Size and price-to-book effects: Evidence from the Chinese stock markets J Hilliard, H Zhang Pacific-Basin Finance Journal 32, 40-55, 2015 | 95 | 2015 |
Do state regulations affect payday lender concentration? JR Barth, J Hilliard, JS Jahera, Y Sun Journal of Economics and Business 84, 14-29, 2016 | 61 | 2016 |
Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds J Hilliard Global Finance Journal 25 (2), 90-107, 2014 | 43 | 2014 |
Banks and payday lenders: Friends or foes? JR Barth, J Hilliard, JS Jahera International Advances in Economic Research 21, 139-153, 2015 | 36 | 2015 |
The role of market sentiment in asset allocations and stock returns J Hilliard, A Narayanasamy, S Zhang Journal of Behavioral Finance 21 (4), 423-441, 2020 | 22* | 2020 |
The US financial crisis and corporate dividend reactions: for better or for worse? Z Hilliard, Jahera Review of Quantitative Finance and Accounting 53 (4), 1165-1193, 2019 | 19 | 2019 |
Rebalancing versus buy and hold: theory, simulation and empirical analysis JE Hilliard, J Hilliard Review of Quantitative Finance and Accounting 50, 1-32, 2018 | 18 | 2018 |
On education level and terms in obtaining P2P funding: New evidence from China J Xu, J Hilliard, JR Barth International Review of Finance 20 (4), 801-826, 2020 | 14 | 2020 |
A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts JE Hilliard, J Hilliard Journal of Banking & Finance 98, 137-155, 2019 | 9 | 2019 |
Estimating early exercise premiums on gold and copper options using a multifactor model and density matched lattices JE Hilliard, J Hilliard Financial Review 50 (1), 27-56, 2015 | 9 | 2015 |
Option pricing under short-lived arbitrage: theory and tests JE Hilliard, J Hilliard Quantitative Finance 17 (11), 1661-1681, 2017 | 8 | 2017 |
Payday lending, crime, and bankruptcy: Is there a connection? JR Barth, J Hilliard, JS Jahera, KB Lee, Y Sun Journal of Consumer Affairs 54 (4), 1159-1177, 2020 | 7 | 2020 |
A comparison of rebalanced and buy and hold portfolios: does monetary policy matter? JE Hilliard, J Hilliard Review of Pacific basin financial markets and policies 18 (01), 1550006, 2015 | 7 | 2015 |
State pension plans for public employees: A rough road ahead JR Barth, J Hilliard, JS Jahera, S Joo, K Lee Available at SSRN 2766997, 2016 | 6 | 2016 |
Media tone and stock price crash risk: evidence from China R Zhao, R Fan, X Xiong, J Wang, J Hilliard Mathematics 11 (17), 3675, 2023 | 5 | 2023 |
Volatilities implied by price changes in the S&P 500 options and futures contracts J Hilliard, W Li Review of quantitative finance and accounting 42, 599-626, 2014 | 5 | 2014 |
Pricing American options when there is short–lived arbitrage JE Hilliard, J Hilliard International Journal of Financial Markets and Derivatives 4 (1), 43-53, 2015 | 4 | 2015 |
The GameStop short squeeze: Put–call parity and the effect of frictions before, during and after the squeeze J Hilliard, Jimmy E, Hilliard Journal of Futures Markets 43 (5), 635-661, 0 | 4* | |
Timing versus buy and hold: A model for determining predictive accuracy required for superior performance JE Hilliard, J Hilliard Financial Review 46 (4), 595-620, 2011 | 3 | 2011 |
Exchange-Traded Funds Investing in the European Emerging Markets J Hilliard, TD Le Journal of Eastern European and Central Asian Research (JEECAR) 9 (2), 260-270, 2022 | 2 | 2022 |