Philippe Jorion
Finance · 1985–2011
A researcher in the Science corpus: 13 papers; trusts 34 researchers and is trusted by 39 researchers here, as inferred from the citation graph.
Subfields
- Finance — 85 citations into it; #1,510 of 10,518 by trust here, #859 by citations
- Accounting — 76 citations into it; #1,342 of 8,970 by trust here, #818 by citations
- Economics and Econometrics — 36 citations into it; #6,422 of 23,481 by trust here, #3,885 by citations
- Strategy and Management — 17 citations into it
Whom Philippe Jorion trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lars Norden
- Ilia D. Dichev
- Kay Giesecke
- P. Houweling
- Arnaud de Servigny
- Patricia M. Dechow
- Darrell Duffie
- Paul Hribar
- Jennifer Francis
- Chenchuramaiah T. Bathala
Who trusts Philippe Jorion overall
- Victor DeMiguel
- Nikolas Topaloglou
- Ravi Jagannathan
- A. Miihkinen
- M. Nieto
- Diana Roman
- Francisco Javier Nogales
- Lorenzo Garlappi
- Sergio Beretta
- Katherine Schipper
Papers from Philippe Jorion's perspective
Ordered by how strongly the researchers Philippe Jorion trusts endorse each paper. Same corpus, a different order for every researcher.
- The market pricing of accruals quality
- Multi-Period Corporate Default Prediction With Stochastic Covariates
- Errors in Estimating Accruals: Implications for Empirical Research
- The Long-run Stock Returns Following Bond Ratings Changes
- The Impact of Performance-based Compensation on Misreporting
- Why Do Corporate Managers Misstate Financial Statements? the Role of Option Compensation and Other Factors
- Capital Markets Research in Accounting
- Large-Sample Evidence on the Debt Covenant Hypothesis
- An Analysis of Default Correlations and Multiple Defaults
- Explaining the Rate Spread on Corporate Bonds
Their papers
- Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers (2006) — 710 citations
- Informational Effects of Regulation Fd: Evidence from Rating Agencies (2005) — 524 citations
- Risk Management Lessons from the Credit Crisis (2009) — 139 citations
- The Determinants of Operational Risk in U.S. Financial Institutions (2011) — 178 citations
- The performance of emerging hedge funds and managers. (2010) — 237 citations
- Tightening credit standards: the role of accounting quality (2009) — 155 citations
- Credit Contagion from Counterparty Risk (2009) — 443 citations
- Good and bad credit contagion: Evidence from credit default swaps (2007) — 551 citations
- Information Effects of Bond Rating Changes (2007) — 166 citations
- Portfolio Optimization with Tracking-Error Constraints (2003) — 212 citations
- How Informative are Value-at-Risk Disclosures? (2002) — 279 citations
- Risk Management Lessons from Long-Term Capital Management (2000) — 365 citations
- International Portfolio Diversification with Estimation Risk (1985)