Institution: Cheung Kong Graduate School of Business
Primary Field: Finance (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 4.04 | 18.16 | 0.00 | 0.00 | 22.20 | 94% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2000 | Pricing and hedging long-term options | Journal of Econometrics | A | 3 |
| 2000 | Do Call Prices and the Underlying Stock Always Move in the Same Direction? | The Review of Financial Studies | A | 3 |
| 1997 | Empirical Performance of Alternative Option Pricing Models. | Journal of Finance | A | 3 |
| 1997 | An alternative valuation model for contingent claims | Journal of Financial Economics | A | 2 |
| 1997 | Equilibrium Valuation of Foreign Exchange Claims. | Journal of Finance | A | 2 |
| 1996 | Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies. | The Review of Financial Studies | A | 2 |
| 1996 | The Spirit of Capitalism and Stock-Market Prices. | American Economic Review | S | 2 |
| 1996 | Portfolio Performance Measurement: Theory and Applications. | The Review of Financial Studies | A | 2 |
| 1995 | Measurement of Market Integration and Arbitrage. | The Review of Financial Studies | A | 2 |
| 1995 | Financial Innovation and Arbitrage Pricing in Frictional Economies | Journal of Economic Theory | A | 1 |