| Tests of exchange market efficiency: fragile evidence from cointegration tests PS Sephton, HK Larsen Journal of International Money and Finance 10 (4), 561-570, 1991 | 230 | 1991 |
| Response surface estimates of the KPSS stationarity test PS Sephton Economics Letters 47 (3-4), 255-261, 1995 | 170 | 1995 |
| Forecasting recessions: can we do better on MARS P Sephton Federal Reserve Bank of St. Louis Review 83 (March/April 2001), 2001 | 131 | 2001 |
| Spatial market arbitrage and threshold cointegration PS Sephton American Journal of Agricultural Economics 85 (4), 1041-1046, 2003 | 119 | 2003 |
| Further evidence of an environmental Kuznets curve in Spain P Sephton, J Mann Energy Economics 36, 177-181, 2013 | 80 | 2013 |
| Optimal hedge ratios at the Winnipeg commodity exchange PS Sephton Canadian Journal of Economics, 175-193, 1993 | 71 | 1993 |
| Compelling evidence of an environmental Kuznets curve in the United Kingdom P Sephton, J Mann Environmental and Resource Economics 64 (2), 301-315, 2016 | 70 | 2016 |
| Hedging wheat and canola at the Winnipeg Commodity Exchange PS Sephton Applied Financial Economics 3 (1), 67-72, 1993 | 44 | 1993 |
| Global relationships across crude oil benchmarks J Mann, P Sephton Journal of Commodity Markets 2 (1), 1-5, 2016 | 36 | 2016 |
| The efficiency of the London Metal Exchange: another look at the evidence PS Sephton, DK Cochrane Applied Economics 23 (4), 669-674, 1991 | 36 | 1991 |
| Commodity Prices: Policy target or information variable: Comment PS Sephton Journal of Money, Credit and Banking 23 (2), 260-266, 1991 | 33 | 1991 |
| A note on the efficiency of the London Metal Exchange PS Sephton, DK Cochrane Economics Letters 33 (4), 341-345, 1990 | 33 | 1990 |
| Fractional cointegration: Monte Carlo estimates of critical values, with an application PS Sephton Applied Financial Economics 12 (5), 331-335, 2002 | 32 | 2002 |
| Gold and crude oil prices after the great moderation P Sephton, J Mann Energy Economics 71, 273-281, 2018 | 31 | 2018 |
| Cointegration tests on MARS PS Sephton Computational Economics 7, 23-35, 1994 | 27 | 1994 |
| Causality between export growth and industrial development: Empirical evidence from the NICs—A comment PS Sephton Journal of Development Economics 31 (2), 413-415, 1989 | 26 | 1989 |
| Persistence in US state unemployment rates PS Sephton Southern Economic Journal 76 (2), 458-466, 2009 | 25 | 2009 |
| Fractional integration in agricultural futures price volatilities revisited PS Sephton Agricultural Economics 40 (1), 103-111, 2009 | 21 | 2009 |
| Threshold cointegration: Model selection with an application P Sephton, J Mann Journal of Economics and Econometrics 56 (2), 54-77, 2013 | 19 | 2013 |
| Critical values for the augmented efficient Wald test for fractional unit roots PS Sephton Empirical Economics 37, 615-626, 2009 | 18 | 2009 |
