| Year |
Citation |
Score |
| 2020 |
Sias R, Starks L, Turtle HJ. Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation National Bureau of Economic Research. DOI: 10.3386/W27638 |
0.452 |
|
| 2018 |
Sias RW, Turtle HJ, Zykaj B. Reconsidering Hedge Fund Contagion The Journal of Alternative Investments. 21: 27-38. DOI: 10.3905/Jai.2018.21.1.027 |
0.482 |
|
| 2017 |
Turtle HJ, Wang K. The Value In Fundamental Accounting Information Journal of Financial Research. 40: 113-140. DOI: 10.1111/Jfir.12119 |
0.381 |
|
| 2017 |
Sias R, Turtle HJ, Zykaj B. Hedge Fund Return Dependence: Model Misspecification or Liquidity Spirals? Journal of Financial and Quantitative Analysis. 52: 2157-2181. DOI: 10.1017/S0022109017000679 |
0.355 |
|
| 2017 |
Pukthuanthong K, Turtle HJ, Walker TJ, Wang J. Litigation risk and institutional monitoring Journal of Corporate Finance. 45: 342-359. DOI: 10.1016/J.Jcorpfin.2017.05.008 |
0.431 |
|
| 2016 |
Sias R, Turtle HJ, Zykaj B. Hedge Fund Crowds and Mispricing Management Science. 62: 764-784. DOI: 10.2139/Ssrn.1906932 |
0.534 |
|
| 2016 |
Sias R, Turtle HJ, Zykaj B. Hedge fund crowds and mispricing Management Science. 62: 764-784. DOI: 10.1287/mnsc.2014.2131 |
0.487 |
|
| 2016 |
Turtle HJ, Wang K. The benefits of improved covariance estimation Journal of Empirical Finance. 37: 233-246. DOI: 10.1016/J.Jempfin.2016.04.004 |
0.452 |
|
| 2015 |
Turtle HJ, Zhang C. Structural breaks and portfolio performance in global equity markets Quantitative Finance. 15: 909-922. DOI: 10.1080/14697688.2014.916411 |
0.539 |
|
| 2015 |
Walker T, Turtle HJ, Pukthuanthong K, Thiengtham D. Legal opportunism, litigation risk, and IPO underpricing Journal of Business Research. 68: 326-340. DOI: 10.1016/J.Jbusres.2014.06.025 |
0.462 |
|
| 2015 |
Berger D, Turtle HJ. Sentiment bubbles Journal of Financial Markets. 23: 59-74. DOI: 10.1016/j.finmar.2015.01.002 |
0.415 |
|
| 2014 |
Turtle HJ, Wang K. Modeling Conditional Covariances With Economic Information Instruments Journal of Business and Economic Statistics. 32: 217-236. DOI: 10.1080/07350015.2013.859078 |
0.316 |
|
| 2013 |
Feng L, Pukthuanthong K, Thiengtham D, Turtle HJ, Walker TJ. The Effects of Cash, Debt, and Insiders on Open Market Share Repurchases Journal of Applied Corporate Finance. 25: 55-63. DOI: 10.1111/J.1745-6622.2013.12006.X |
0.51 |
|
| 2012 |
Turtle HJ, Zhang C. Time-varying performance of international mutual funds Journal of Empirical Finance. 19: 334-348. DOI: 10.1016/J.Jempfin.2012.03.003 |
0.477 |
|
| 2012 |
Berger D, Turtle HJ. Cross-sectional performance and investor sentiment in a multiple risk factor model Journal of Banking and Finance. 36: 1107-1121. DOI: 10.1016/J.Jbankfin.2011.11.001 |
0.496 |
|
| 2011 |
Berger D, Turtle HJ. Emerging market crises and US equity market returns Global Finance Journal. 22: 32-41. DOI: 10.1016/J.Gfj.2011.05.003 |
0.517 |
|
| 2009 |
Korkie B, Turtle H. The Canadian Investment Opportunity Set, 1967‐1993 Canadian Journal of Administrative Sciences-Revue Canadienne Des Sciences De L Administration. 15: 213-229. DOI: 10.1111/J.1936-4490.1998.Tb00163.X |
