• 225 Citations
  • 8 h-Index
20062020

Research output per year

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Research Output

  • 225 Citations
  • 8 h-Index
  • 10 Article
  • 2 Conference contribution
  • 1 Chapter
2020

Business complexity and risk management: Evidence from operational risk events in U.S. bank holding companies

Chernobai, A., Ozdagli, A. & Wang, J., Jan 1 2020, (Accepted/In press) In : Journal of Monetary Economics.

Research output: Contribution to journalArticle

2017
19 Scopus citations
2015

Composite goodness-of-fit tests for left-truncated loss samples

Chernobai, A., Rachev, S. T. & Fabozzi, F. J., Jan 1 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 575-596 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

20 Scopus citations

Linking Operational IT failures to IT control weaknesses

Benaroch, M. & Chernobay, A., 2015, 2015 Americas Conference on Information Systems, AMCIS 2015. Americas Conference on Information Systems

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2014

Information asymmetry around operational risk announcements

Barakat, A., Chernobai, A. & Wahrenburg, M., Jan 1 2014, In : Journal of Banking and Finance. 48, p. 152-179 28 p.

Research output: Contribution to journalArticle

9 Scopus citations
2013

Disclosures of material weaknesses by Japanese firms after the passage of the 2006 Financial Instruments and Exchange Law

Chernobai, A. & Yasuda, Y., May 1 2013, In : Journal of Banking and Finance. 37, 5, p. 1524-1542 19 p.

Research output: Contribution to journalArticle

6 Scopus citations

Is Selection Bias Inherent in Housing Transactions? An Equilibrium Approach

Chernobai, A. & Chernobai, E., Dec 1 2013, In : Real Estate Economics. 41, 4, p. 887-924 38 p.

Research output: Contribution to journalArticle

5 Scopus citations
2012
25 Scopus citations
2011
Open Access
37 Scopus citations

The determinants of operational risk in U.S. financial institutions

Chernobai, A., Jorion, P. & Yu, F., Dec 1 2011, In : Journal of Financial and Quantitative Analysis. 46, 6, p. 1683-1725 43 p.

Research output: Contribution to journalArticle

69 Scopus citations
2008

IS-related operational risk: An exploratory analysis

Goldstein, J., Benaroch, M. & Chernobai, A., Dec 1 2008, 14th Americas Conference on Information Systems, AMCIS 2008. p. 2509-2514 6 p. (14th Americas Conference on Information Systems, AMCIS 2008; vol. 4).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

The dynamics of operational loss clustering

Chernobai, A. & Yildirim, Y., Dec 1 2008, In : Journal of Banking and Finance. 32, 12, p. 2655-2666 12 p.

Research output: Contribution to journalArticle

18 Scopus citations
2006

Modelling catastrophe claims with left-truncated severity distributions

Chernobai, A., Burnecki, K., Rachev, S., Trück, S. & Weron, R., Dec 1 2006, In : Computational Statistics. 21, 3-4, p. 537-555 19 p.

Research output: Contribution to journalArticle

15 Scopus citations