| The economic value of volatility timing J Fleming, C Kirby, B Ostdiek The Journal of Finance 56 (1), 329-352, 2001 | 1012 | 2001 |
| The economic value of volatility timing using “realized” volatility J Fleming, C Kirby, B Ostdiek Journal of Financial Economics 67 (3), 473-509, 2003 | 860 | 2003 |
| Predicting stock market volatility: A new measure J Fleming, B Ostdiek, RE Whaley Journal of Futures Markets 15 (3), 265-302, 1995 | 775 | 1995 |
| Information and volatility linkages in the stock, bond, and money markets J Fleming, C Kirby, B Ostdiek Journal of financial economics 49 (1), 111-137, 1998 | 722 | 1998 |
| Trading costs and the relative rates of price discovery in stock, futures, and option markets J Fleming, B Ostdiek, RE Whaley The Journal of Futures Markets (1986-1998) 16 (4), 353, 1996 | 692 | 1996 |
| It's all in the timing: Simple active portfolio strategies that outperform naïve diversification C Kirby, B Ostdiek Journal of Financial and Quantitative Analysis, 437-467, 2012 | 393 | 2012 |
| The impact of energy derivatives on the crude oil market J Fleming, B Ostdiek Energy Economics 21 (2), 135-167, 1999 | 159 | 1999 |
| Stochastic volatility, trading volume, and the daily flow of information J Fleming, C Kirby, B Ostdiek The Journal of Business 79 (3), 1551-1590, 2006 | 110 | 2006 |
| Information, trading, and volatility: evidence from weather‐sensitive markets J Fleming, C Kirby, B Ostdiek The Journal of Finance 61 (6), 2899-2930, 2006 | 87 | 2006 |
| The world ex ante risk premium: an empirical investigation B Ostdiek Journal of International Money and Finance 17 (6), 967-999, 1998 | 54 | 1998 |
| Testing factor models on characteristic and covariance pure plays K Back, N Kapadia, B Ostdiek Available at SSRN 2621696, 2015 | 41 | 2015 |
| Slopes as factors: Characteristic pure plays K Back, N Kapadia, B Ostdiek Available at SSRN 2295993, 2013 | 31 | 2013 |
| Optimizing the performance of sample mean-variance efficient portfolios C Kirby, B Ostdiek AFA 2013 San Diego Meetings Paper, 2012 | 26 | 2012 |
| The specification of GARCH models with stochastic covariates J Fleming, C Kirby, B Ostdiek Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 22 | 2008 |
| Covariance estimation in dynamic portfolio optimization: a realized single factor model LM Kyj, B Ostdiek, K Ensor AFA 2010 Atlanta Meetings Paper, 2009 | 17 | 2009 |
| ARCH effects and trading volume J Fleming, C Kirby, B Ostdiek Available at SSRN 803838, 2005 | 15 | 2005 |
| Realized covariance estimation in dynamic portfolio optimization L Kyj, B Ostdiek, K Ensor Working Paper, 2009 | 13 | 2009 |
| The economic value of volatility timing J Fleming, C Kirby, B Ostdiek Jones Graduate School Working Paper, 2000 | 13 | 2000 |
| Getting Paid to Hedge: Why Don’t Investors Pay a Premium to Hedge Downturns? N Kapadia, BB Ostdiek, JP Weston, M Zekhnini Journal of Financial and Quantitative Analysis 54 (3), 1157-1192, 2019 | 9 | 2019 |
| Dynamic jump intensities and news arrival in oil futures markets KB Ensor, Y Han, B Ostdiek, SM Turnbull Journal of Asset Management 21 (4), 292-325, 2020 | 4 | 2020 |