| The relationship between equity indices on world exchanges JE Hilliard The Journal of Finance 34 (1), 103-114, 1979 | 602 | 1979 |
| Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot JE Hilliard, J Reis Journal of financial and quantitative analysis 33 (1), 61-86, 1998 | 398 | 1998 |
| Jump processes in commodity futures prices and options pricing JE Hilliard, JA Reis American Journal of Agricultural Economics 81 (2), 273-286, 1999 | 120 | 1999 |
| Valuing prepayment and default in a fixed-rate mortgage: A bivariate binomial options pricing technique JE Hilliard, JB Kau, VC Slawson Jr Real estate economics 26 (3), 431, 1998 | 110 | 1998 |
| Cost-volume-profit analysis under uncertainty: A log normal approach JE Hilliard, RA Leitch The Accounting Review 50 (1), 69-80, 1975 | 96 | 1975 |
| Size and price-to-book effects: Evidence from the Chinese stock markets J Hilliard, H Zhang Pacific-Basin Finance Journal 32, 40-55, 2015 | 89 | 2015 |
| Currency option pricing with stochastic domestic and foreign interest rates JE Hilliard, J Madura, AL Tucker Journal of Financial and Quantitative Analysis 26 (2), 139-151, 1991 | 86 | 1991 |
| Pricing European and American derivatives under a jump-diffusion process: A bivariate tree approach JE Hilliard, A Schwartz Journal of Financial and Quantitative Analysis 40 (3), 671-691, 2005 | 81 | 2005 |
| Binomial option pricing under stochastic volatility and correlated state variables JE Hilliard, A Schwartz Available at SSRN 5973, 1994 | 73 | 1994 |
| Do state regulations affect payday lender concentration? JR Barth, J Hilliard, JS Jahera, Y Sun Journal of Economics and Business 84, 14-29, 2016 | 59 | 2016 |
| Hedging interest rate risk with futures portfolios under term structure effects JE Hilliard The Journal of Finance 39 (5), 1547-1569, 1984 | 56 | 1984 |
| Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds J Hilliard Global Finance Journal 25 (2), 90-107, 2014 | 42 | 2014 |
| Bivariate binomial options pricing with generalized interest rate processes JE Hilliard, AL Schwartz, AL Tucker Journal of Financial Research 19 (4), 585-602, 1996 | 41 | 1996 |
| A Cross‐Spectral Analysis of Beef Prices HC Barksdale, JE Hilliard, MC Ahlund American Journal of Agricultural Economics 57 (2), 309-315, 1975 | 41 | 1975 |
| On the statistical significance of event effects on unsystematic volatility JE Hilliard, R Savickas Journal of Financial Research 25 (4), 447-462, 2002 | 40 | 2002 |
| Banks and payday lenders: Friends or foes? JR Barth, J Hilliard, JS Jahera International Advances in Economic Research 21, 139-153, 2015 | 35 | 2015 |
| Analytics underlying the metallgesellschaft hedge: short term futures in a multi-period environment JE Hilliard Review of Quantitative Finance and Accounting 12, 195-220, 1999 | 33 | 1999 |
| Minimum variance cross hedging under mean‐reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry M Bertus, J Godbey, JE Hilliard Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 30 | 2009 |
| Pricing an option on revenue from an innovation: An application to movie box office revenue DM Chance, E Hillebrand, JE Hilliard Management Science 54 (5), 1015-1028, 2008 | 30 | 2008 |
| A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets JE Hilliard, AL Tucker Journal of Banking & Finance 16 (6), 1159-1171, 1992 | 25 | 1992 |
