Citation Impact
Citing Papers
Macrophages in immunoregulation and therapeutics
2023 Standout
Why Organizations Fail: Models and Cases
2016
Systemic Risk and Stability in Financial Networks
2013 StandoutNobel
Deciphering the Liquidity and Credit Crunch 2007–2008
2009 Standout
Does a Contagion Effect Exist Between EquityMarkets and Hedge Funds in Periods of ExtremeStress in Financial Markets?
2010
Financial Crises: Theory and Evidence
2009
Hedge fund leverage
2011
Exchange rate volatility and productivity growth: The role of financial development
2009 StandoutNobel
Hedge Funds as ‘War Machine’: Making the Positions Work
2010
Social Value of Public Information
2002 Standout
A Survey of Systemic Risk Analytics
2012
Challenges in Identifying and Measuring Systemic Risk
2012 StandoutNobel
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
2006
Turbulence, Firm Decentralization, and Growth in Bad Times
2020 StandoutNobel
An Introduction to Random Matrices
2009 Standout
Bonus Culture: Competitive Pay, Screening, and Multitasking
2014 StandoutNobel
“The Statistics of Sharpe Ratios”: Author's Response
2003
Asset Prices with Heterogeneity in Preferences and Beliefs
2013
How the Subprime Crisis went global: Evidence from bank credit default swap spreads
2012
Measuring Systemic Risk
2016 Standout
Dynamic risk exposures in hedge funds
2010
Systemic Risk and Stability in Financial Networks
2013 StandoutNobel
The Tracy–Widom limit for the largest eigenvalues of singular complex Wishart matrices
2008
From Efficient Markets Theory to Behavioral Finance
2003 StandoutNobel
The State of the Art and Prospects for Osteoimmunomodulatory Biomaterials
2021
A Survey of Systemic Risk Analytics
2012
An Overview of the Crisis: Causes, Consequences, and Solutions*
2010 Standout
What Happened to the Quants in August 2007?
2007
Integrating Illiquid Assets into the Portfolio Decision Process
2011
Evolution and Intelligent Design
2008 StandoutNobel
Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent
2010
Systemic Risk and Stability in Financial Networks
2015 StandoutNobel
Works of Igor Makarov being referenced
Rewarding Trading Skills Without Inducing Gambling
2011
An econometric model of serial correlation and illiquidity in hedge fund returns
2004
Sources of Systematic Risk
2008
Rewarding Trading Skills without Inducing Gambling
2015
Equilibrium Subprime Lending
2012
The equity risk premium and the riskfree rate in an economy with borrowing constraints
2007
An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns
2003
Films of Bacterial Cellulose Prepared from Solutions in N-Methylmorpholine-N-Oxide: Structure and Properties
2020
Forecasting the forecasts of others: Implications for asset pricing
2012