| Long range dependence in the returns and volatility of the Brazilian stock market J Cavalcante, A Assaf European review of Economics and Finance 3 (5), 22, 2004 | 123 | 2004 |
| Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk A Assaf International Review of Financial Analysis 18 (3), 109-116, 2009 | 85 | 2009 |
| Transmission of stock price movements: the case of GCC stock markets A Assaf Review of Middle East Economics and Finance 1 (2), 73-92, 2003 | 69 | 2003 |
| Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices E Bouri, D Roubaud, R Jammazi, A Assaf Finance Research Letters 23, 23-30, 2017 | 67 | 2017 |
| Dependence and mean reversion in stock prices: The case of the MENA region A Assaf Research in International Business and Finance 20 (3), 286-304, 2006 | 59 | 2006 |
| Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter? A Assaf, H Charif, K Mokni Resources Policy 72, 102112, 2021 | 58 | 2021 |
| When bitcoin lost its position: cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic M Al-Shboul, A Assaf, K Mokni International Review of Financial Analysis 83, 102309, 2022 | 57 | 2022 |
| Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects? K Mokni, M Al-Shboul, A Assaf Resources Policy 74, 102238, 2021 | 55 | 2021 |
| Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19 A Assaf, A Bhandari, H Charif, E Demir International Review of Financial Analysis 82, 102132, 2022 | 48 | 2022 |
| MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008 A Assaf Research in International Business and Finance 36, 222-240, 2016 | 39 | 2016 |
| Fractional integration in the equity markets of MENA region A Assaf Applied Financial Economics 17 (9), 709-723, 2007 | 39 | 2007 |
| Connectedness among fan tokens and stocks of football clubs O Ersan, E Demir, A Assaf Research in International Business and Finance 63, 101780, 2022 | 35 | 2022 |
| Using transfer entropy to measure information flows between cryptocurrencies A Assaf, MH Bilgin, E Demir Physica A: Statistical Mechanics and Its Applications 586, 126484, 2022 | 35 | 2022 |
| Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions A Assaf Journal of Multinational Financial Management 29, 30-45, 2015 | 35 | 2015 |
| Testing for bubbles in the art markets: An empirical investigation A Assaf Economic Modelling 68, 340-355, 2018 | 34 | 2018 |
| Long memory and level shifts in REITs returns and volatility A Assaf International Review of Financial Analysis 42, 172-182, 2015 | 34 | 2015 |
| Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic M Al-Shboul, A Assaf, K Mokni Research in International Business and Finance 64, 101824, 2023 | 30 | 2023 |
| Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures A Assaf, L Kristoufek, E Demir, SK Mitra Journal of International Financial Markets, Institutions and Money 71, 101312, 2021 | 29 | 2021 |
| Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19 A Assaf, H Charif, E Demir Finance Research Letters 47, 102556, 2022 | 26 | 2022 |
| Nonstationarity in real exchange rates using unit root tests with a level shift at unknown time A Assaf International Review of Economics & Finance 17 (2), 269-278, 2008 | 23 | 2008 |
