| The impact of trader type on the futures volatility‐volume relation RT Daigler, MK Wiley The Journal of Finance 54 (6), 2297-2316, 1999 | 414 | 1999 |
| A behavioral explanation for the negative asymmetric return–volatility relation AM Hibbert, RT Daigler, B Dupoyet Journal of Banking & Finance 32 (10), 2254-2266, 2008 | 338 | 2008 |
| Is international diversification really beneficial? L You, RT Daigler Journal of Banking & Finance 34 (1), 163-173, 2010 | 194 | 2010 |
| Intraday futures volatility and theories of market behavior RT Daigler The Journal of Futures Markets (1986-1998) 17 (1), 45, 1997 | 102 | 1997 |
| A portfolio of stocks and volatility RT Daigler, L Rossi The Journal of Investing 15 (2), 99-106, 2006 | 97 | 2006 |
| The performance of VIX option pricing models: empirical evidence beyond simulation Z Wang, RT Daigler Journal of Futures Markets 31 (3), 251-281, 2011 | 85 | 2011 |
| AM arkowitz optimization of commodity futures portfolios L You, RT Daigler Journal of Futures Markets 33 (4), 343-368, 2013 | 81 | 2013 |
| The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS N Richie, RT Daigler, KC Gleason Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 81 | 2008 |
| An examination of the complementary volume–volatility information theories Z Chen, RT Daigler Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 79 | 2008 |
| Persistence of volatility in futures markets Z Chen, RT Daigler, AM Parhizgari Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 72 | 2006 |
| Volume relationships among types of traders in the financial futures markets MK Wiley, RT Daigler The Journal of Futures Markets (1986-1998) 18 (1), 91, 1998 | 51 | 1998 |
| Financial futures and options markets: concepts and strategies RT Daigler HarperCollins College, 1994 | 51 | 1994 |
| The return‐implied volatility relation for commodity ETFs C Padungsaksawasdi, RT Daigler Journal of Futures Markets 34 (3), 261-281, 2014 | 50 | 2014 |
| Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro VIX RT Daigler, AM Hibbert, I Pavlova Journal of Futures Markets 34 (1), 74-92, 2014 | 44 | 2014 |
| Advanced Options Trading: the analysis and evaluation of trading strategies, hedging tactics and pricing models RT Daigler (No Title), 1994 | 43 | 1994 |
| Using four‐moment tail risk to examine financial and commodity instrument diversification L You, RT Daigler Financial Review 45 (4), 1101-1123, 2010 | 38 | 2010 |
| Financial futures markets: concepts, evidence, and applications RT Daigler (No Title), 1993 | 37 | 1993 |
| A simplified pricing model for volatility futures B Dupoyet, RT Daigler, Z Chen Journal of Futures Markets 31 (4), 307-339, 2011 | 30 | 2011 |
| The abnormal psychology of investment performance FM Patterson, RT Daigler Review of financial economics 23 (2), 55-63, 2014 | 29 | 2014 |
| Managing risk with financial futures: hedging, pricing, and arbitrage RT Daigler (No Title), 1993 | 25 | 1993 |
