Markov chain Monte Carlo methods for stochastic volatility models S Chib, F Nardari, N Shephard Journal of Econometrics 108 (2), 281-316, 2002 | 833 | 2002 |
Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets JM Griffin, PJ Kelly, F Nardari The Review of Financial Studies 23 (8), 3225-3277, 2010 | 676 | 2010 |
Time-varying short-horizon predictability SJ Henkel, JS Martin, F Nardari Journal of financial economics 99 (3), 560-580, 2011 | 594 | 2011 |
Analysis of high dimensional multivariate stochastic volatility models S Chib, F Nardari, N Shephard Journal of Econometrics 134 (2), 341-371, 2006 | 441 | 2006 |
Are daily cross-border equity flows pushed or pulled? JM Griffin, F Nardari, RM Stulz Review of Economics and Statistics 86 (3), 641-657, 2004 | 432 | 2004 |
Do investors trade more when stocks have performed well? Evidence from 46 countries JM Griffin, F Nardari, RM Stulz The Review of Financial Studies 20 (3), 905-951, 2007 | 423 | 2007 |
Investor behavior in the mutual fund industry: evidence from gross flows GD Cashman, F Nardari, DN Deli, SV Villupuram Journal of Economics and Finance 38, 541-567, 2014 | 110 | 2014 |
Do commodities add economic value in asset allocation? New evidence from time-varying moments X Gao, F Nardari Journal of Financial and Quantitative Analysis 53 (1), 365-393, 2018 | 77 | 2018 |
Investors do respond to poor mutual fund performance: Evidence from inflows and outflows GD Cashman, DN Deli, F Nardari, S Villupuram Financial Review 47 (4), 719-739, 2012 | 73 | 2012 |
Measuring short-term international stock market efficiency JM Griffin, PJ Kelly, F Nardari Unpublished working paper. University of Texas at Austin, 2007 | 63 | 2007 |
Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and apt pricing restrictions F Nardari, JT Scruggs Journal of Financial and Quantitative Analysis 42 (4), 857-891, 2007 | 54 | 2007 |
Are emerging markets more profitable? Implications for comparing weak and semi-strong form efficiency JM Griffin, PJ Kelly, F Nardari Implications for Comparing Weak and Semi-Strong Form Efficiency (June 23 …, 2007 | 51 | 2007 |
Why does stock market volatility change over time? A time-varying variance decomposition for stock returns F Nardari, J Scruggs EFA 2005 Moscow Meetings, 2005 | 19 | 2005 |
On monthly mutual fund flows GD Cashman, DN Deli, F Nardari, SV Villupuram FMA Annual Meeting, Orlando, FL, 2006 | 18 | 2006 |
Measurement and determinants of international stock market efficiency J Griffin, P Kelly, F Nardari Working paper, University of Texas at Austin, 2006 | 17 | 2006 |
Investors do respond to poor mutual fund performance: Evidence from inflows and outflows GD Cashman, D Deli, F Nardari, SV Villupuram Available at SSRN 945296, 2006 | 16 | 2006 |
Explaining the early years of the euro exchange rate: An episode of learning about a new central bank M Gómez, M Melvin, F Nardari European Economic Review 51 (3), 505-520, 2007 | 10 | 2007 |
Analysis of linear factor models with multivariate stochastic volatility for stock and bond returns F Nardari, JT Scruggs Department of Finance Arizona State University, 2003 | 8 | 2003 |
Understanding the non-linear relation between mutual fund performance and flows GD Cashman, D Deli, F Nardari, SV Villupuram Available at SSRN 1108667, 2008 | 7 | 2008 |
Parcel size and land value: A comparison of approaches KL Guntermann, AR Horenstein, F Nardari, G Thomas Journal of Real Estate Research 37 (2), 281-320, 2015 | 4 | 2015 |