| A rational expectations model of financial contagion LE Kodres, M Pritsker The journal of finance 57 (2), 769-799, 2002 | 1568 | 2002 |
| The hidden dangers of historical simulation M Pritsker Journal of Banking & Finance 30 (2), 561-582, 2006 | 491 | 2006 |
| Evaluating value at risk methodologies: accuracy versus computational time M Pritsker Journal of Financial Services Research 12 (2), 201-242, 1997 | 445 | 1997 |
| Nonparametric density estimation and tests of continuous time interest rate models M Pritsker The Review of Financial Studies 11 (3), 449-487, 1998 | 295 | 1998 |
| Directionally similar position taking and herding by large futures market participants LE Kodres, M Pritsker Board of Governors of the Federal Reserve System (US) Proceedings, 221-272, 1995 | 65 | 1995 |
| Reach for yield by US public pension funds L Lu, M Pritsker, A Zlate, K Anadu, J Bohn FRB Boston Risk and Policy Analysis Unit Paper No. RPA, 19-2, 2019 | 46 | 2019 |
| Knightian uncertainty and interbank lending M Pritsker Journal of Financial Intermediation 22 (1), 85-105, 2013 | 43 | 2013 |
| Large investors: Implications for equilibrium asset returns, shock absorption M Pritsker and liquidity, Working paper, Board of Governors of the Federal Reserve System, 2004 | 33 | 2004 |
| Improving grid-based methods for estimating value at risk of fixed-income portfolios MS Gibson, M Pritsker Board of Governors of the Federal Reserve System, Finance and Economics …, 2000 | 31 | 2000 |
| Informational easing: Improving credit conditions through the release of information M Pritsker Economic Policy Review 16 (1), 77, 2010 | 22 | 2010 |
| Liquidity risk and positive feedback M Pritsker The Measurement of Aggregate Market Risk 145157, 1997 | 20 | 1997 |
| Large investors and liquidity: a review of the literature M Pritsker Risk measurement and systematic risk—Proceedings of the Third Joint Central …, 2002 | 18 | 2002 |
| Choosing stress scenarios for systemic risk through dimension reduction M Pritsker FRB of Boston Supervisory Research & Analysis Unit Working Paper No. RPA, 17-4, 2017 | 17 | 2017 |
| A fully-rational liquidity-based theory of IPO underpricing and underperformance M Pritsker FEDs Series, 2006 | 16 | 2006 |
| Definitions and types of financial contagion M Pritsker The Evidence and Impact of Financial Globalization, 547-559, 2013 | 6 | 2013 |
| The role of heterogeneity in scenario design for financial stability stress testing MD Flood, J Jones, M Pritsker, A Siddique Handbook of financial stress testing, 98, 2022 | 5 | 2022 |
| An overview of regulatory stress-testing and steps to improve it M Pritsker Global Finance Journal 39, 39-43, 2019 | 3 | 2019 |
| Stress-testing US bank holding companies: A dynamic panel quantile regression approach: A comment M Pritsker International Journal of Forecasting 30 (3), 714-716, 2014 | 3 | 2014 |
| Understanding the Pricing of Carbon Emissions: New Evidence from the Stock Market M Crosignani, E Osambela, M Pritsker | | 2024 |
| Discussion of: Understanding the Pricing of Carbon Emissions: New Evidence from the Stock Market M Crosignani, E Osambela, M Pritsker, K Daniel | | 2024 |
Laura KodresGolub Center for Finance and Policy, Sloan School of Management, MITAdresse e-mail validée de mit.edu