| Instability of return prediction models BS Paye, A Timmermann Journal of Empirical Finance 13 (3), 274-315, 2006 | 489 | 2006 |
| ‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables BS Paye Journal of Financial Economics 106 (3), 527-546, 2012 | 481 | 2012 |
| Method of representing high-dimensional information V Stuart, RA Hahn, BS Paye, KC Joiner-Congleton, AJ Caffrey, ... US Patent 6,661,431, 2003 | 145 | 2003 |
| Has the propensity to pay out declined? G Grullon, B Paye, S Underwood, JP Weston Journal of Financial and Quantitative Analysis 46 (1), 1-24, 2011 | 138 | 2011 |
| Method and system for analyzing data and creating predictive models E Jiang, J Wei, A Caffrey, K Joiner-Congleton, Y Kim, B Paye, R Persichilli US Patent App. 10/733,178, 2006 | 81 | 2006 |
| Micro (structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity Y Chen, GW Eaton, BS Paye Journal of Financial Economics 130 (1), 48-73, 2018 | 70 | 2018 |
| High-frequency returns, jumps and the mixture of normals hypothesis J Fleming, BS Paye Journal of Econometrics 160 (1), 119-128, 2011 | 42* | 2011 |
| Firm uncertainty and corporate policies: The role of stock return skewness JC Easterwood, BS Paye, Y Xie Journal of Corporate Finance 69, 102032, 2021 | 11* | 2021 |
| Payout Yields and Stock Return Predictability: How Important Is the Measure of Cash Flow? GW Eaton, BS Paye Journal of Financial and Quantitative Analysis 52 (4), 1639-1666, 2017 | 9* | 2017 |
| Jumps in stock prices: New insights from old data JA Johnson, MC Medeiros, BS Paye Journal of Financial Markets 60, 100708, 2022 | 7 | 2022 |
| Predicting Stock Price Movement Using Financial News Sentiment J Gong, B Paye, G Kadlec, H Eldardiry International conference on engineering applications of neural networks, 503-517, 2021 | 7 | 2021 |
| Taking Over the Size Effect: Asset Pricing Implications of Merger Activity S Easterwood, J Netter, B Paye, M Stegemoller Journal of Financial and Quantitative Analysis 59 (2), 690-726, 2024 | 3 | 2024 |
| Monetary Policy and Asset Prices: A Jumps-Based Approach to Identifying Monetary Surprises JA Johnson, BS Paye Available at SSRN 2657686, 2018 | 3* | 2018 |
| Combination approaches to estimating optimal portfolios B Paye Jones Graduate School of Business, Rice University, 2010 | 3 | 2010 |
| Essays on stock return predictability and portfolio allocation BS Paye University of California, San Diego, 2004 | 3 | 2004 |
| One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns N Kapadia, M Linn, B Paye Journal of Financial and Quantitative Analysis, 1-28, 2020 | 2 | 2020 |
| The economic value of estimated portfolio rules under general utility specifications BS Paye Available at SSRN 1645419, 2012 | 2 | 2012 |
| The impact of microstructure noise on the distributional properties of daily stock returns standardized by realized volatility J Fleming, BS Paye Woking Paper, 2007 | 2 | 2007 |
| Jumps in Stock Prices: New Insights from Old Data JA Johnson, MC Medeiros, BS Paye | 1 | 2018 |
| Estimating the Cost of Equity: Why Do Simple Benchmarks Outperform Factor Models? N Kapadia, BS Paye Available at SSRN 2118920, 2014 | 1 | 2014 |
Allan TimmermannProfessor of Finance and Economics, UCSDVerified email at ucsd.edu
