Standout Papers

The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications fo... 1976 2026 1992 2009 648
  1. The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis (1976)
    T. W. Epps et al. Econometrica

Immediate Impact

5 by Nobel laureates 7 from Science/Nature 69 standout
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Citing Papers

Civic honesty around the globe
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Multifractal analysis of financial markets: a review
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1 intermediate paper

Works of T. W. Epps being referenced

An omnibus test for the two-sample problem using the empirical characteristic function
1986
Security Price Changes and Transaction Volumes: Theory and Evidence
1975

Author Peers

Author Last Decade Papers Cites
T. W. Epps 1289 1061 388 34 1.8k
Elisa Luciano 1348 974 215 78 2.1k
Michael J. Klass 1095 897 262 57 1.7k
Michael J. Stutzer 962 866 205 48 1.6k
Svetlozar T. Rachev 1039 770 207 78 1.5k
Rustam Ibragimov 774 1056 263 66 1.8k
Chung‐Ming Kuan 772 1149 201 61 1.8k
J. Huston McCulloch 1372 860 177 48 1.9k
Panayiotis Theodossiou 1336 1127 192 56 1.8k
Phoebus J. Dhrymes 602 1266 323 77 2.3k
Bjørn Eraker 2726 1325 169 28 3.0k

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