| On the inefficiency of Bitcoin S Nadarajah, J Chu Economics Letters 150, 6-9, 2017 | 726 | 2017 |
| GARCH Modelling of Cryptocurrencies J Chu, S Chan, S Nadarajah, J Osterrieder Journal of Risk and Financial Management 10 (4), 2017 | 450 | 2017 |
| A Statistical Analysis of Cryptocurrencies S Chan, J Chu, S Nadarajah, J Osterrieder Journal of Risk and Financial Management 10 (2), 2017 | 271 | 2017 |
| Statistical Analysis of the Exchange Rate of Bitcoin J Chu, S Nadarajah, S Chan PloS ONE 10 (7), 2015 | 222 | 2015 |
| The adaptive market hypothesis in the high frequency cryptocurrency market J Chu, Y Zhang, S Chan International Review of Financial Analysis, 2019 | 117 | 2019 |
| A statistical analysis of the novel coronavirus (COVID-19) in Italy and Spain J Chu PloS one 16 (3), e0249037, 2021 | 102 | 2021 |
| Stylised facts for high frequency cryptocurrency data Y Zhang, S Chan, J Chu, S Nadarajah Physica A: Statistical Mechanics and Its Applications 513, 598-612, 2019 | 62 | 2019 |
| High frequency momentum trading with cryptocurrencies J Chu, S Chan, Y Zhang Research in international business and finance 52, 101176, 2020 | 42 | 2020 |
| On the market efficiency and liquidity of high-frequency cryptocurrencies in a bull and bear market Y Zhang, S Chan, J Chu, H Sulieman Journal of Risk and Financial Management 13 (1), 8, 2020 | 38 | 2020 |
| An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies S Chan, J Chu, Y Zhang, S Nadarajah Research in International Business and Finance 59, 101541, 2022 | 34 | 2022 |
| Count regression models for COVID-19 S Chan, J Chu, Y Zhang, S Nadarajah Physica A: Statistical Mechanics and its Applications 563, 125460, 2021 | 32 | 2021 |
| A review of goodness of fit tests for Pareto distributions J Chu, O Dickin, S Nadarajah Journal of Computational and Applied Mathematics 361, 13-41, 2019 | 32 | 2019 |
| Blockchain and cryptocurrencies S Chan, J Chu, Y Zhang, S Nadarajah Journal of Risk and Financial Management 13 (10), 227, 2020 | 26 | 2020 |
| Bitcoin versus high-performance technology stocks in diversifying against global stock market indices J Chu, S Chan, Y Zhang Physica A: Statistical Mechanics and its Applications 580, 126161, 2021 | 18 | 2021 |
| The generalised hyperbolic distribution and its subclass in the analysis of a new era of cryptocurrencies: Ethereum and its financial risk Y Zhang, J Chu, S Chan, B Chan Physica A: Statistical Mechanics and its Applications 526, 120900, 2019 | 17 | 2019 |
| Comparisons of smallest order statistics from Pareto distributions with different scale and shape parameters S Nadarajah, X Jiang, J Chu Annals of Operations Research 254, 191-209, 2017 | 12 | 2017 |
| A statistical study of racism in English football J Chu, S Nadarajah, E Afuecheta, S Chan, Y Xu Quality & Quantity 48, 2915-2937, 2014 | 12 | 2014 |
| Is the wealth of the Forbes 400 lists really Pareto distributed? S Chan, J Chu, S Nadarajah Economics letters 152, 9-14, 2017 | 11 | 2017 |
| A statistical analysis of UK financial networks J Chu, S Nadarajah Physica A: Statistical Mechanics and its Applications, 2016 | 11 | 2016 |
| A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables S Nadarajah, X Jiang, J Chu Statistica Neerlandica 69 (2), 102-114, 2015 | 10 | 2015 |
Saralees NadarajahDepartment of Mathematics, University of ManchesterVerified email at manchester.ac.uk
