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Zhiguo He

Institution: Stanford University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.zhiguohe.net

First Publication: 2009

Most Recent: 2025

RePEc ID: phe657 ↗

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 4.71 8.07 3.70 0.00 16.48 99%
Last 10 Years 14.13 20.85 3.70 0.00 38.68 99%
All Time 26.24 46.08 3.70 0.00 76.02 99%

Publication Statistics

Raw Publications 36
Coauthorship-Adjusted Count 33.32

Publications (36)

Year Article Journal Tier Authors
2025 Information-based pricing in specialized lending Journal of Financial Economics A 4
2024 Valuing Long-Term Property Rights with Anticipated Political Regime Shifts American Economic Review S 4
2023 Sovereign Debt Ratchets and Welfare Destruction Journal of Political Economy S 3
2023 Limits of Arbitrage and Primary Risk-Taking in Derivative Securities Review of Asset Pricing Studies B 3
2023 Banks and financial crises: contributions of Ben Bernanke, Douglas Diamond, and Philip Dybvig Scandanavian Journal of Economics B 2
2023 Open banking: Credit market competition when borrowers own the data Journal of Financial Economics A 3
2023 Which Factors for Corporate Bond Returns? Review of Asset Pricing Studies B 4
2023 Never a Dull Moment: Entropy Risk in Commodity Markets Review of Asset Pricing Studies B 4
2022 Treasury inconvenience yields during the COVID-19 crisis Journal of Financial Economics A 3
2022 Introduction: Special Issue on China I Review of Finance B 2
2022 Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress The Review of Financial Studies A 3
2021 Corporate governance and blockchains The Review of Financial Studies A 4
2021 Leverage Dynamics without Commitment Journal of Finance A 2
2020 The financing of local government in China: Stimulus loan wanes and shadow banking waxes Journal of Financial Economics A 3
2019 Blockchain Disruption and Smart Contracts The Review of Financial Studies A 2
2019 A Model of Safe Asset Determination American Economic Review S 3
2019 A Macroeconomic Framework for Quantifying Systemic Risk American Economic Journal: Macroeconomics A 2
2018 Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle The Review of Financial Studies A 4
2017 Optimal Long-Term Contracting with Learning The Review of Financial Studies A 4
2017 Intermediary asset pricing: New evidence from many asset classes Journal of Financial Economics A 3
2016 Inefficient Investment Waves Econometrica S 2
2016 What Makes US Government Bonds Safe Assets? American Economic Review S 3
2016 Information Acquisition in Rumor‐Based Bank Runs Journal of Finance A 2
2016 Dynamic Debt Maturity The Review of Financial Studies A 2
2014 A Theory of Debt Maturity: The Long and Short of Debt Overhang Journal of Finance A 2
2014 Endogenous Liquidity and Defaultable Bonds Econometrica S 2
2013 Intermediary Asset Pricing American Economic Review S 2
2013 Delegated asset management, investment mandates, and capital immobility Journal of Financial Economics A 2
2012 Dynamic Agency and the q Theory of Investment Journal of Finance A 4
2012 Debt Financing in Asset Markets American Economic Review S 2
2012 Rollover Risk and Credit Risk Journal of Finance A 2
2012 Dynamic Compensation Contracts with Private Savings The Review of Financial Studies A 1
2012 Dynamic Debt Runs The Review of Financial Studies A 2
2011 A model of dynamic compensation and capital structure Journal of Financial Economics A 1
2009 The Sale of Multiple Assets with Private Information The Review of Financial Studies A 1
2009 Optimal Executive Compensation when Firm Size Follows Geometric Brownian Motion The Review of Financial Studies A 1