| Econometric measures of connectedness and systemic risk in the finance and insurance sectors M Billio, M Getmansky, AW Lo, L Pelizzon Journal of financial economics 104 (3), 535-559, 2012 | 2836 | 2012 |
| Inside the ESG ratings:(Dis) agreement and performance M Billio, M Costola, I Hristova, C Latino, L Pelizzon Corporate Social Responsibility and Environmental Management 28 (5), 1426-1445, 2021 | 432 | 2021 |
| Measuring sovereign contagion in Europe M Caporin, L Pelizzon, F Ravazzolo, R Rigobon Journal of Financial Stability 34, 150-181, 2018 | 336 | 2018 |
| Value-at-risk: a multivariate switching regime approach M Billio, L Pelizzon Journal of Empirical Finance 7 (5), 531-554, 2000 | 276 | 2000 |
| P2P lenders versus banks: Cream skimming or bottom fishing? C De Roure, L Pelizzon, A Thakor The Review of Corporate Finance Studies 11 (2), 213-262, 2022 | 221 | 2022 |
| The COVID-19 shock and equity shortfall: Firm-level evidence from Italy E Carletti, T Oliviero, M Pagano, L Pelizzon, MG Subrahmanyam The Review of Corporate Finance Studies 9 (3), 534-568, 2020 | 214 | 2020 |
| Contagion and interdependence in stock markets: Have they been misdiagnosed? M Billio, L Pelizzon Journal of economics and business 55 (5-6), 405-426, 2003 | 184 | 2003 |
| Measuring systemic risk in the finance and insurance sectors M Billio, M Getmansky, AW Lo, L Pelizzon Manuscript, MIT 8, 16, 2010 | 165 | 2010 |
| Volatility and shocks spillover before and after EMU in European stock markets M Billio, L Pelizzon Journal of Multinational Financial Management 13 (4-5), 323-340, 2003 | 151 | 2003 |
| Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? L Pelizzon, MG Subrahmanyam, D Tomio, J Uno Journal of Financial Economics 122 (1), 86-115, 2016 | 147 | 2016 |
| Dynamic risk exposures in hedge funds M Billio, M Getmansky, L Pelizzon Computational Statistics & Data Analysis 56 (11), 3517-3532, 2012 | 141 | 2012 |
| How does P2P lending fit into the consumer credit market? C De Roure, L Pelizzon, P Tasca Bundesbank Discussion Paper, 2016 | 140 | 2016 |
| Mutual excitation in Eurozone sovereign CDS Y Aït-Sahalia, RJA Laeven, L Pelizzon Journal of econometrics 183 (2), 151-167, 2014 | 134 | 2014 |
| Crises and hedge fund risk M Billio, M Getmansky Sherman, L Pelizzon UMASS-Amherst Working Paper, Yale ICF Working Paper, 10-08, 2010 | 117 | 2010 |
| Portfolio similarity and asset liquidation in the insurance industry G Girardi, KW Hanley, S Nikolova, L Pelizzon, MG Sherman Journal of Financial Economics 142 (1), 69-96, 2021 | 102 | 2021 |
| Are household portfolios efficient? An analysis conditional on housing L Pelizzon, G Weber Journal of Financial and Quantitative Analysis 43 (2), 401-431, 2008 | 87 | 2008 |
| Machine learning sentiment analysis, COVID-19 news and stock market reactions M Costola, O Hinz, M Nofer, L Pelizzon Research in International Business and Finance 64, 101881, 2023 | 84 | 2023 |
| Banking beyond banks and money P Tasca, T Aste, L Pelizzon, N Perony Springer, 2016 | 78 | 2016 |
| Efficient portfolios when housing needs change over the life cycle L Pelizzon, G Weber Journal of Banking & Finance 33 (11), 2110-2121, 2009 | 76 | 2009 |
| On a new approach for analyzing and managing macrofinancial risks (corrected) RC Merton, M Billio, M Getmansky, D Gray, AW Lo, L Pelizzon Financial Analysts Journal 69 (2), 22-33, 2013 | 73 | 2013 |
