| The economic value of volatility timing J Fleming, C Kirby, B Ostdiek The Journal of Finance 56 (1), 329-352, 2001 | 978 | 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 | 819 | 2003 |
| 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 | 688 | 1998 |
| It’s all in the timing: simple active portfolio strategies that outperform naive diversification C Kirby, B Ostdiek Journal of financial and quantitative analysis 47 (2), 437-467, 2012 | 355 | 2012 |
| Measuring the predictable variation in stock and bond returns C Kirby The Review of Financial Studies 10 (3), 579-630, 1997 | 144 | 1997 |
| Long memory in volatility and trading volume J Fleming, C Kirby Journal of Banking & Finance 35 (7), 1714-1726, 2011 | 143 | 2011 |
| The restrictions on predictability implied by rational asset pricing models C Kirby The Review of Financial Studies 11 (2), 343-382, 1998 | 110 | 1998 |
| 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 | 107 | 2006 |
| A closer look at the relation between GARCH and stochastic autoregressive volatility J Fleming, C Kirby Journal of financial econometrics 1 (3), 365-419, 2003 | 102 | 2003 |
| Information, trading, and volatility: evidence from weather‐sensitive markets J Fleming, C Kirby, B Ostdiek The Journal of Finance 61 (6), 2899-2930, 2006 | 80 | 2006 |
| Multivariate stochastic volatility models with correlated errors D Chan, R Kohn, C Kirby Econometric Reviews 25 (2-3), 245-274, 2006 | 58 | 2006 |
| Capital expenditures and firm performance: evidence from a cross‐sectional analysis of stock returns AS Cordis, C Kirby Accounting & Finance 57 (4), 1019-1042, 2017 | 42 | 2017 |
| Locally adaptive semiparametric estimation of the mean and variance functions in regression models D Chan, R Kohn, D Nott, C Kirby Journal of Computational and Graphical Statistics 15 (4), 915-936, 2006 | 42 | 2006 |
| Optimizing the performance of sample mean-variance efficient portfolios C Kirby, B Ostdiek AFA 2013 San Diego Meetings Paper, 2012 | 26 | 2012 |
| Analytic tests of factor pricing models CR Harvey, C Kirby Unpublished working paper, Duke University, Durham, NC, 1996 | 23 | 1996 |
| 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 |
| Discrete stochastic autoregressive volatility AS Cordis, C Kirby Journal of Banking & Finance 43, 160-178, 2014 | 21 | 2014 |
| Firm characteristics, cross-sectional regression estimates, and asset pricing tests C Kirby The Review of Asset Pricing Studies 10 (2), 290-334, 2020 | 16 | 2020 |
| The economic value of volatility timing J Fleming, C Kirby, B Ostdiek Jones Graduate School Working Paper, 2000 | 13 | 2000 |
| 2 Instrumental variables estimation of conditional beta pricing models CR Harvey, C Kirby Handbook of Statistics 14, 35-60, 1996 | 13 | 1996 |
