| Uncertainty avoidance, risk tolerance and corporate takeover decisions B Frijns, A Gilbert, T Lehnert, A Tourani-Rad Journal of Banking & Finance 37 (7), 2457-2471, 2013 | 234 | 2013 |
| On the determinants of portfolio choice B Frijns, E Koellen, T Lehnert Journal of Economic Behavior & Organization 66 (2), 373-386, 2008 | 151 | 2008 |
| An evaluation framework for alternative VaR-models D Bams, T Lehnert, CCP Wolff Journal of International Money and Finance 24 (6), 944-958, 2005 | 106 | 2005 |
| Does oil and gold price uncertainty matter for the stock market? D Bams, G Blanchard, I Honarvar, T Lehnert Journal of Empirical Finance 44, 270-285, 2017 | 105 | 2017 |
| Is there a bubble in the art market? R Kräussl, T Lehnert, N Martelin Journal of Empirical Finance 35, 99-109, 2016 | 102 | 2016 |
| Behavioral heterogeneity in the option market B Frijns, T Lehnert, RCJ Zwinkels Journal of Economic Dynamics and Control 34 (11), 2273-2287, 2010 | 101 | 2010 |
| Investor sentiment, mutual fund flows and its impact on returns and volatility R Beaumont, M van Daele, B Frijns, T Lehnert, A Muller Managerial Finance 34 (11), 772-785, 2008 | 67 | 2008 |
| Explaining smiles: GARCH option pricing with conditional leptokurtosis and skewness T Lehnert Journal of Derivatives 10 (3), 27-27, 2003 | 61 | 2003 |
| Volatility measures and Value-at-Risk D Bams, G Blanchard, T Lehnert International Journal of Forecasting 33 (4), 848-863, 2017 | 44 | 2017 |
| The European sovereign debt crisis: What have we learned? R Kräussl, T Lehnert, D Stefanova Journal of Empirical Finance 38, 363-373, 2016 | 42 | 2016 |
| Measuring financial contagion using time‐aligned data: the importance of the speed of transmission of shocks S Kleimeier, T Lehnert, WFC Verschoor Oxford Bulletin of Economics and Statistics 70 (4), 493-508, 2008 | 42 | 2008 |
| Loss functions in option valuation: A framework for selection D Bams, T Lehnert, CCP Wolff Management Science 55 (5), 853-862, 2009 | 37 | 2009 |
| The search for yield: Implications to alternative investments R Kräussl, T Lehnert, K Rinne Journal of Empirical Finance 44, 227-236, 2017 | 36 | 2017 |
| Skewness risk premium: Theory and empirical evidence Y Lin, T Lehnert, C Wolff International Review of Financial Analysis 63, 174-185, 2019 | 31 | 2019 |
| On the relationship between credit rating announcements and credit default swap spreads for European reference entities T Lehnert, F Neske | 29 | 2006 |
| TIPS, inflation expectations, and the financial crisis A Andonov, F Bardong, T Lehnert Financial Analysts Journal 66 (6), 27-39, 2010 | 28 | 2010 |
| Option-based compensation: a survey R Muurling, T Lehnert The International Journal of Accounting 39 (4), 365-401, 2004 | 28 | 2004 |
| On style momentum strategies F Aarts, T Lehnert Applied Economics Letters 12 (13), 795-799, 2005 | 26 | 2005 |
| On individual and institutional noise trading R Beaumont, M van Daele, B Frijns, T Lehnert Recuperado de: https://www. fep. up. pt/conferen cias/pfn2006/Conference …, 2005 | 23 | 2005 |
| Contagion versus interdependence: A re-examination of Asian-crisis stock market comovements S Kleimeier, T Lehnert, WFC Verschoor Available at SSRN 424524, 2003 | 23 | 2003 |
