| Investor overconfidence and trading volume M Statman, S Thorley, K Vorkink The Review of Financial Studies 19 (4), 1531-1565, 2006 | 1379 | 2006 |
| Expected idiosyncratic skewness B Boyer, T Mitton, K Vorkink The Review of Financial Studies 23 (1), 169-202, 2010 | 1178 | 2010 |
| Equilibrium underdiversification and the preference for skewness T Mitton, K Vorkink The Review of Financial Studies 20 (4), 1255-1288, 2007 | 1050 | 2007 |
| Stock options as lotteries BH Boyer, K Vorkink The Journal of Finance 69 (4), 1485-1527, 2014 | 349 | 2014 |
| Forecasting multivariate realized stock market volatility GH Bauer, K Vorkink Journal of Econometrics 160 (1), 93-101, 2011 | 201 | 2011 |
| Asset pricing theory and the valuation of Canadian paintings DJ Hodgson, KP Vorkink Canadian Journal of Economics/Revue canadienne d'économique 37 (3), 629-655, 2004 | 127 | 2004 |
| Whence GARCH? A preference-based explanation for conditional volatility G McQueen, K Vorkink Review of Financial Studies 17 (4), 915-949, 2004 | 107 | 2004 |
| The liquidity cost of private equity investments: Evidence from secondary market transactions TD Nadauld, BA Sensoy, K Vorkink, MS Weisbach Journal of Financial Economics 132 (3), 158-181, 2019 | 106 | 2019 |
| Testing the capital asset pricing model efficiently under elliptical symmetry: A semiparametric approach DJ Hodgson, O Linton, K Vorkink Journal of applied econometrics 17 (6), 617-639, 2002 | 101 | 2002 |
| Why do firms with diversification discounts have higher expected returns? T Mitton, K Vorkink Journal of Financial and Quantitative Analysis 45 (6), 1367-1390, 2010 | 69 | 2010 |
| Efficient estimation of conditional asset-pricing models DJ Hodgson, KP Vorkink Journal of Business & Economic Statistics 21 (2), 269-283, 2003 | 40 | 2003 |
| Return distributions and improved tests of asset pricing models K Vorkink The Review of Financial Studies 16 (3), 845-874, 2003 | 35 | 2003 |
| Multivariate realized stock market volatility GH Bauer, K Vorking Bank of Canada Working Paper, 2007 | 27 | 2007 |
| Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions BH Boyer, TD Nadauld, KP Vorkink, MS Weisbach The Journal of Finance 78 (2), 835-885, 2023 | 24 | 2023 |
| Neighborhood effects on speculative behavior T Mitton, K Vorkink, I Wright Journal of Economic Behavior & Organization 151, 42-61, 2018 | 24 | 2018 |
| Constructing commercial indices: A semiparametric adaptive estimator approach DJ Hodgson, BA Slade, KP Vorkink The Journal of Real Estate Finance and Economics 32, 151-168, 2006 | 24 | 2006 |
| The liquidity cost of private equity investments: Evidence from secondary market transactions TD Nadauld, BA Sensoy, K Vorkink, MS Weisbach National Bureau of Economic Research, 2016 | 22 | 2016 |
| Private equity indices based on secondary market transactions B Boyer, TD Nadauld, KP Vorkink, MS Weisbach National Bureau of Economic Research, 2018 | 20 | 2018 |
| Testing forward exchange rate unbiasedness efficiently: A semiparametric approach DJ Hodgson, O Linton, K Vorkink Journal of applied Economics 7 (1), 325-353, 2004 | 20 | 2004 |
| Idiosyncratic volatility and skewness: time-series relations and the cross-section of expected returns B Boyer, T Mitton, K Vorkink Available at SSRN 972668, 2007 | 14 | 2007 |
Todd MittonProfessor of Finance, Brigham Young UniversityVerifisert e-postadresse på byu.edu
