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20142023
most citedThe determinants of bank loan recovery rates in good times and bad - new evidence

2 citations · 2 across the 3 of their papers we have counts for

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q-fin.ST2017

High-Frequency Jump Tests: Which Test Should We Use?

Worapree Maneesoonthorn, Gael M. Martin, Catherine S. Forbes

We conduct an extensive evaluation of price jump tests based on high-frequency financial data. After providing a concise review of multiple alternative tests, we document the size…