Institution: University of Michigan
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://webuser.bus.umich.edu/rdittmar
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 | 0.00 | 14.46 | 0.00 | 0.00 | 14.46 | 91% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2009 | Cointegration and Consumption Risks in Asset Returns | The Review of Financial Studies | A | 3 |
| 2009 | Basis Assets | The Review of Financial Studies | A | 3 |
| 2008 | Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets? | The Review of Financial Studies | A | 1 |
| 2008 | The timing of financing decisions: An examination of the correlation in financing waves | Journal of Financial Economics | A | 2 |
| 2005 | Consumption, Dividends, and the Cross Section of Equity Returns | Journal of Finance | A | 3 |
| 2003 | Risk Adjustment and Trading Strategies | The Review of Financial Studies | A | 3 |
| 2003 | Purebred or hybrid?: Reproducing the volatility in term structure dynamics | Journal of Econometrics | A | 4 |
| 2002 | Quadratic Term Structure Models: Theory and Evidence | The Review of Financial Studies | A | 2 |