| Improved portfolio choice using second-order stochastic dominance JE Hodder, JC Jackwerth, O Kolokolova Review of Finance 19 (4), 1623-1647, 2015 | 100 | 2015 |
| Recovering delisting returns of hedge funds JE Hodder, JC Jackwerth, O Kolokolova Journal of Financial and Quantitative Analysis 49 (3), 797-815, 2014 | 61 | 2014 |
| Strategic behavior within families of hedge funds O Kolokolova Journal of Banking & Finance 35 (7), 1645-1662, 2011 | 45 | 2011 |
| When paid work gives in to unpaid care work: Evidence from the hedge fund industry under COVID-19 S Ain Tommar, O Kolokolova, R Mura Management Science 68 (8), 6250-6267, 2022 | 20 | 2022 |
| Too big to ignore? Hedge fund flows and bond yields O Kolokolova, MT Lin, SH Poon Journal of Banking & Finance 112, 105271, 2020 | 19 | 2020 |
| On the other side of hedge fund equity trades X Cui, O Kolokolova, J Wang Management Science 70 (6), 3684-3710, 2024 | 15 | 2024 |
| Slow-and fast-moving information content of CDS spreads: new endogenous systematic factors MT Lin, O Kolokolova, SH Poon The European Journal of Finance 27 (1-2), 136-157, 2021 | 12* | 2021 |
| A time to scatter stones, and a time to gather them: the annual cycle in hedge fund risk taking O Kolokolova, A Mattes Financial Review 53 (4), 669-704, 2018 | 9 | 2018 |
| Rating-based CDS curves O Kolokolova, MT Lin, SH Poon The European Journal of Finance 25 (7), 689-723, 2019 | 8 | 2019 |
| Too big to care, too small to matter: Macrofinancial policy and bank liquidity creation M Bowe, O Kolokolova, M Michalski SSRN, 2017 | 8 | 2017 |
| Recovering managerial risk taking from daily hedge fund returns: Incentives at work O Kolokolova, A Mattes University of Manchester and University of Konstanz, 2014 | 7 | 2014 |
| Does Hedge Fund Short-Termism Shape up Merger Payment? N Gao, O Kolokolova, A Mattes SSRN, 2018 | 6* | 2018 |
| A note on stochastic dominance F Viole Available at SSRN 3002675, 2017 | 5 | 2017 |
| Do hedge funds still manipulate stock prices? X Cui, O Kolokolova Journal of Corporate Finance 92, 102765, 2025 | 4 | 2025 |
| The Volcker Rule and the hedge fund liquidity circle M Bowe, O Kolokolova, L Yu | 4 | 2022 |
| Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function M Bowe, O Kolokolova, MJ Michalski SSRN Electronic Journal, 2016 | 4 | 2016 |
| Enhancing betting against beta with stochastic dominance O Kolokolova, X Xu Journal of Empirical Finance 76, 101465, 2024 | 3 | 2024 |
| Efficient implementation of CreditGrades with jumps X He, O Kolokolova, SH Poon Working Paper, 2011 | 3 | 2011 |
| Is the index efficient? A worldwide tour with stochastic dominance O Kolokolova, O Le Courtois, X Xu Journal of Financial Markets 59, 100660, 2022 | 2 | 2022 |
| What Drives the Price Convergence between Credit Default Swap and Put Option: New Evidence KK Chan, O Kolokolova, MT Lin, SH Poon SSRN, 2019 | 2 | 2019 |
Ming-Tsung LinSenior Lecturer in Finance, University of SussexVerified email at sussex.ac.uk
