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Philippe Jorion

Global rank #1292 98%

Institution: University of California-Irvine

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.merage.uci.edu/~jorion/

First Publication: 1986

Most Recent: 2024

RePEc ID: pjo72 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.40 0.00 0.00 0.80
Last 10 Years 0.00 1.41 0.00 0.00 2.82
All Time 0.00 19.17 15.75 0.00 54.09

Publication Statistics

Raw Publications 29
Coauthorship-Adjusted Count 35.07

Publications (29)

Year Article Journal Tier Authors
2024 A (Sub)penny for Your Thoughts: Tracking Retail Investor Activity in TAQ Journal of Finance A 5
2019 The Fix Is In: Properly Backing out Backfill Bias The Review of Financial Studies A 2
2014 The Strategic Listing Decisions of Hedge Funds Journal of Financial and Quantitative Analysis B 2
2014 Are hedge fund managers systematically misreporting? Or not? Journal of Financial Economics A 2
2012 The Determinants of Operational Risk in U.S. Financial Institutions Journal of Financial and Quantitative Analysis B 3
2010 The performance of emerging hedge funds and managers Journal of Financial Economics A 2
2009 Credit Contagion from Counterparty Risk Journal of Finance A 2
2007 Good and bad credit contagion: Evidence from credit default swaps Journal of Financial Economics A 2
2006 Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers Journal of Finance A 2
2005 Informational effects of regulation FD: evidence from rating agencies Journal of Financial Economics A 3
1999 Global Stock Markets in the Twentieth Century Journal of Finance A 2
1999 Re-Emerging Markets Journal of Financial and Quantitative Analysis B 2
1996 Does real interest parity hold at longer maturities? Journal of International Economics A 1
1996 Mean reversion in real exchange rates: evidence and implications for forecasting Journal of International Money and Finance B 2
1995 Predicting Volatility in the Foreign Exchange Market. Journal of Finance A 1
1993 Testing the Predictive Power of Dividend Yields. Journal of Finance A 2
1993 Currency Hedging for International Portfolios. Journal of Finance A 2
1993 Time-series tests of a non-expected-utility model of asset pricing European Economic Review B 2
1992 Term premiums and the integration of the eurocurrency markets Journal of International Money and Finance B 1
1991 The Pricing of Exchange Rate Risk in the Stock Market Journal of Financial and Quantitative Analysis B 1
1991 Bayesian and CAPM estimators of the means: Implications for portfolio selection Journal of Banking & Finance B 1
1991 A multicountry comparison of term-structure forecasts at long horizons Journal of Financial Economics A 2
1990 Option listing and stock returns : An empirical analysis Journal of Banking & Finance B 2
1990 Purchasing Power Parity in the Long Run. Journal of Finance A 2
1988 Foreign exchange risk premia volatility once again Journal of International Money and Finance B 2
1988 On Jump Processes in the Foreign Exchange and Stock Markets The Review of Financial Studies A 1
1987 Interest rates and risk premia in the stock market and in the foreign exchange market Journal of International Money and Finance B 2
1986 Integration vs. Segmentation in the Canadian Stock Market. Journal of Finance A 2
1986 Bayes-Stein Estimation for Portfolio Analysis Journal of Financial and Quantitative Analysis B 1