| Financial stress and economic dynamics: The case of France S Aboura, B van Roye International Economics 149, 57-73, 2017 | 115 | 2017 |
| Extreme asymmetric volatility: Stress and aggregate asset prices S Aboura, N Wagner Journal of International Financial Markets, Institutions & Money 41, 47-59, 2015 | 67* | 2015 |
| Volatility returns with vengeance: Financial markets vs. commodities S Aboura, J Chevallier Research in International Business and Finance 33, 334-354, 2015 | 66 | 2015 |
| Leverage vs. feedback: Which effect drives the oil market? S Aboura, J Chevallier Finance Research Letters 10 (3), 131-141, 2013 | 62 | 2013 |
| Risk premium spillovers among stock markets: Evidence from higher-order moments MA Finta, S Aboura Journal of Financial Markets, 100533, 2020 | 49 | 2020 |
| Cross-market spillovers with ‘volatility surprise’ S Aboura, J Chevallier Review of Financial Economics 23 (4), 194-207, 2014 | 37 | 2014 |
| Volatility equicorrelation: A cross-market perspective S Aboura, J Chevallier Economics Letters 122 (2), 289-295, 2014 | 33 | 2014 |
| Local Gaussian correlations in financial and commodity markets QN Nguyen, S Aboura, J Chevallier, Z Lyuyuan, B Zhu European Journal of Operational Research, 2020 | 31 | 2020 |
| International transmission of volatility: A study on the volatility indexes VX1, VDAX and VIX S Aboura | 25 | 2003 |
| Do banks satisfy the Modigliani-Miller theorem ? S Aboura, E Lépinette Economics Bulletin 35 (2), 924-935, 2015 | 24 | 2015 |
| Can tail risk explain Size, Book-to-Market, Momentum, and Idiosyncratic Volatility anomalies? S Aboura, YE Arısoy Journal of Business Finance and Accounting 46 (9-10), 1263-1298, 2019 | 22 | 2019 |
| French media bias and the vote on the European constitution S Aboura European Journal of Political Economy 21 (4), 1093-1098, 2005 | 21 | 2005 |
| Tail Risk and the Return-Volatility Relation S Aboura, J Chevallier Research in International Business and Finance 46, 16-29, 2016 | 19 | 2016 |
| A note on the Bitcoin and Fed funds rate S Aboura Empirical Economics 63, 2577–2603, 2021 | 17 | 2021 |
| A cross-volatility index for hedging the country risk S Aboura, J Chevallier Journal of International Financial Markets, Institutions and Money 38, 25–41, 2015 | 17 | 2015 |
| The influence of climate factors and government interventions on the Covid-19 pandemic: Evidence from 134 countries S Aboura Environmental Research 208, 112484, 2021 | 16 | 2021 |
| Option pricing under skewness and kurtosis using a Cornish Fisher expansion S Aboura, D Maillard Journal of Futures Markets 36 (12), 1194-1209, 2016 | 14 | 2016 |
| International market volatility indexes: A study on VX1, VDAX and VIX S Aboura, C Villa | 13 | 1999 |
| Does aggregate uncertainty explain size and value anomalies? S Aboura, YE Arisoy Applied Economics 49 (32), 3214-3230, 2017 | 11 | 2017 |
| Spikes and crashes in the oil market S Aboura, J Chevallier Research in International Business and Finance 36, 615–623, 2016 | 11 | 2016 |
