| Does net buying pressure affect the shape of implied volatility functions? NPB Bollen, RE Whaley The Journal of Finance 59 (2), 711-753, 2004 | 1203 | 2004 |
| Mutual fund attributes and investor behavior NPB Bollen Journal of financial and quantitative analysis 42 (3), 683-708, 2007 | 999 | 2007 |
| Short-term persistence in mutual fund performance NPB Bollen, JA Busse The Review of financial studies 18 (2), 569-597, 2005 | 972 | 2005 |
| On the timing ability of mutual fund managers NPB Bollen, JA Busse The Journal of Finance 56 (3), 1075-1094, 2001 | 868 | 2001 |
| Do hedge fund managers misreport returns? Evidence from the pooled distribution NPB Bollen, VK Pool The Journal of Finance 64 (5), 2257-2288, 2009 | 408 | 2009 |
| Regime switching in foreign exchange rates:: Evidence from currency option prices NPB Bollen, SF Gray, RE Whaley Journal of Econometrics 94 (1-2), 239-276, 2000 | 342 | 2000 |
| Valuing options in regime-switching models NPB Bollen Journal of Derivatives 6, 38-50, 1998 | 319 | 1998 |
| Real options and product life cycles NPB Bollen Management Science 45 (5), 670-684, 1999 | 271 | 1999 |
| Hedge fund risk dynamics: Implications for performance appraisal NPB Bollen, RE Whaley The Journal of Finance 64 (2), 985-1035, 2009 | 268 | 2009 |
| Modeling the bid/ask spread: measuring the inventory-holding premium NPB Bollen, T Smith, RE Whaley Journal of Financial Economics 72 (1), 97-141, 2004 | 242 | 2004 |
| A note on the impact of options on stock return volatility NPB Bollen Journal of banking & Finance 22 (9), 1181-1191, 1998 | 203 | 1998 |
| Conditional return smoothing in the hedge fund industry NPB Bollen, VK Pool Journal of Financial and Quantitative Analysis 43 (2), 267-298, 2008 | 201 | 2008 |
| Are" teenies" better? NPB Bollen, RE Whaley Journal of Portfolio Management 25 (1), 10-+, 1998 | 164 | 1998 |
| Suspicious patterns in hedge fund returns and the risk of fraud NPB Bollen, VK Pool The Review of Financial Studies 25 (9), 2673-2702, 2012 | 136 | 2012 |
| Locked up by a lockup: Valuing liquidity as a real option A Ang, NPB Bollen Financial Management 39 (3), 1069-1096, 2010 | 84 | 2010 |
| Do expirations of Hang Seng Index derivatives affect stock market volatility? NPB Bollen, RE Whaley Pacific-Basin Finance Journal 7 (5), 453-470, 1999 | 75 | 1999 |
| Optimal contract design: For whom? NPB Bollen, T Smith, RE Whaley Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003 | 71 | 2003 |
| Tick size and institutional trading costs: Evidence from mutual funds NPB Bollen, JA Busse Journal of Financial and Quantitative Analysis 41 (4), 915-937, 2006 | 65 | 2006 |
| The performance of alternative valuation models in the OTC currency options market NPB Bollen, E Rasiel Journal of International Money and Finance 22 (1), 33-64, 2003 | 60 | 2003 |
| Zero-R2Hedge Funds and Market Neutrality NPB Bollen Journal of Financial and Quantitative analysis 48 (2), 519-547, 2013 | 55 | 2013 |
Jeff BusseEmory UniversityVerified email at emory.edu
