| Futures hedge ratios: a review SS Chen, C Lee, K Shrestha The quarterly review of economics and finance 43 (3), 433-465, 2003 | 353 | 2003 |
| Analysis of the long‐term relationship between macro‐economic variables and the Chinese stock market using heteroscedastic cointegration MH Liu, KM Shrestha Managerial Finance 34 (11), 744-755, 2008 | 206 | 2008 |
| A new information share measure D Lien, K Shrestha Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 205 | 2009 |
| Cross-country IPOs: what explains differences in underpricing? S Banerjee, L Dai, K Shrestha Journal of Corporate Finance 17 (5), 1289-1305, 2011 | 182 | 2011 |
| Insider trading and earnings management J Sawicki, K Shrestha Journal of Business Finance & Accounting 35 (3‐4), 331-346, 2008 | 125 | 2008 |
| On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio SS Chen, CF Lee, K Shrestha Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001 | 119 | 2001 |
| An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis D Lien, K Shrestha Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 113 | 2007 |
| An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐and long‐run hedge ratios SS Chen, CF Lee, K Shrestha Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004 | 111 | 2004 |
| Monetary transmission via the administered interest rates channel BS Chong, MH Liu, K Shrestha Journal of Banking & Finance 30 (5), 1467-1484, 2006 | 102 | 2006 |
| Price discovery in interrelated markets D Lien, K Shrestha Journal of Futures Markets 34 (3), 203-219, 2014 | 68 | 2014 |
| Price discovery in energy markets K Shrestha Energy Economics 45, 229-233, 2014 | 58 | 2014 |
| The differential effects of classified boards on firm value S Ahn, K Shrestha Journal of Banking and Finance 37 (11), 3993-4013, 2013 | 57 | 2013 |
| Nonlinear models in corporate finance research: review, critique, and extensions SS Chen, KW Ho, CF Lee, K Shrestha Review of Quantitative Finance and Accounting 22, 141-169, 2004 | 50 | 2004 |
| Pricing vulnerable options with jump clustering Y Ma, K Shrestha, W Xu Journal of Futures Markets 37 (12), 1155-1178, 2017 | 41 | 2017 |
| Misvaluation and insider trading incentives for accrual‐based and real earnings management J Sawicki, K Shrestha Journal of Business Finance & Accounting 41 (7-8), 926-949, 2014 | 36 | 2014 |
| Hedging effectiveness comparisons: A note D Lien, K Shrestha International Review of Economics & Finance 17 (3), 391-396, 2008 | 33 | 2008 |
| Estimating the optimal hedge ratio with focus information criterion D Lien, K Shrestha Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 32 | 2005 |
| Quantile estimation of optimal hedge ratio D Lien, K Shrestha, J Wu Journal of Futures Markets 36 (2), 194-214, 2016 | 27 | 2016 |
| Corporate Governance and the Information Content of Earnings Announcements: A Cross‐Country Analysis ST Lau, K Shrestha, J Yu Contemporary Accounting Research 33 (3), 1238-1266, 2016 | 23 | 2016 |
| Do the pure martingale and joint normality hypotheses hold for futures contracts?: Implications for the optimal hedge ratios SS Chen, C Lee, K Shrestha The Quarterly Review of Economics and Finance 48 (1), 153-174, 2008 | 23 | 2008 |
