Conditional skewness in asset pricing tests CR Harvey, A Siddique The Journal of finance 55 (3), 1263-1295, 2000 | 3520 | 2000 |
An examination of long‐term abnormal stock returns and operating performance following R&D increases AC Eberhart, WF Maxwell, AR Siddique The journal of finance 59 (2), 623-650, 2004 | 1328 | 2004 |
Autoregressive conditional skewness CR Harvey, A Siddique Journal of financial and quantitative analysis 34 (4), 465-487, 1999 | 1053 | 1999 |
Risk and risk management in the credit card industry F Butaru, Q Chen, B Clark, S Das, AW Lo, A Siddique Journal of Banking & Finance 72, 218-239, 2016 | 327 | 2016 |
A reexamination of the tradeoff between the future benefit and riskiness of R&D increases A Eberhart, W Maxwell, A Siddique Journal of Accounting Research 46 (1), 27-52, 2008 | 223 | 2008 |
The long-term performance of corporate bonds (and stocks) following seasoned equity offerings AC Eberhart, A Siddique The review of financial studies 15 (5), 1385-1406, 2002 | 186 | 2002 |
Supply contracts, profit sharing, switching, and reaction options B Kamrad, A Siddique Management Science 50 (1), 64-82, 2004 | 156 | 2004 |
Time-varying conditional skewness and the market risk premium CR Harvey, A Siddique Research in Banking and Finance 1 (1), 27-60, 2000 | 122 | 2000 |
Innovation diffusion uncertainty, advertising and pricing policies B Kamrad, SS Lele, A Siddique, RJ Thomas European Journal of Operational Research 164 (3), 829-850, 2005 | 46 | 2005 |
Why are stock buyback announcements good news? A Eberhart, AR Siddique Available at SSRN 647843, 2004 | 42 | 2004 |
Monitoring the “invisible” hand of market discipline: Capital adequacy revisited I Hasan, A Siddique, X Sun Journal of Banking & Finance 50, 475-492, 2015 | 41 | 2015 |
Forecasting real exchange rates A Siddique, RJ Sweeney Journal of International Money and Finance 17 (1), 63-70, 1998 | 28 | 1998 |
Consumer Default and Social Capital B Clark, I Hasan, H Lai, F Li, A Siddique Journal of Financial Stability, 2020 | 23 | 2020 |
Stress testing: Approaches, methods and applications S Akhtar, I Hasan Risk Books,, 2013 | 19 | 2013 |
What drives currency predictability? V Potì, A Siddique Journal of International Money and Finance 36, 86-106, 2013 | 18 | 2013 |
The Cross-ثection of Expected Risk Exposure CR Harvey, A Siddique | 16 | 2004 |
Conditional Skewness in Asset Pricing Tests. A Siddique JOURNAL OF FINANCE 52 (3), 1255-1255, 1997 | 7 | 1997 |
Conditional skewness in asset pricing: 25 years of out-of-sample evidence CR Harvey, AR Siddique Available at SSRN 4085027, 2022 | 6 | 2022 |
Fed put in the equity options markets S Dahiya, B Kamrad, V Potì, AR Siddique Available at SSRN 2993326, 2019 | 6* | 2019 |
Does the Stock Market Underreact to R&D Increases? A Eberhart, WF Maxwell, AR Siddique Journal of Investment Management 4 (1), 2006 | 6 | 2006 |