| Option valuation with conditional heteroskedasticity and nonnormality P Christoffersen, R Elkamhi, B Feunou, K Jacobs The Review of Financial Studies 23 (5), 2139-2183, 2010 | 197 | 2010 |
| Managerial activeness and mutual fund performance H Doshi, R Elkamhi, M Simutin The Review of Asset Pricing Studies 5 (2), 156-184, 2015 | 175 | 2015 |
| Reputation and loan contract terms: The role of principal customers L Cen, S Dasgupta, R Elkamhi, RS Pungaliya Review of Finance 20 (2), 501-533, 2016 | 138 | 2016 |
| The cost and timing of financial distress R Elkamhi, J Ericsson, CA Parsons Journal of Financial Economics 105 (1), 62-81, 2012 | 104 | 2012 |
| Time‐Varying Asset Volatility and the Credit Spread Puzzle D Du, R Elkamhi, J Ericsson The Journal of Finance 74 (4), 1841-1885, 2019 | 83 | 2019 |
| Bank skin in the game and loan contract design: Evidence from covenant-lite loans MT Billett, R Elkamhi, L Popov, RS Pungaliya Journal of Financial and Quantitative Analysis 51 (3), 839-873, 2016 | 56 | 2016 |
| The cross section of recovery rates and default probabilities implied by credit default swap spreads R Elkamhi, K Jacobs, X Pan Journal of Financial and Quantitative Analysis 49 (1), 193-220, 2014 | 54 | 2014 |
| The best of both worlds: Accessing emerging economies via developed markets JW Bae, R Elkamhi, M Simutin The Journal of Finance 74 (5), 2579-2617, 2019 | 42 | 2019 |
| The influence of investor identity and contract terms on firm value: Evidence from PIPEs MT Billett, R Elkamhi, IV Floros Journal of Financial Intermediation 24 (4), 564-589, 2015 | 34 | 2015 |
| The term structure of expected recovery rates H Doshi, R Elkamhi, C Ornthanalai Journal of Financial and Quantitative Analysis 53 (6), 2619-2661, 2018 | 28 | 2018 |
| Fire-sale risk in the leveraged loan market R Elkamhi, Y Nozawa Journal of Financial Economics 146 (3), 1120-1147, 2022 | 27 | 2022 |
| Dynamic hedging and extreme asset co-movements R Elkamhi, D Stefanova The Review of Financial Studies 28 (3), 743-790, 2015 | 27 | 2015 |
| The cost of financial distress and the timing of default R Elkamhi, CA Parsons, J Ericsson AFA 2011 Denver Meetings Paper, 2010 | 27 | 2010 |
| Time varying risk premia in corporate bond markets R Elkamhi, J Ericsson Available at SSRN 1108266, 2008 | 23 | 2008 |
| A one-factor model of corporate bond premia R Elkamhi, C Jo, Y Nozawa Management Science 70 (3), 1875-1900, 2024 | 20 | 2024 |
| Market jump risk and the price structure of individual equity options R Elkamhi, C Ornthanalai WFA 2010 Victoria meetings, 2010 | 19 | 2010 |
| Accounting information releases and CDS spreads R Elkamhi, K Jacobs, H Langlois, C Ornthanalai Midwest Finance Association 2012 Annual Meetings Paper, 2012 | 17 | 2012 |
| Time-varying asset volatility and the credit spread puzzle R Elkamhi, J Ericsson, M Jiang Available at SSRN 2023449, 2011 | 15 | 2011 |
| What do credit markets tell us about the speed of leverage adjustment? R Elkamhi, RS Pungaliya, AM Vijh Management science 60 (9), 2269-2290, 2014 | 14 | 2014 |
| Rare disasters, credit, and option market puzzles P Christoffersen, D Du, R Elkamhi Management Science 63 (5), 1341-1364, 2017 | 13 | 2017 |
Jan EricssonMcGill UniversityVerified email at mcgill.ca
