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Robert A. Connolly

Institution: University of Miami

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://drbobconnolly.com/

First Publication: 1984

Most Recent: 2022

RePEc ID: pco795 ↗

Publication Scores

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 1.01 0.67 0.67 2.35 61%
Last 10 Years 0.00 1.01 0.67 1.35 3.03 58%
All Time 0.00 10.43 5.72 4.20 20.35 94%

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 19.35

Publications (21)

Year Article Journal Tier Authors
2022 Do real estate values boost corporate borrowing? Evidence from contract-level data Journal of Financial Economics A 4
2022 What happens during flight to safety: Evidence from public and private real estate markets Real Estate Economics C 3
2022 Beta and size equity premia following a high‐VIX threshold Journal of Futures Markets C 3
2021 Procyclicality of the comovement between dividend growth and consumption growth Review of Asset Pricing Studies B 3
2018 The Dynamics of REIT Pricing Efficiency Real Estate Economics C 3
2018 Macroeconomic uncertainty and the distant forward-rate slope Journal of Empirical Finance C 3
2014 The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics Journal of Financial and Quantitative Analysis B 3
2010 Regime‐switching in stock index and Treasury futures returns and measures of stock market stress Journal of Futures Markets C 3
2007 Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields Journal of Money, Credit, and Banking B 3
2006 Information content and other characteristics of the daily cross-sectional dispersion in stock returns Journal of Empirical Finance C 2
2005 Stock Market Uncertainty and the Stock-Bond Return Relation Journal of Financial and Quantitative Analysis B 3
2005 Macroeconomic News, Stock Turnover, and Volatility Clustering in Daily Stock Returns Journal of Financial Research C 2
2003 Momentum and Reversals in Equity‐Index Returns During Periods of Abnormal Turnover and Return Dispersion Journal of Finance A 2
1991 A posterior odds analysis of the weekend effect Journal of Econometrics A 1
1990 Firm size and R&D effectiveness : A value-based test Economics Letters C 2
1989 An Examination of the Robustness of the Weekend Effect Journal of Financial and Quantitative Analysis B 1
1988 Market value and patents : A Bayesian approach Economics Letters C 2
1986 Union Rent Seeking, Intangible Capital, and Market Value of the Firm. Review of Economics and Statistics A 3
1985 A note on the statistical properties of aggregate q measures Economics Letters C 2
1985 The intertemporal behavior of economic profits International Journal of Industrial Organization B 2
1984 R&D, Market Structure, and Profits: A Value-Based Approach. Review of Economics and Statistics A 2