0.325 |
|
| 2009 |
Berger D, Turtle HJ. TIme variability in market risk aversion Journal of Financial Research. 32: 285-307. DOI: 10.1111/J.1475-6803.2009.01251.X |
0.425 |
|
| 2008 |
Barabanov SS, Ozocak O, Turtle HJ, Walker TJ. Institutional investors and shareholder litigation Financial Management. 37: 227-250. DOI: 10.1111/J.1755-053X.2008.00011.X |
0.378 |
|
| 2006 |
Korkie B, Sivakumar R, Turtle HJ. Variance Spillover and Skewness in Financial Asset Returns The Financial Review. 41: 139-156. DOI: 10.1111/J.1540-6288.2006.00135.X |
0.514 |
|
| 2003 |
Brockman P, Turtle HJ. A barrier option framework for corporate security valuation Journal of Financial Economics. 67: 511-529. DOI: 10.1016/S0304-405X(02)00260-X |
0.393 |
|
| 2002 |
Korkie RM, Turtle HJ. What's a portfolio manager worth? Journal of Portfolio Management. 28: 65-73. DOI: 10.3905/Jpm.2002.319833 |
0.485 |
|
| 2002 |
Korkie B, Turtle HJ. A mean-variance analysis of self-financing portfolios Management Science. 48: 427-443. DOI: 10.1287/Mnsc.48.3.427.7725 |
0.367 |
|
| 2002 |
Korkie B, Sivakumar R, Turtle H. The dual contributions of information instruments in return models: magnitude and direction predictability Journal of Empirical Finance. 9: 511-523. DOI: 10.1016/S0927-5398(02)00008-7 |
0.383 |
|
| 2001 |
Korkie B, Nakamura M, Turtle HJ. A contingent claim analysis of closed-end fund premia International Review of Financial Analysis. 10: 365-394. DOI: 10.1016/S1057-5219(01)00059-X |
0.457 |
|
| 2000 |
Pantzalis C, Stangeland DA, Turtle HJ. Political elections and the resolution of uncertainty: The international evidence Journal of Banking and Finance. 24: 1575-1604. DOI: 10.1016/S0378-4266(99)00093-X |
0.407 |
|
| 1998 |
Mossman CE, Bell GG, Swartz LM, Turtle H. An Empirical Comparison of Bankruptcy Models The Financial Review. 33: 35-54. DOI: 10.1111/J.1540-6288.1998.Tb01367.X |
0.349 |
|
| 1997 |
Korkie BOB, Turtle HJ. A Note on the Analytics and Geometry of Limiting Mean - Variance Investment Opportunity Sets Review of Quantitative Finance and Accounting. 9: 289-300. DOI: 10.1023/A:1008235701596 |
0.463 |
|
| 1995 |
Abeysekera SP, Turtle HJ. Long-Run Relations in Exchange Markets: A Test of Covered Interest Parity Journal of Financial Research. 18: 431-447. DOI: 10.1111/J.1475-6803.1995.Tb00576.X |
0.495 |
|
| 1994 |
Turtle H, Buse A, Korkie B. Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices Journal of Financial and Quantitative Analysis. 29: 15-29. DOI: 10.2307/2331188 |
0.534 |
|
| 1994 |
Turtle H, Bector CR, Gill A. Using Fuzzy Logic in Corporate Finance: An Example of a Multinational Cash Flow Netting Problem Managerial Finance. 20: 36-53. DOI: 10.1108/Eb018485 |
0.331 |
|
| 1994 |
Turtle HJ. Temporal dependence in asset pricing models Economics Letters. 45: 361-366. DOI: 10.1016/0165-1765(94)90038-8 |
0.413 |
|
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