Finance and Economics Journals

• “Does Media Sentiment Influence Bank Supervision?” (with D. Aldama-Navarrete, A. Hansen, and S. Kazinnik)
  Accepted at Journal of Financial Stability

• “Catch the Thief! Fraud in the U.S. Banking Industry” (with A. Mihov)
  Accepted at The Review of Corporate Financial Studies

• “Let’s Face It: Quantifying the Impact of Nonverbal Communication in FOMC Press Conferences” (with S. Kazinnik)
  Journal of Monetary Economics, 2023, 139:110–126

• “Workforce Policies and Operational Risk: Evidence from U.S. Banking Organizations” (with L. Fauver and A. Mihov)
  Journal of Financial and Quantitative Analysis, 2023, 58(7):3085–3120

• “Central Bank Communication and Website Characteristics” (with S. Kazinnik)
  Journal of Economic Behavior and Organization, 2023, 212:1216–1241

• “Are the Largest Banking Organizations Operationally More Risky?” (with W. Scott Frame and A. Mihov)
  Journal of Money, Credit and Banking, 2022, 54(5):1223–1259

• “Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies” (with A. Berger, A. Mihov, and J. Sedunov)
  Journal of Banking & Finance, 2022, 143

• “U.S. Banking Sector Operational Losses and the Macroeconomic Environment” (with A. Abdymomunov and A. Mihov)
  Journal of Money, Credit and Banking, 2020, 52(1):115–144

• “Quantifying and Stress Testing Operational Risk with Peer Banks’ Data” (with A. Abdymomunov)
  Journal of Financial Services Research, 2020, 57:287–313

• “Fraud Recovery and the Quality of Country Governance” (with A. Mihov)
  Journal of Banking & Finance, 2018, 87:446–461

Risk Management and Quantitative Finance Journals

• “Improving Data for Managing Cyber Risk and Building Resilience” (with B. Alexander, J. Gerlach, and S. Schreft)
  Journal of Operational Risk, 2026, 21(1)

• “Cyber Risk Definition and Classification for Financial Risk Management” (with J. Gerlach, S. Kazinnik, M. Lee, and A. Mihov)
  Journal of Operational Risk, 2023, 18(2)

• “The Information Value of Past Losses in Operational Risk” (with M. Migueis)
  Journal of Operational Risk, 2023, 18(2)

• “Benchmarking Operational Risk Stress Testing Models” (with M. Migueis and R. Stewart)
  Journal of Operational Risk, 2020, 15(2):27–42

• “Approaches to Calculate Tail Quantiles of Compound Distributions” (with A. Abdymomunov and H. Kane)
  Journal of Computational Finance, 2019, 22:41–70