| Macro variables and international stock return predictability DE Rapach, ME Wohar, J Rangvid International journal of forecasting 21 (1), 137-166, 2005 | 459 | 2005 |
| The Prebisch-Singer hypothesis: four centuries of evidence DI Harvey, NM Kellard, JB Madsen, ME Wohar The review of Economics and Statistics 92 (2), 367-377, 2010 | 435 | 2010 |
| Testing the monetary model of exchange rate determination: new evidence from a century of data DE Rapach, ME Wohar Journal of International Economics 58 (2), 359-385, 2002 | 364 | 2002 |
| Bias in an estimator of the fractional difference parameter C Agiakloglou, P Newbold, M Wohar Journal of Time Series Analysis 14 (3), 235-246, 1993 | 330 | 1993 |
| Can the term spread predict output growth and recessions? A survey of the literature DC Wheelock, ME Wohar Federal Reserve Bank of St. Louis Review 91 (5 Part 1), 419-440, 2009 | 318 | 2009 |
| In-sample vs. out-of-sample tests of stock return predictability in the context of data mining DE Rapach, ME Wohar Journal of Empirical Finance 13 (2), 231-247, 2006 | 296 | 2006 |
| Commodity volatility breaks A Vivian, ME Wohar Journal of International Financial Markets, Institutions and Money 22 (2 …, 2012 | 284 | 2012 |
| Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data R Van Eyden, M Difeto, R Gupta, ME Wohar Applied energy 233, 612-621, 2019 | 261 | 2019 |
| What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats? J Bouoiyour, R Selmi, S Hammoudeh, ME Wohar Energy Economics 84, 104523, 2019 | 259 | 2019 |
| Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test M Balcilar, R Gupta, C Kyei, ME Wohar Open Economies Review 27, 229-250, 2016 | 222 | 2016 |
| Testing the monetary model of exchange rate determination: a closer look at panels DE Rapach, ME Wohar Journal of international Money and Finance 23 (6), 867-895, 2004 | 207 | 2004 |
| Structural breaks and predictive regression models of aggregate US stock returns DE Rapach, ME Wohar Journal of Financial Econometrics 4 (2), 238-274, 2006 | 202 | 2006 |
| On the prevalence of trends in primary commodity prices N Kellard, ME Wohar Journal of Development Economics 79 (1), 146-167, 2006 | 196 | 2006 |
| International herding: Does it differ across sectors? B Gębka, ME Wohar Journal of International Financial Markets, Institutions and Money 23, 55-84, 2013 | 177 | 2013 |
| Regime changes in international real interest rates: Are they a monetary phenomenon? DE Rapach, ME Wohar Journal of Money, Credit and Banking, 887-906, 2005 | 175 | 2005 |
| Public and private investment: Are there causal linkages? SJ Erenburg, ME Wohar Journal of Macroeconomics 17 (1), 1-30, 1995 | 175 | 1995 |
| Dynamic connectedness between oil prices and stock returns of clean energy and technology companies S Nasreen, AK Tiwari, JC Eizaguirre, ME Wohar Journal of Cleaner Production 260, 121015, 2020 | 173 | 2020 |
| Volatility spillovers across global asset classes: Evidence from time and frequency domains AK Tiwari, J Cunado, R Gupta, ME Wohar The Quarterly Review of Economics and Finance 70, 194-202, 2018 | 166 | 2018 |
| Causality between trading volume and returns: Evidence from quantile regressions B Gebka, ME Wohar International Review of Economics & Finance 27, 144-159, 2013 | 166 | 2013 |
| The relationship between energy and equity markets: Evidence from volatility impulse response functions E Olson, AJ Vivian, ME Wohar Energy Economics 43, 297-305, 2014 | 164 | 2014 |