An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964–1989

Nonparametric Statistical Methods

1999 • 6,387 citations

Robust tests for equality of variances

1961 • 2,818 citations

Robust Tests for the Equality of Variances

1974 • 2,665 citations

Stock return variances

1986 • 1,878 citations

Contributions to Probability and Statistics.

1962 • 1,371 citations

A Comparative Study of Tests for Homogeneity of Variances, with Applications to the Outer Continental Shelf Bidding Data

1981 • 866 citations

Nonparametric Statistical Methods

1974 • 861 citations

A transaction data study of weekly and intradaily patterns in stock returns

1986 • 828 citations

Trading Mechanisms and Stock Returns: An Empirical Investigation

1987 • 780 citations

Ordered Hypotheses for Multiple Treatments: A Significance Test for Linear Ranks

1963 • 647 citations

An Investigation of Transactions Data for NYSE Stocks

1985 • 580 citations

Options markets and stock return volatility

1989 • 289 citations

Mathematical Nonparametric Statistics.

1988 • 105 citations

A transactions data analysis of the variability of common stock returns during 1980–1984

1990 • 104 citations

APower Comparison of the F and L Tests--I.

1964 • 10 citations