| The “out-of-sample” performance of long run risk models W Ferson, S Nallareddy, B Xie Journal of Financial Economics 107 (3), 537-556, 2013 | 124 | 2013 |
| Does fair value accounting exacerbate the procyclicality of bank lending? B Xie Journal of Accounting Research 54 (1), 235-274, 2016 | 95 | 2016 |
| The real effects of FAS 166/167 on banks’ mortgage approval and sale decisions Y Dou, SG Ryan, B Xie Journal of Accounting Research 56 (3), 843-882, 2018 | 77 | 2018 |
| Decision-usefulness of expected credit loss information under CECL KH Gee, JJ Neilson, B Schmidt, B Xie Available at SSRN, 2022 | 21* | 2022 |
| Asset‐Level Transparency and the (E) valuation of Asset‐Backed Securities JJ Neilson, SG Ryan, KP Wang, B Xie Journal of Accounting Research 60 (3), 1131-1183, 2022 | 18 | 2022 |
| Offsetable derivatives and investor risk assessment JJ Neilson, KP Wang, CD Williams, B Xie Management Science 70 (5), 2779-2798, 2024 | 8* | 2024 |
| Current expected credit loss (CECL) model and analyst forecasts SB Bonsall, B Schmidt, B Xie Available at SSRN, 2022 | 7 | 2022 |
| The use of cash flows metrics in CEO compensation and the design of loan contracts G Gong, XD Jiang, B Xie Contemporary Accounting Research 41 (4), 2384-2416, 2024 | 6 | 2024 |
| Current Expected Credit Loss (CECL) Model and Banks’ External Information Environment SB Bonsall, B Schmidt, B Xie Available at SSRN 4236547, 2025 | 3 | 2025 |
| The use of cash flows in setting CEO compensation and the design of loan contracts G Gong, D Jiang, B Xie The Use of Cash Flows in Setting CEO Compensation and the Design of Loan …, 2022 | 2 | 2022 |
| When are expected credit losses decision-useful and new to investors? Evidence from CECL adoption KH Gee, J Neilson, B Schmidt, B Xie Evidence from CECL adoption (March 17, 2025), 2025 | 1 | 2025 |
