| Where the risks lie: A survey on systemic risk S Benoit, JE Colliard, C Hurlin, C Pérignon Review of Finance 21 (1), 109-152, 2017 | 936* | 2017 |
| The level and quality of Value-at-Risk disclosure by commercial banks C Pérignon, DR Smith Journal of Banking & Finance 34 (2), 362-377, 2010 | 525 | 2010 |
| Commonality in liquidity: A global perspective P Brockman, DY Chung, C Pérignon Journal of Financial and Quantitative Analysis 44 (4), 851-882, 2009 | 334 | 2009 |
| Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports JM Falter, C Pérignon Applied Economics 32 (13), 1757-1765, 2000 | 209 | 2000 |
| Marchés financiers-6e éd: Gestion de portefeuille et des risques B Jacquillat, B Solnik, C Pérignon Dunod, 2014 | 198 | 2014 |
| Do banks overstate their Value-at-Risk? C Pérignon, ZY Deng, ZJ Wang Journal of Banking & Finance 32 (5), 783-794, 2008 | 171 | 2008 |
| Wholesale Funding Dry‐Ups C Pérignon, D Thesmar, G Vuillemey Journal of Finance 73 (2), 575-617, 2018 | 136 | 2018 |
| Diversification and value-at-risk C Pérignon, DR Smith Journal of Banking & Finance 34 (1), 55-66, 2010 | 115 | 2010 |
| The Risk Map: A new tool for validating risk models G Colletaz, C Hurlin, C Pérignon Journal of Banking & Finance 37 (10), 3843-3854, 2013 | 97 | 2013 |
| A new approach to comparing VaR estimation methods C Perignon, DR Smith Journal of Derivatives, 2008 | 85 | 2008 |
| The political economy of financial innovation: evidence from local governments C Pérignon, B Vallée Review of Financial Studies 30 (6), 1903-1934, 2017 | 82* | 2017 |
| The private production of safe assets M Kacperczyk, C Perignon, G Vuillemey The Journal of Finance 76 (2), 495-535, 2021 | 81 | 2021 |
| Evolution of market uncertainty around earnings announcements D Isakov, C Perignon Journal of Banking & Finance 25 (9), 1769-1788, 2001 | 81 | 2001 |
| Pitfalls in systemic-risk scoring S Benoit, C Hurlin, C Pérignon Journal of financial Intermediation 38, 19-44, 2019 | 80* | 2019 |
| Why common factors in international bond returns are not so common C Pérignon, DR Smith, C Villa Journal of International Money and Finance 26 (2), 284-304, 2007 | 76 | 2007 |
| Non-Standard Errors A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ... CEPR Discussion Paper No. DP16751, 2021 | 67* | 2021 |
| How common are common return factors across the NYSE and Nasdaq? A Goyal, C Pérignon, C Villa Journal of Financial Economics 90 (3), 252-271, 2008 | 62 | 2008 |
| Extracting information from options markets: Smiles, state–price densities and risk aversion C Pérignon, C Villa European Financial Management 8 (4), 495-513, 2002 | 61 | 2002 |
| Impact of overwhelming joy on consumer demand: The case of a Soccer World Cup victory JM Falter, C Pérignon, O Vercruysse Journal of Sports Economics 9 (1), 20-42, 2008 | 57 | 2008 |
| Repurchasing shares on a second trading line DY Chung, D Isakov, C Perignon Review of Finance 11 (2), 253-285, 2007 | 55* | 2007 |
Christophe HurlinProfessor of Economics, University of OrleansVerified email at univ-orleans.fr
