| Stock market uncertainty and the stock-bond return relation R Connolly, C Stivers, L Sun Journal of Financial and Quantitative Analysis 40 (1), 161-194, 2005 | 811 | 2005 |
| Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon P Dennis, S Mayhew, C Stivers Journal of Financial and Quantitative Analysis 41 (2), 381-406, 2006 | 353 | 2006 |
| Cross-sectional return dispersion and time variation in value and momentum premiums C Stivers, L Sun Journal of Financial and Quantitative Analysis 45 (04), 987-1014, 2010 | 260 | 2010 |
| Momentum and reversals in equity‐index returns during periods of abnormal turnover and return dispersion R Connolly, C Stivers The Journal of Finance 58 (4), 1521-1556, 2003 | 202 | 2003 |
| Commonality in the time-variation of stock–stock and stock–bond return comovements RA Connolly, C Stivers, L Sun Journal of Financial Markets 10 (2), 192-218, 2007 | 197 | 2007 |
| Firm-level Return Dispersion and the Future Volatility of Aggregate Stock Market Returns C Stivers Journal of Financial Markets 6, 389-411, 2003 | 105 | 2003 |
| Stock return dynamics, option volume, and the information content of implied volatility S Mayhew, C Stivers Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003 | 89 | 2003 |
| Stock market uncertainty and the relation between stock and bond returns CT Stivers, L Sun Federal Reserve Bank of Atlanta, 2002 | 67 | 2002 |
| Regime‐switching in stock index and Treasury futures returns and measures of stock market stress N Bansal, RA Connolly, C Stivers Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010 | 64 | 2010 |
| The Stock-Bond Return Relation, the Term-Structure's Slope, and Asset-class Risk Dynamics N Bansal, R Connolly, C Stivers Journal of Financial and Quantitative Analysis 49, 669-724, 2014 | 59 | 2014 |
| Information content and other characteristics of the daily cross-sectional dispersion in stock returns R Connolly, C Stivers Journal of Empirical Finance 13 (1), 79-112, 2006 | 51 | 2006 |
| Macroeconomic news, stock turnover, and volatility clustering in daily stock returns R Connolly, C Stivers Journal of Financial Research 28 (2), 235-259, 2005 | 38 | 2005 |
| The other January effect: International, style, and subperiod evidence C Stivers, L Sun, Y Sun Journal of Financial Markets 12 (3), 521-546, 2009 | 30 | 2009 |
| Market cycles and the performance of relative strength strategies C Stivers, L Sun Financial Management 42 (2), 263-290, 2013 | 24 | 2013 |
| Macroeconomic uncertainty and the distant forward-rate slope R Connolly, D Dubofsky, C Stivers Journal of Empirical Finance 48, 140-161, 2018 | 16 | 2018 |
| Stock implied volatility, stock turnover, and the stock-bond return relation CT Stivers, L Sun, RA Connolly FRB Atlanta Working Paper Series No. 2002-3a, 2002 | 15 | 2002 |
| Returns and option activity over the option-expiration week for S&P 100 stocks C Stivers, L Sun Journal of Banking & Finance 37 (11), 4226-4240, 2013 | 13 | 2013 |
| Stock market uncertainty and bond returns: evidence of flight-to-quality C Stivers, L Sun University of Georgia, 2002 | 8 | 2002 |
| Time-varying lead-lag of equity returns in a world of incomplete information RA Connolly, CT Stivers working paper, University of North Caroline at Chapel Hill, 1997 | 8 | 1997 |
| Mitigating Estimation Risk in Asset Allocation: Diagonal Models Versus 1/N Diversification C Stivers, L Sun Financial Review 51 (3), 403-433, 2016 | 6 | 2016 |
