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Estimating the probability of informed trading: A Bayesian approach

Journal of Banking and Finance (2021)

Griffin Jim, Oberoi Jaideep, and Oduro Samuel

Does Investor Risk Perception Drive Asset Prices in Markets? Experimental Evidence.

Journal of Banking and Finance (2019)

Huber Jürgen, Zeisberger Stefan, and Palan Stefan

The impact of interest rate ceilings on households' credit access: Evidence from a 2013 Chilean legislation

Journal of Banking and Finance (2019)

Madeira Carlos

Federal Reserve Private Information and the Stock Market

Journal of Banking and Finance (2019)

Lakdawala Aeimit and Schaffer Matthew

Financial distress, refinancing, and debt structure

Journal of Banking and Finance (2018)

Yin Qie and Dudley Evan

Multinomial VaR Backtests: A simple implicit approach to backtesting expected shortfall

Journal of Banking and Finance (2018)

Kratz Marie, Lok Yen H., and McNeil Alexander J.

The Risk Map: A New Tool for Validating Risk Models

Journal of Banking and Finance (2013)

Perignon Christophe, Hurlin Christophe, and Colletaz Gilbert

Pitfalls in Backtesting Historical Simulation VaR models

Journal of Banking and Finance (2012)

Escanciano Juan Carlos and Pei Pei

Disagreement versus Uncertainty: Evidence from Distribution Forecasts

Journal of Banking and Finance (2015)

Krüger Fabian and Nolte Ingmar