Institution: Stony Brook University - SUNY
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 | 2.35 | 1.18 | 0.00 | 3.53 | 61% |
| All Time | 0.00 | 4.37 | 5.21 | 0.00 | 9.59 | 88% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Weather, institutional investors and earnings news | Journal of Corporate Finance | B | 3 |
| 2020 | Mood beta and seasonalities in stock returns | Journal of Financial Economics | A | 3 |
| 2018 | Short interest as a signal to issue equity | Journal of Corporate Finance | B | 4 |
| 2016 | The Human Capital That Matters: Expected Returns and High-Income Households | The Review of Financial Studies | A | 4 |
| 2014 | Corporate Policies of Republican Managers | Journal of Financial and Quantitative Analysis | B | 3 |
| 2013 | The second moment matters! Cross-sectional dispersion of firm valuations and expected returns | Journal of Banking & Finance | B | 1 |
| 2013 | Call-Put Implied Volatility Spreads and Option Returns | Review of Asset Pricing Studies | B | 3 |
| 2011 | Gambling Preference and the New Year Effect of Assets with Lottery Features | Review of Finance | B | 3 |
| 2010 | A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns | The Review of Financial Studies | A | 2 |