| Does stock return momentum explain the “smart money” effect? T Sapp, A Tiwari The Journal of Finance 59 (6), 2605-2622, 2004 | 476 | 2004 |
| Does stock return momentum explain the “smart money” effect? T Sapp, A Tiwari The Journal of Finance 59 (6), 2605-2622, 2004 | 476 | 2004 |
| Quote setting and price formation in an order driven market P Handa, R Schwartz, A Tiwari Journal of financial markets 6 (4), 461-489, 2003 | 346 | 2003 |
| Incentive contracts in delegated portfolio management CW Li, A Tiwari The Review of Financial Studies 22 (11), 4681-4714, 2009 | 93 | 2009 |
| The ecology of an order-driven market P Handa, RA Schwartz, A Tiwari Journal of Portfolio Management 24 (2), 47, 1998 | 89 | 1998 |
| On the Portfolio Properties of Real Estate in Good Times and Bad Times1 J Sa‐Aadu, J Shilling, A Tiwari Real Estate Economics 38 (3), 529-565, 2010 | 50 | 2010 |
| Investment decisions under ambiguity: Evidence from mutual fund investor behavior CW Li, A Tiwari, L Tong Management Science 63 (8), 2509-2528, 2017 | 47 | 2017 |
| On the consequences of mutual fund tournaments W Li, A Tiwari Available at SSRN 687123, 2006 | 41 | 2006 |
| Does stock return predictability imply improved asset allocation and performance? Evidence from the U.S. stock market (1954-2002) P Handa, A Tiwari Journal of Business 79 (5), 2423-2468, 2006 | 35 | 2006 |
| The Economic Value of a Trading Floor: Evidence from the American Stock Exchange P Handa, R Schwartz, A Tiwari Journal of Business 77 (2), 331-355, 2004 | 34 | 2004 |
| Business cycles and stock market returns: Evidence using industry‐based portfolios VR Eleswarapu, A Tiwari Journal of Financial Research 19 (1), 121-134, 1996 | 28 | 1996 |
| Sector fund performance: analysis of cash flow volatility and returns A Tiwari, A Vijh Unpublished Working Paper. University of Iowa, 2004 | 25 | 2004 |
| Testing the CAPM revisited S Ray, NE Savin, A Tiwari Journal of Empirical Finance 16 (5), 721-733, 2009 | 24 | 2009 |
| A tale of two trading venues: electronically delivered orders vs. floor brokered orders on the American stock exchange P Handa, RA Schwartz, A Tiwari Proceedings of the 32nd Annual Hawaii International Conference on Systems …, 1999 | 23 | 1999 |
| Determinants of the bid–ask spread in an order driven market P Handa, R Schwartz, A Tiwari Working paper, University of Iowa, 1998 | 23 | 1998 |
| Modeling the cross section of stock returns: A model pooling approach M O’Doherty, NE Savin, A Tiwari Journal of Financial and Quantitative Analysis 47 (6), 1331-1360, 2012 | 21 | 2012 |
| Evaluating Hedge Funds with Pooled Benchmarks M O'Doherty, NE Savin, A Tiwari University of Iowa Working Paper, 2013 | 20 | 2013 |
| Price improvement and price discovery on a primary market P Handa, RA Schwartz, A Tiwari Journal of Portfolio Management 25 (3), 55, 1999 | 19 | 1999 |
| Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the US Stock Market (1954-2002) P Handa, A Tiwari Evidence from the US Stock Market (1954-2002)(November 2004), 2004 | 17 | 2004 |
| Funding liquidity risk and hedge fund performance M Ilerisoy, J Sa-Aadu, A Tiwari 30th Australasian Finance and Banking Conference, 2017 | 14* | 2017 |
