| Momentum strategies in commodity futures markets J Miffre, G Rallis Journal of Banking & Finance 31 (6), 1863-1886, 2007 | 611 | 2007 |
| Capturing the risk premium of commodity futures: The role of hedging pressure D Basu, J Miffre Journal of Banking & Finance 37 (7), 2652-2664, 2013 | 256 | 2013 |
| Tactical allocation in commodity futures markets: Combining momentum and term structure signals AM Fuertes, J Miffre, G Rallis Journal of Banking & Finance 34 (10), 2530-2548, 2010 | 253 | 2010 |
| Conditional correlation and volatility in commodity futures and traditional asset markets J Chong, J Miffre Journal of Alternative Investments 12 (3), 61, 2010 | 224 | 2010 |
| The skewness of commodity futures returns A Fernandez-Perez, B Frijns, AM Fuertes, J Miffre Journal of Banking & Finance 86, 143-158, 2018 | 173 | 2018 |
| Momentum profits and time-varying unsystematic risk X Li, J Miffre, C Brooks, N O’Sullivan Journal of Banking & Finance 32 (4), 541-558, 2008 | 107 | 2008 |
| Commodity strategies based on momentum, term structure, and idiosyncratic volatility AM Fuertes, J Miffre, A Fernandez‐Perez Journal of Futures Markets 35 (3), 274-297, 2015 | 95 | 2015 |
| Country-specific ETFs: An efficient approach to global asset allocation J Miffre Journal of asset management 8 (2), 112-122, 2007 | 92 | 2007 |
| Conditional return correlations between commodity futures and traditional assets J Chong, J Miffre Journal of Alternative Investments 12 (3), 61-75, 2010 | 83 | 2010 |
| Conditional OLS minimum variance hedge ratios J Miffre Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004 | 81 | 2004 |
| Long-short commodity investing: A review of the literature J Miffre Journal of Commodity Markets 1 (1), 3-13, 2016 | 80 | 2016 |
| Normal backwardation is normal J Miffre Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000 | 69 | 2000 |
| Conditional correlations and real estate investment trusts J Chong, J Miffre, S Stevenson Journal of Real Estate Portfolio Management 15 (2), 173-184, 2009 | 68 | 2009 |
| Do long-short speculators destabilize commodity futures markets? J Miffre, C Brooks International Review of Financial Analysis 30, 230-240, 2013 | 62 | 2013 |
| The value premium and time‐varying volatility X Li, C Brooks, J Miffre Journal of Business Finance & Accounting 36 (9‐10), 1252-1272, 2009 | 60 | 2009 |
| Fear of hazards in commodity futures markets A Fernandez-Perez, AM Fuertes, M Gonzalez-Fernandez, J Miffre Journal of Banking & Finance 119, 105902, 2020 | 52 | 2020 |
| Commodity markets, long-run predictability, and intertemporal pricing A Fernandez-Perez, AM Fuertes, J Miffre Review of Finance 21 (3), 1159-1188, 2017 | 52 | 2017 |
| Optimal hedging with higher moments C Brooks, A Černý, J Miffre Journal of Futures Markets 32 (10), 909-944, 2012 | 47 | 2012 |
| The impact of non-normality risks and tactical trading on hedge fund alphas HM Kat, J Miffre Journal of Alternative Investments 10 (4), 8, 2008 | 45 | 2008 |
| Performance evaluation and conditioning information: the case of hedge funds HM Kat, J Miffre EFA 2003 Annual Conference Paper 159, 2003 | 45 | 2003 |
Ana-Maria FuertesCass Business School, City, University of LondonVerified email at city.ac.uk
