Stock market uncertainty and the stock-bond return relation R Connolly, C Stivers, L Sun Journal of Financial and Quantitative Analysis 40 (1), 161-194, 2005 | 829 | 2005 |
An examination of the robustness of the weekend effect RA Connolly Journal of Financial and quantitative Analysis 24 (2), 133-169, 1989 | 649 | 1989 |
Union rent seeking, intangible capital, and market value of the firm RA Connolly, BT Hirsch, M Hirschey The Review of Economics and Statistics, 567-577, 1986 | 459 | 1986 |
International equity market comovements: Economic fundamentals or contagion? RA Connolly, FA Wang Pacific-Basin Finance Journal 11 (1), 23-43, 2003 | 312 | 2003 |
Firm size and the effect of R&D on Tobin's q RA Connolly, M Hirschey R&d Management 35 (2), 217-223, 2005 | 270 | 2005 |
R & D, market structure and profits: A value-based approach RA Connolly, M Hirschey The Review of Economics and Statistics, 682-686, 1984 | 265 | 1984 |
Momentum and reversals in equity‐index returns during periods of abnormal turnover and return dispersion R Connolly, C Stivers The Journal of Finance 58 (4), 1521-1556, 2003 | 198 | 2003 |
Commonality in the time-variation of stock–stock and stock–bond return comovements RA Connolly, C Stivers, L Sun Journal of Financial Markets 10 (2), 192-218, 2007 | 195 | 2007 |
Do unions capture monopoly profits? BT Hirsch, RA Connolly ILR Review 41 (1), 118-136, 1987 | 139 | 1987 |
Market value and patents: A Bayesian approach RA Connolly, M Hirschey Economics Letters 27 (1), 83-87, 1988 | 125 | 1988 |
A posterior odds analysis of the weekend effect RA Connolly Journal of econometrics 49 (1-2), 51-104, 1991 | 112 | 1991 |
The nature and causes of foreign currency exposure JJ Pringle, RA Connolly Journal of Applied Corporate Finance 6 (3), 61-72, 1993 | 70 | 1993 |
Regime‐switching in stock index and Treasury futures returns and measures of stock market stress N Bansal, RA Connolly, C Stivers Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010 | 65 | 2010 |
The stock-bond return relation, the term structure’s slope, and asset-class risk dynamics N Bansal, RA Connolly, C Stivers Journal of Financial and Quantitative Analysis 49 (3), 699-724, 2014 | 58 | 2014 |
Firm size and R&D effectiveness: a value-based test RA Connolly, M Hirschey Economics Letters 32 (3), 277-281, 1990 | 57 | 1990 |
Skill, luck, and streaky play on the PGA tour RA Connolly, RJ Rendleman Jr Journal of the American Statistical Association 103 (481), 74-88, 2008 | 55 | 2008 |
On stock market return co-movements: macroeconomic news, dispersion of beliefs, and contagion RA Connolly, FA Wang Dispersion of Beliefs, and Contagion (June 2000), 2000 | 55 | 2000 |
The intertemporal behavior of economic profits RA Connolly, S Schwartz International Journal of Industrial Organization 3 (4), 379-400, 1985 | 54 | 1985 |
Information content and other characteristics of the daily cross-sectional dispersion in stock returns R Connolly, C Stivers Journal of Empirical Finance 13 (1), 79-112, 2006 | 51 | 2006 |
Economic news and stock market linkages: Evidence from the US, UK and Japan RA Connolly, FA Wang Proceedings of the Second Joint Central Bank Research Conference on Risk …, 1998 | 50 | 1998 |