| Investor overconfidence and trading volume M Statman, S Thorley, K Vorkink The Review of Financial Studies 19 (4), 1531-1565, 2006 | 1168 | 2006 |
| Investor overconfidence and trading volume M Statman, S Thorley, K Vorkink The Review of Financial Studies 19 (4), 1531-1565, 2006 | 1168 | 2006 |
| Minimum-variance portfolios in the US equity market RG Clarke, H De Silva, S Thorley The journal of portfolio management 33 (1), 10-24, 2006 | 515 | 2006 |
| Delayed reaction to good news and the cross‐autocorrelation of portfolio returns G McQueen, M Pinegar, S Thorley The Journal of Finance 51 (3), 889-919, 1996 | 411 | 1996 |
| Portfolio constraints and the fundamental law of active management R Clarke, H De Silva, S Thorley Financial Analysts Journal 58 (5), 48-66, 2002 | 342 | 2002 |
| Bubbles, stock returns, and duration dependence G McQueen, S Thorley Journal of Financial and Quantitative Analysis 29 (3), 379-401, 1994 | 285 | 1994 |
| Minimum-variance portfolio composition R Clarke, H De Silva, S Thorley Journal of Portfolio Management 37 (2), 31, 2011 | 241 | 2011 |
| Asymmetric business cycle turning points G McQueen, S Thorley Journal of Monetary Economics 31 (3), 341-362, 1993 | 228 | 1993 |
| Are stock returns predictable? A test using Markov chains G McQueen, S Thorley The Journal of Finance 46 (1), 239-263, 1991 | 204 | 1991 |
| Risk parity, maximum diversification, and minimum variance: An analytic perspective R Clarke, H De Silva, S Thorley The Journal of Portfolio Management 39 (3), 39-53, 2013 | 158 | 2013 |
| Are there rational speculative bubbles in Asian stock markets? K Chan, G McQueen, S Thorley Pacific-Basin Finance Journal 6 (1-2), 125-151, 1998 | 158 | 1998 |
| The time-diversification controversy SR Thorley Financial Analysts Journal 51 (3), 68-76, 1995 | 156 | 1995 |
| Does the “Dow-10 Investment Strategy” beat the dow statistically and economically? G McQueen, K Shields, SR Thorley Financial Analysts Journal 53 (4), 66-72, 1997 | 119 | 1997 |
| Return dispersion and active management H De Silva, S Sapra, S Thorley Financial Analysts Journal 57 (5), 29-42, 2001 | 86 | 2001 |
| Fundamentals of efficient factor investing (corrected May 2017) R Clarke, H De Silva, S Thorley Financial Analysts Journal 72 (6), 9-26, 2016 | 66 | 2016 |
| Know your VMS exposure RG Clarke, H De Silva, S Thorley The Journal of Portfolio Management 36 (2), 52-59, 2010 | 64 | 2010 |
| Mining fool's gold G McQueen, S Thorley Financial Analysts Journal 55 (2), 61-72, 1999 | 60 | 1999 |
| Time diversification: Perspectives from option pricing theory C Merrill, S Thorley Financial Analysts Journal 52 (3), 13-19, 1996 | 54 | 1996 |
| The fundamental law of active portfolio management R Clarke, H de Silva, S Thorley Journal of Investment Management 4 (3), 54, 2006 | 49 | 2006 |
| Estimating hazard functions for discrete lifetimes SD Grimshaw, J McDonald, GR McQueen, S Thorley Communications in Statistics–Simulation and Computation 34 (2), 451-463, 2005 | 29 | 2005 |
