| Markov chain Monte Carlo methods for stochastic volatility models S Chib, F Nardari, N Shephard Journal of Econometrics 108 (2), 281-316, 2002 | 861 | 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 | 749 | 2010 |
| Time-varying short-horizon predictability SJ Henkel, JS Martin, F Nardari Journal of financial economics 99 (3), 560-580, 2011 | 640 | 2011 |
| Analysis of high dimensional multivariate stochastic volatility models S Chib, F Nardari, N Shephard Journal of Econometrics 134 (2), 341-371, 2006 | 473 | 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 | 446 | 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 | 439 | 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 (4), 541-567, 2014 | 116 | 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 | 85 | 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 | 76 | 2012 |
| Measuring short-term international stock market efficiency JM Griffin, PJ Kelly, F Nardari Unpublished working paper. University of Texas at Austin, 2007 | 61 | 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 | 55 | 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 | 53 | 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 | 20 | 2005 |
| On monthly mutual fund flows GD Cashman, DN Deli, F Nardari, SV Villupuram FMA Annual Meeting, Orlando, FL, 2006 | 19 | 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 |
| Measurement and determinants of international stock market efficiency J Griffin, P Kelly, F Nardari working paper, University of Texas-Austin, 2006 | 16 | 2006 |
| Understanding the non-linear relation between mutual fund performance and flows GD Cashman, D Deli, F Nardari, SV Villupuram Available at SSRN 1108667, 2008 | 11 | 2008 |
| 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 |
| 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 | 8 | 2015 |
| 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 |
