| The “out-of-sample” performance of long run risk models W Ferson, S Nallareddy, B Xie Journal of Financial Economics 107 (3), 537-556, 2013 | 113 | 2013 |
| Does fair value accounting exacerbate the procyclicality of bank lending? B Xie Journal of Accounting Research 54 (1), 235-274, 2016 | 79 | 2016 |
| The real effects of FAS 166/167 on banks’ mortgage approval and sale decisions Y Dou, SG Ryan, B Xie Journal of Accounting Research 56 (3), 843-882, 2018 | 63 | 2018 |
| Asset‐Level Transparency and the (E) valuation of Asset‐Backed Securities JJ Neilson, SG Ryan, KP Wang, B Xie Journal of Accounting Research 60 (3), 1131-1183, 2022 | 14 | 2022 |
| Decision-usefulness of expected credit loss information under CECL KH Gee, JJ Neilson, B Schmidt, B Xie Available at SSRN, 2022 | 12* | 2022 |
| Offsetable Derivatives and Investor Risk Assessment JJ Neilson, KP Wang, CD Williams, B Xie Management Science, 2023 | 5* | 2023 |
| Current Expected Credit Loss (CECL) Model and Analyst Forecasts SB Bonsall, B Schmidt, B Xie Available at SSRN 4236547, 2022 | 3 | 2022 |
| The Use of Cash Flows in Setting CEO Compensation and the Design of Loan Contracts G Gong, D Jiang, B Xie Available at SSRN 3879942, 2022 | | 2022 |
