| Does institutional ownership create values? The New Zealand case J Chen, L Blenman, DH Chen Quarterly Journal of Finance and accounting, 109-124, 2008 | 69 | 2008 |
| A model of covered interest arbitrage under market segmentation LP Blenman Journal of Money, Credit and Banking 23 (4), 706-717, 1991 | 58 | 1991 |
| Power exchange options LP Blenman, SP Clark Finance Research Letters 2 (2), 97-106, 2005 | 52 | 2005 |
| Valuation impact of currency crises: Evidence from the ADR market FS Bin, LP Blenman, DH Chen International Review of Financial Analysis 13 (4), 411-432, 2004 | 46 | 2004 |
| Synthetic Trades and Calendar Day Patterns The Case of the Dollar/Sterling Markets JS Thatcher, LP Blenman Financial Review 36 (2), 177-200, 2001 | 27 | 2001 |
| INTEREST RATE PARITY AND THE BEHAVIOR OF THE BID‐ASK SPREAD H Louis, LP Blenman, JS Thatcher Journal of Financial Research 22 (2), 189-206, 1999 | 19 | 1999 |
| Measuring liquidity risk effects on carry trades across currencies and regimes S Abankwa, LP Blenman Journal of Multinational Financial Management 60, 100683, 2021 | 18 | 2021 |
| Options with constant underlying elasticity in strikes LP Blenman, SP Clark Review of Derivatives Research 8, 67-83, 2005 | 18 | 2005 |
| The effects of open market reforms on the behavior of China’s stock prices DH Chen, LP Blenman, FS Bin, J Chen Journal of Chinese Economics and Finance 1 (1), 39-53, 2011 | 16 | 2011 |
| Arbitrageur heterogeneity, investor horizon and arbitrage opportunities: An empirical investigation LP Blenman, JS Thatcher Financial Review 32 (2), 225-247, 1997 | 14 | 1997 |
| The effect of IPO lockup agreements on stock prices: An empirical analysis on the Taiwan Stock Exchange DH Chen, C Chun-Da, L Blenman, B Feng-Shun Global Business & Finance Review 10 (1), 39, 2005 | 13 | 2005 |
| New insights on the implied and realized volatility relation LP Blenman, GJ Wang Review of Pacific Basin Financial Markets and Policies 15 (01), 1250001, 2012 | 12 | 2012 |
| An extended model of serial covariance bid-ask spreads DH Chen, LP Blenman International Journal of Business and Economics 2 (1), 75, 2003 | 12 | 2003 |
| Transition economy and equity home bias: the case of Vietnam L Blenman, B Le Quarterly Journal of Finance and Accounting 51 (3-4), 107-148, 2014 | 10 | 2014 |
| Leveraged buyout activity: A tale of developed and developing economies L Blenman, N Reddy Journal of Financial Management, Markets and Institutions 2 (2), 157-184, 2014 | 9 | 2014 |
| An alternative approach to stochastic calculus for economic and financial models LP Blenman, RS Cantrell, RE Fennell, DF Parker, JA Reneke, LFS Wang, ... Journal of Economic Dynamics and Control 19 (3), 553-568, 1995 | 9 | 1995 |
| Financial instability: Contagion effects, risk premiums, and returns in equity and currency markets LP Blenman International Review of Financial Analysis 13 (4), 367-380, 2004 | 8 | 2004 |
| Contemporaneous, non-contemporaneous currency exchanges and arbitrage activity LP Blenman International Journal of Finance 8, 15-32, 1996 | 7 | 1996 |
| Price forecasts and interest rate forecasts: An extension of levy's hypothesis LP Blenman The Journal of Futures Markets (1986-1998) 10 (6), 605, 1990 | 7 | 1990 |
| Banking and Capital Markets: New International Evidence EJ Kane, L Blenman, H Black Blenman, H. Black.– Singapore: World Scientific Publishing Cо, 2010 | 6 | 2010 |
