| The Prebisch-Singer hypothesis: four centuries of evidence DI Harvey, NM Kellard, JB Madsen, ME Wohar The review of Economics and Statistics 92 (2), 367-377, 2010 | 437 | 2010 |
| The relative efficiency of commodity futures markets N Kellard, P Newbold, T Rayner, C Ennew Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999 | 201 | 1999 |
| On the prevalence of trends in primary commodity prices N Kellard, ME Wohar Journal of Development Economics 79 (1), 146-167, 2006 | 196 | 2006 |
| The development of bitcoin futures: Exploring the interactions between cryptocurrency derivatives E Akyildirim, S Corbet, P Katsiampa, N Kellard, A Sensoy Finance Research Letters 34, 101234, 2020 | 127 | 2020 |
| Long-run commodity prices, economic growth, and interest rates: 17th century to the present day DI Harvey, NM Kellard, JB Madsen, ME Wohar World Development 89, 57-70, 2017 | 78 | 2017 |
| Predicting the equity premium with dividend ratios: Reconciling the evidence NM Kellard, JC Nankervis, FI Papadimitriou Journal of Empirical Finance 17 (4), 539-551, 2010 | 64 | 2010 |
| Trade openness, export diversification, and political regimes Y Makhlouf, NM Kellard, D Vinogradov Economics Letters 136, 25-27, 2015 | 53 | 2015 |
| Two puzzles in the analysis of foreign exchange market efficiency P Newbold, ME Wohar, T Rayner, N Kellard, C Ennew International Review of Financial Analysis 7 (2), 95-111, 1998 | 45 | 1998 |
| Long memory and structural breaks in commodity futures markets J Coakley, J Dollery, N Kellard Journal of Futures Markets 31 (11), 1076-1113, 2011 | 43 | 2011 |
| Evaluating commodity market efficiency: are cointegration tests appropriate? N Kellard Journal of Agricultural Economics 53 (3), 513-529, 2002 | 43 | 2002 |
| Foreign exchange, fractional cointegration and the implied–realized volatility relation N Kellard, C Dunis, N Sarantis Journal of Banking & Finance 34 (4), 882-891, 2010 | 42 | 2010 |
| Risk, financial stability and FDI NM Kellard, A Kontonikas, MJ Lamla, S Maiani, G Wood Journal of International Money and Finance 120, 102232, 2022 | 40 | 2022 |
| Can exchange rate volatility explain persistence in the forward premium? N Kellard, N Sarantis Journal of Empirical Finance 15 (4), 714-728, 2008 | 36 | 2008 |
| The PPP debate: Price matters! J Coakley, N Kellard, S Snaith Economics Letters 88 (2), 209-213, 2005 | 35 | 2005 |
| Corporate environmental proactivity: Evidence from the European Union's emissions trading system PC Andreou, NM Kellard British Journal of Management 32 (3), 630-647, 2021 | 34 | 2021 |
| Bubbling over! The behaviour of oil futures along the yield curve D Tsvetanov, J Coakley, N Kellard Journal of Empirical Finance 38, 516-533, 2016 | 34 | 2016 |
| Business and management impact assessment in research excellence framework 2014: Analysis and reflection NM Kellard, M Śliwa British journal of management 27 (4), 693-711, 2016 | 32 | 2016 |
| Forecasting EUR–USD implied volatility: The case of intraday data C Dunis, NM Kellard, S Snaith Journal of Banking & Finance 37 (12), 4943-4957, 2013 | 31 | 2013 |
| The role of long memory in hedging effectiveness J Coakley, J Dollery, N Kellard Computational statistics & data analysis 52 (6), 3075-3082, 2008 | 28 | 2008 |
| Long‐run drift, co‐movement and persistence in real wheat and maize prices P Newbold, T Rayner, N Kellard Journal of Agricultural Economics 51 (1), 106-121, 2000 | 28 | 2000 |
Mark WoharUniversity of Nebraska at OmahaVerified email at unomaha.edu
