| Applied Time Series Modelling and Forecasting. R Harris, R Sollis | 2119 | 2003 |
| A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries R Sollis Economic modelling 26 (1), 118-125, 2009 | 322 | 2009 |
| Tests for explosive financial bubbles in the presence of non-stationary volatility DI Harvey, SJ Leybourne, R Sollis, AMR Taylor Journal of Empirical Finance 38, 548-574, 2016 | 185 | 2016 |
| Tests for symmetric and asymmetric nonlinear mean reversion in real exchange rates R Sollis, S Leybourne, P Newbold Journal of Money, Credit and Banking, 686-700, 2002 | 153 | 2002 |
| Asymmetric adjustment and smooth transitions: a combination of some unit root tests R Sollis Journal of time series analysis 25 (3), 409-417, 2004 | 135 | 2004 |
| Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity R Sollis Journal of Applied Econometrics 20 (1), 79-98, 2005 | 60 | 2005 |
| Value at risk: a critical overview R Sollis Journal of Financial Regulation and Compliance 17 (4), 398-414, 2009 | 58 | 2009 |
| Recursive right-tailed unit root tests for an explosive asset price bubble DI Harvey, SJ Leybourne, R Sollis Journal of Financial Econometrics 13 (1), 166-187, 2015 | 51 | 2015 |
| Unit roots and asymmetric smooth transitions R Sollis, S Leybourne, P Newbold Journal of Time Series Analysis 20 (6), 671-677, 1999 | 47 | 1999 |
| Improving the accuracy of asset price bubble start and end date estimators DI Harvey, SJ Leybourne, R Sollis Journal of Empirical Finance 40, 121-138, 2017 | 39 | 2017 |
| Stochastic unit roots modelling of stock price indices R Sollis, P Newbold, SJ Leybourne Applied financial economics 10 (3), 311-315, 2000 | 38 | 2000 |
| Empirical finance for finance and banking R Sollis John Wiley & Sons, 2012 | 32 | 2012 |
| US dollar real exchange rates: Nonlinearity revisited R Sollis Journal of International Money and Finance 27 (4), 516-528, 2008 | 30 | 2008 |
| Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing R Sollis Journal of Forecasting 24 (3), 221-231, 2005 | 28 | 2005 |
| US and UK interest rates, 1890-1934: New evidence on structural breaks P Newbold, S Leybourne, R Sollis, ME Wohar Journal of Money, Credit and Banking, 235-250, 2001 | 28 | 2001 |
| The real exchange rate–real interest rate relation: Evidence from tests for symmetric and asymmetric threshold cointegration R Sollis, ME Wohar International Journal of Finance & Economics 11 (2), 139-153, 2006 | 27 | 2006 |
| Testing for bubbles: an application of tests for change in persistence R Sollis Applied Financial Economics 16 (6), 491-498, 2006 | 24 | 2006 |
| Real‐time monitoring for explosive financial bubbles S Astill, DI Harvey, SJ Leybourne, R Sollis, AM Robert Taylor Journal of Time Series Analysis 39 (6), 863-891, 2018 | 23 | 2018 |
| The Saturday effect: an interesting anomaly in the Saudi stock market T Abalala, R Sollis Applied Economics 47 (58), 6317-6330, 2015 | 21 | 2015 |
| Spurious regression: A higher-order problem R Sollis Economics Letters 111 (2), 141-143, 2011 | 13 | 2011 |
