Institution: Macquarie University
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 | 0.67 | 0.00 | 0.67 | 22% |
| Last 10 Years | 0.00 | 0.00 | 0.67 | 0.00 | 0.67 | 19% |
| All Time | 0.00 | 0.00 | 4.71 | 0.00 | 4.71 | 81% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates | Journal of Banking & Finance | B | 3 |
| 2015 | Exchange trading rules, surveillance and suspected insider trading | Journal of Corporate Finance | B | 3 |
| 2015 | High frequency trading and end-of-day price dislocation | Journal of Banking & Finance | B | 3 |
| 2001 | The use of undisclosed limit orders on the Australian Stock Exchange | Journal of Banking & Finance | B | 3 |
| 1996 | The accuracy of the tick test: Evidence from the Australian stock exchange | Journal of Banking & Finance | B | 2 |
| 1991 | A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence | Journal of Banking & Finance | B | 2 |