| Stochastic methods in economics and finance AG Malliaris North Holland, 1982 | 880 | 1982 |
| Differential equations, stability and chaos in dynamic economics WA Brock, AG Malliaris North-Holland, 1989 | 420 | 1989 |
| The international crash of October 1987: causality tests AG Malliaris, JL Urrutia Journal of financial and quantitative Analysis 27 (3), 353-364, 1992 | 407 | 1992 |
| Portfolio theory GM Constantinides, AG Malliaris Handbooks in operations research and management science 9, 1-30, 1995 | 167 | 1995 |
| Multi-fractality in foreign currency markets M Corazza, ATG Malliaris Multinational Finance Journal 6 (2), 65-98, 2002 | 121 | 2002 |
| The impact of the lengths of estimation periods and hedging horizons on the effectiveness of a hedge: Evidence from foreign currency futures AG Malliaris, JL Urrutia Journal of Futures Markets 11 (3), 271-289, 1991 | 113 | 1991 |
| Linkages between agricultural commodity futures contracts AG Malliaris, JL Urrutia Journal of Futures Markets 16 (5), 595-609, 1996 | 102 | 1996 |
| Volume and price relationships: hypotheses and testing for agricultural futures AG Malliaris, JL Urrutia Journal of Futures Markets 18 (1), 53-72, 1998 | 95 | 1998 |
| Searching for fractal structure in agricultural futures markets M Corazza, AG Malliaris, C Nardelli The Journal of Futures Markets (1986-1998) 17 (4), 433, 1997 | 95 | 1997 |
| Oil prices and the impact of the financial crisis of 2007–2009 R Bhar, AG Malliaris Energy Economics 33 (6), 1049-1054, 2011 | 88 | 2011 |
| Monetary policy and the US stock market MD Hayford, AG Malliaris Economic Inquiry 42 (3), 387-401, 2004 | 81 | 2004 |
| Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies AG Malliaris, J Urrutia The Journal of Futures Markets (1986-1998) 11 (1), 55, 1991 | 65 | 1991 |
| Are oil, gold and the euro inter-related? Time series and neural network analysis AG Malliaris, M Malliaris Review of Quantitative Finance and Accounting 40 (1), 1-14, 2013 | 52 | 2013 |
| Energy sector pricing: On the role of neglected nonlinearity C Kyrtsou, AG Malliaris, A Serletis Energy Economics 31 (3), 492-502, 2009 | 52 | 2009 |
| Methodological issues in asset pricing: Random walk or chaotic dynamics AG Malliaris, JL Stein Journal of Banking & Finance 23 (11), 1605-1635, 1999 | 50 | 1999 |
| An empirical investigation among real, monetary and financial variables AG Malliaris, JL Urrutia Economics letters 37 (2), 151-158, 1991 | 50 | 1991 |
| Itô’s calculus in financial decision making AG Malliaris SIAM review 25 (4), 481-496, 1983 | 48 | 1983 |
| Volume and volatility in foreign currency futures markets R Bhar, A Malliaris Review of Quantitative Finance and Accounting 10 (3), 285-302, 1998 | 46 | 1998 |
| What drives gold returns? A decision tree analysis AG Malliaris, M Malliaris Finance Research Letters 13, 45-53, 2015 | 45 | 2015 |
| Asymptotic growth under uncertainty: existence and uniqueness FR Chang, AG Malliaris The Review of Economic Studies 54 (1), 169-174, 1987 | 36 | 1987 |
