| Future directions in international financial integration research-A crowdsourced perspective BM Lucey, SA Vigne, L Ballester, L Barbopoulos, J Brzeszczynski, ... International Review of Financial Analysis 55, 35-49, 2018 | 53 | 2018 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 47 | 2021 |
| Intraday time‐series momentum: Evidence from China M Jin, F Kearney, Y Li, YC Yang Journal of Futures Markets 40 (4), 632-650, 2020 | 31 | 2020 |
| Uncovering long term relationships between oil prices and the economy: a time-varying cointegration analysis F Gogolin, F Kearney, BM Lucey, M Peat, SA Vigne Energy Economics 76, 584-593, 2018 | 27 | 2018 |
| Does speculation impact what factors determine oil futures prices? F Gogolin, F Kearney Economics Letters 144, 119-122, 2016 | 26 | 2016 |
| Intraday forecasts of a volatility index: Functional time series methods with dynamic updating HL Shang, Y Yang, F Kearney Annals of Operations Research 282 (1), 331-354, 2019 | 25 | 2019 |
| Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias F Kearney, M Cummins, F Murphy Journal of Financial Markets 19, 86-109, 2014 | 23 | 2014 |
| Forecasting Implied Volatility in Foreign Exchange Markets: A Functional Time Series Approach F Kearney, M Cummins, F Murphy The European Journal of Finance, 2016 | 17 | 2016 |
| Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces HL Shang, F Kearney International Journal of Forecasting 38 (3), 1025-1049, 2022 | 11 | 2022 |
| Momentum and the Cross-section of Stock Volatility M Fan, F Kearney, Y Li, J Liu Journal of Economic Dynamics and Control 144, 104524, 2022 | 10 | 2022 |
| Uncovering predictability in the evolution of the WTI oil futures curve F Kearney, HL Shang European Financial Management 26 (1), 238-257, 2020 | 10 | 2020 |
| Oil market modelling: A comparative analysis of fundamental and latent factor approaches M Cummins, M Dowling, F Kearney International Review of Financial Analysis 46, 211-218, 2016 | 9 | 2016 |
| An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets F Kearney, F Murphy, M Cummins The North American Journal of Economics and Finance 33, 199-216, 2015 | 9 | 2015 |
| Are the good spared? Corporate social responsibility as insurance against cyber security incidents V Bamiatzi, M Dowling, F Gogolin, F Kearney, S Vigne Risk Analysis 43 (12), 2503-2518, 2023 | 7 | 2023 |
| Implied volatility surface predictability: The case of commodity markets F Kearney, HL Shang, L Sheenan Journal of Banking & Finance 108, 105657, 2019 | 7 | 2019 |
| Using extracted forward rate term structure information to forecast foreign exchange rates F Kearney, M Cummins, F Murphy Journal of Empirical Finance 53, 1-14, 2019 | 3 | 2019 |
| Modelling gold futures: should the level of speculation inform our choice of variables? C Coyle, F Gogolin, F Kearney The European Journal of Finance 25 (10), 966-977, 2019 | 3 | 2019 |
| Order book price impact in the Chinese soybean futures market M Jin, F Kearney, Y Li, YC Yang International Journal of Finance & Economics 28 (1), 606-625, 2023 | 2 | 2023 |
| Intraday foreign exchange rate volatility forecasting: univariate and multilevel functional GARCH models F Kearney, HL Shang, Y Zhao arXiv preprint arXiv:2311.18477, 2023 | 1 | 2023 |
| Commodity risk in European dairy firms G Bagnarosa, M Cummins, M Dowling, F Kearney European Review of Agricultural Economics 49 (1), 151-181, 2022 | 1 | 2022 |
Mark CumminsProfessor of Financial Technology, University of StrathclydeVerified email at strath.ac.uk
