| Learning from history: volatility and financial crises J Danielsson, M Valenzuela, I Zer The Review of Financial Studies 31 (7), 2774-2805, 2018 | 247 | 2018 |
| Model risk of risk models J Danielsson, KR James, M Valenzuela, I Zer Journal of Financial Stability 23, 79-91, 2016 | 242 | 2016 |
| Can we prove a bank guilty of creating systemic risk? A minority report J Danielsson, KR James, M Valenzuela, I Zer Journal of Money, Credit and Banking 48 (4), 795-812, 2016 | 50 | 2016 |
| Relative liquidity and future volatility M Valenzuela, I Zer, P Fryzlewicz, T Rheinländer Journal of Financial Markets 24, 25-48, 2015 | 34 | 2015 |
| Model risk of systemic risk models J Danielsson, KR James, M Valenzuela, I Zer Jon Danielsson, 2011 | 34 | 2011 |
| Dealing with systematic risk when we measure it badly J Danielsson, KR James, M Valenzuela, I Zer European Center for Advanced Research in Economics and Statistics, 2012 | 20 | 2012 |
| Dealing with systemic risk when we measure it badly J Danielsson, KR James, M Valenzuela, I Zer Working Paper, London School of Economics, 2012 | 20 | 2012 |
| Dealing with Systemic Risk When we Measure it Badly: A Minority Report J Danielsson, KR James, M Valenzuela, I Zer Unpublished manuscript. London School of Economics, 2012 | 20* | 2012 |
| Competition, signaling and non-walking through the book: Effects on order choice M Valenzuela, I Zer Journal of Banking & Finance 37 (12), 5421-5435, 2013 | 13 | 2013 |
| The Impact of Risk Cycles on Business Cycles: A Historical View J Danielsson, M Valenzuela, I Zer Available at SSRN 3706143, 2020 | 9 | 2020 |
| Effects of Information Overload on Financial Market Returns: How Much Is Too Much? A Bernales, M Valenzuela, I Zer Available at SSRN 3904916, 2021 | 8 | 2021 |
| A tale of one exchange and two order books: effects of fragmentation in the absence of competition A Bernales, N Garrido, S Sagade, M Valenzuela, C Westheide SAFE Working Paper, 2018 | 8 | 2018 |
| Volatility, financial crises and Minsky's hypothesis J Danielsson, M Valenzuela, I Zer VoxEU. org, 2015 | 8 | 2015 |
| The efficient IPO market hypothesis: theory and evidence KR James, M Valenzuela Journal of Financial and Quantitative Analysis 55 (7), 2304-2333, 2020 | 7 | 2020 |
| Low risk as a predictor of financial crises J Danielsson, M Valenzuela, I Zer Available at SSRN 3187711, 2018 | 7 | 2018 |
| Implied Correlation and Market Returns A Bernales, M Valenzuela | 7 | 2016 |
| Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk A Bernales, N Garrido, S Sagade, M Valenzuela, C Westheide SAFE Working Paper, 2020 | 6* | 2020 |
| Model risk and the implications for risk management, macroprudential policy, and financial regulations J Danielsson, K James, M Valenzuela, I Zer VoxEU. org 8, 2014 | 6 | 2014 |
| How global risk perceptions affect economic growth J Danielsson, M Valenzuela, I Zer FEDS Notes, 2022 | 3 | 2022 |
| Learning and forecasts about option returns through the volatility risk premium A Bernales, L Chen, M Valenzuela Journal of Economic Dynamics and Control 82, 312-330, 2017 | 3 | 2017 |
