. The disappearing January/turn of the year effect: Evidence from stock index futures and cash markets Journal of Futures Markets. 24: 755-784. DOI: 10.1002/Fut.20103 |
0.551 |
|
| 2003 |
Szakmary A, Ors E, Kyoung Kim J, Davidson WN. The predictive power of implied volatility: Evidence from 35 futures markets Journal of Banking and Finance. 27: 2151-2175. DOI: 10.1016/S0378-4266(02)00323-0 |
0.629 |
|
| 2001 |
Davidson WN, Kim JK, Ors E, Szakmary A. Using implied volatility on options to measure the relation between asset returns and variability Journal of Banking and Finance. 25: 1245-1269. DOI: 10.1016/S0378-4266(00)00128-X |
0.656 |
|
| 2000 |
Kim M, Szakmary AC, Mathur I. Price transmission dynamics between ADRs and their underlying foreign securities Journal of Banking and Finance. 24: 1359-1382. DOI: 10.1016/S0378-4266(99)00076-X |
0.626 |
|
| 1999 |
Szakmary A, Davidson WN, Schwarz TV. Filter Tests in Nasdaq Stocks The Financial Review. 34: 45-70. DOI: 10.1111/J.1540-6288.1999.Tb00444.X |
0.576 |
|
| 1999 |
Kim M, Szakmary AC, Schwarz TV. Trading costs and price discovery across stock index futures and cash markets Journal of Futures Markets. 19: 475-498. DOI: 10.1002/(Sici)1096-9934(199906)19:4<475::Aid-Fut5>3.0.Co;2-V |
0.613 |
|
| 1998 |
Davidson WN, Pilger T, Szakmary A. Golden Parachutes, Board and Committee Composition, and Shareholder Wealth The Financial Review. 33: 17-32. DOI: 10.1111/J.1540-6288.1998.Tb01394.X |
0.473 |
|
| 1997 |
Szakmary AC, Mathur I. Central bank intervention and trading rule profits in foreign exchange markets Journal of International Money and Finance. 16: 513-535. DOI: 10.1016/S0261-5606(97)00017-X |
0.59 |
|
| 1995 |
Cornett MM, Schwarz TV, Szakmary AC. Seasonalities and intraday return patterns in the foreign currency futures market Journal of Banking and Finance. 19: 843-869. DOI: 10.1016/0378-4266(95)00084-T |
0.627 |
|
| 1994 |
Schwarz TV, Szakmary AC. Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis Journal of Futures Markets. 14: 147-167. DOI: 10.1002/Fut.3990140204 |
0.625 |
|
| 1991 |
Barnhart SW, Szakmary AC. Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic Coefficients Journal of Financial and Quantitative Analysis. 26: 245-267. DOI: 10.2307/2331268 |
0.301 |
|
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