| Fund of hedge funds portfolio selection: A multiple-objective approach RJ Davies, HM Kat, S Lu Journal of Derivatives & Hedge Funds 15, 91-115, 2009 | 187 | 2009 |
| Using matched samples to test for differences in trade execution costs RJ Davies, SS Kim Journal of Financial Markets 12 (2), 173-202, 2009 | 123 | 2009 |
| The Toronto stock exchange preopening session RJ Davies Journal of Financial Markets 6 (4), 491-516, 2003 | 79 | 2003 |
| Painting the tape: Aggregate evidence D Bernhardt, RJ Davies Economics Letters 89 (3), 306-311, 2005 | 74 | 2005 |
| Smart fund managers? Stupid money? D Bernhardt, RJ Davies Canadian Journal of Economics/Revue canadienne d'économique 42 (2), 719-748, 2009 | 53* | 2009 |
| Trade-time measures of liquidity YH Barardehi, D Bernhardt, RJ Davies The Review of Financial Studies 32 (1), 126-179, 2019 | 38 | 2019 |
| MiFID and a changing competitive landscape RJ Davies Available at SSRN 1117232, 2008 | 36 | 2008 |
| The MiFID: Competition in a new European equity market regulatory structure RJ Davies, A Dufour, B Scott-Quinn SSRN, 2005 | 36 | 2005 |
| Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave? V Atanasov, RJ Davies, JJ Merrick Jr Journal of Corporate Finance 34, 210-234, 2015 | 27 | 2015 |
| Cross hedging with single stock futures C Brooks, RJ Davies, SS Kim Assurances et gestion des risques 74 (4), 473-504, 2007 | 25* | 2007 |
| Single-strategy funds of hedge funds: How many funds? RJ Davies, HM Kat, S Lu Funds of Hedge Funds, 203-210, 2006 | 17* | 2006 |
| Matching and the estimated impact of interlisting R Davies, S Kim Discussion Paper in Finance, 2003 | 17 | 2003 |
| The impact of nonsynchronous trading on differences in portfolio cross-autocorrelations D Bernhardt, RJ Davies Available at SSRN 981084, 2008 | 15* | 2008 |
| Long‐term information, short‐lived securities D Bernhardt, RJ Davies, J Spicer Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 7* | 2006 |
| Smart Fund Managers? Stupid Money? D Bernhardt, R Davies, H Westbrook Jr ICMA Centre Discussion Papers in Finance, 2003 | 7 | 2003 |
| Higher moment portfolio analysis with hedge funds R Davies, H Kat, S Lu Unpublished working paper, 2003 | 5 | 2003 |
| Building a competitive and efficient European financial market R Davies, A Dufour, B Scott-Quinn European Capital Markets Institute, 2003 | 5 | 2003 |
| The integrity of closing prices RJ Davies John Wiley and Sons, 2018 | 4 | 2018 |
| The economics and regulation of secondary trading markets RJ Davies, ER Sirri Initiating Conference'New Special Study of the Securities Markets', held at …, 2017 | 3 | 2017 |
| Smart Fund Managers? Stupid Money? A Model Of Strategic Mutual Fund Investment Distortion D Bernhardt, R Davies, H Westbrook Jr working paper, University of Illinois, 2002 | 1 | 2002 |
Dan BernhardtProfessor of Economics, University of Illinois and University of WarwickVerified email at illinois.edu
