| Forecasting volatility in financial markets: A review SH Poon, CWJ Granger Journal of economic literature 41 (2), 478-539, 2003 | 2827 | 2003 |
| Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns BJ Blair, SH Poon, SJ Taylor Journal of econometrics 105 (1), 5-26, 2001 | 923 | 2001 |
| Extreme value dependence in financial markets: Diagnostics, models, and financial implications SH Poon, M Rockinger, J Tawn The Review of Financial Studies 17 (2), 581-610, 2004 | 771 | 2004 |
| Financial modeling under non-Gaussian distributions E Jondeau, SH Poon, M Rockinger Springer Science & Business Media, 2007 | 562 | 2007 |
| A practical guide to forecasting financial market volatility SH Poon John Wiley & Sons, 2005 | 444 | 2005 |
| Stock returns and volatility: An empirical study of the UK stock market SH Poon, SJ Taylor Journal of banking & finance 16 (1), 37-59, 1992 | 375 | 1992 |
| Practical issues in forecasting volatility SH Poon, C Granger Financial analysts journal 61 (1), 45-56, 2005 | 357 | 2005 |
| Macroeconomic factors and the UK stock market SPS Taylor, S Poon Journal of Business Finance and Accounting 18 (5), 619-36, 1991 | 322 | 1991 |
| Returns synchronization and daily correlation dynamics between international stock markets M Martens, SH Poon Journal of Banking & Finance 25 (10), 1805-1827, 2001 | 311 | 2001 |
| Forecasting financial market volatility: A review CWJ Granger, SH Poon Available at SSRN 268866, 2001 | 177 | 2001 |
| Modelling extreme-value dependence in international stock markets SH Poon, M Rockinger, J Tawn Statistica Sinica, 929-953, 2003 | 150 | 2003 |
| What does risk-neutral skewness tell us about future stock returns? PS Stilger, A Kostakis, SH Poon Management Science 63 (6), 1814-1834, 2017 | 134 | 2017 |
| High frequency trading and mini flash crashes A Golub, J Keane, SH Poon arXiv preprint arXiv:1211.6667, 2012 | 131 | 2012 |
| Tranching and rating MJ Brennan, J Hein, SH Poon European Financial Management 15 (5), 891-922, 2009 | 123 | 2009 |
| Hedging the black swan: Conditional heteroskedasticity and tail dependence in S&P500 and VIX S Hilal, SH Poon, J Tawn Journal of Banking & Finance 35 (9), 2374-2387, 2011 | 86 | 2011 |
| Modelling S&P 100 volatility: The information content of stock returns BJ Blair, SH Poon, SJ Taylor Journal of banking & finance 25 (9), 1665-1679, 2001 | 84 | 2001 |
| Corporate social responsibility reports: topic analysis and big data approach I Goloshchapova, SH Poon, M Pritchard, P Reed The European Journal of Finance 25 (17), 1637-1654, 2019 | 80 | 2019 |
| Machine learning for realised volatility forecasting E Rahimikia, SH Poon Available at SSRN 3707796, 2020 | 51 | 2020 |
| Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents B Blair, SH Poon, SJ Taylor Applied Financial Economics 12 (5), 319-329, 2002 | 49 | 2002 |
| Market recognition of differences in earnings persistence: UK evidence J O'Hanlon, S Poon, RA Yaansah Journal of Business Finance & Accounting 19 (4), 625-639, 1992 | 47 | 1992 |
