| European equity market integration and joint relationship of conditional volatility and correlations N Virk, F Javed Journal of International Money and Finance 71, 53-77, 2017 | 44 | 2017 |
| Liquidity and asset prices: an empirical investigation of the Nordic stock markets HA Butt, NS Virk European Financial Management 21 (4), 672-705, 2015 | 30 | 2015 |
| Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market T Korkeamäki, N Virk, H Wang, P Wang International Review of Financial Analysis 64, 190-203, 2019 | 26 | 2019 |
| OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market D Gabbori, B Awartani, A Maghyereh, N Virk International Journal of Finance & Economics 26 (1), 870-888, 2021 | 21 | 2021 |
| Stock returns and macro risks: Evidence from Finland NS Virk Research in International Business and Finance 26 (1), 47-66, 2012 | 21 | 2012 |
| Religious entrenchment and agency costs T Nawaz, NS Virk Economics letters 179, 83-86, 2019 | 13 | 2019 |
| Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses B Awartani, F Javed, A Maghyereh, N Virk Review of development finance 8 (2), 116-126, 2018 | 13 | 2018 |
| Bitcoin and integration patterns in the forex market N Virk Finance Research Letters 44, 102092, 2022 | 8 | 2022 |
| Momentum profits and time varying illiquidity effect HA Butt, NS Virk Finance Research Letters 20, 253-259, 2017 | 7 | 2017 |
| Equity premium puzzle: a Finnish review NS Virk International Journal of Economics and Finance 4 (2), 44-55, 2012 | 7 | 2012 |
| A canary in a Coalmine! religious agency and its impact on the performance of Islamic banks NS Virk, T Nawaz, P Molyneux Journal of International Financial Markets, Institutions and Money 78, 101559, 2022 | 6 | 2022 |
| Momentum crashes and variations to market liquidity HA Butt, NS Virk International Journal of Finance & Economics 27 (2), 1899-1911, 2022 | 6 | 2022 |
| Specification errors of asset-pricing models for a market characterized by few large capitalization firms NS Virk, HA Butt Journal of Economics and Finance 40, 68-84, 2016 | 4 | 2016 |
| The impact of Islamic events on herding behaviour in Saudi Arabian equities market D Gabbori, N Virk, N Aftab, B Awartani International Journal of Finance & Economics 29 (1), 119-134, 2024 | 3 | 2024 |
| Asymmetric risk transmissions between oil, gold and US equities: recent evidence from the realized variance of the futures prices A Maghyereh, B Awartani, NS Virk Resources Policy 79, 103108, 2022 | 3 | 2022 |
| Tail risk emanating from troubled European banking sectors F Javed, H Sabzevari, N Virk Finance Research Letters 43, 101952, 2021 | 3 | 2021 |
| Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders? NS Virk, HA Butt International Review of Financial Analysis 81, 102104, 2022 | 2 | 2022 |
| Specification errors of asset-pricing models for a market characterized by few large capitalization firms HA Butt, NS Virk ASSET PRICING IN SMALL SIZED DEVELOPED MARKETS, 29, 2013 | 2 | 2013 |
| Estimating the Distribution of Sharpe Ratios N Aftab, I Jungwirth, T Sedliacik, N Virk E-revir. Najdeno 1, 2008 | 2 | 2008 |
| A reality check on the GARCH-MIDAS volatility models N Virk, F Javed, B Awartani, S Hyde The European Journal of Finance 30 (6), 575-596, 2024 | 1 | 2024 |
