Institution: ESCP Europe
Primary Field: Finance (weighted toward more recent publications)
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 | 0.67 | 2.68 | 0.00 | 4.02 |
| Last 10 Years | 0.00 | 0.67 | 5.36 | 0.00 | 6.70 |
| All Time | 0.00 | 0.67 | 5.36 | 0.00 | 6.70 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Systematic Skewness and Stock Returns | Review of Asset Pricing Studies | B | 1 |
| 2022 | Crowding and Tail Risk in Momentum Returns | Journal of Financial and Quantitative Analysis | B | 3 |
| 2021 | Time-varying state variable risk premia in the ICAPM | Journal of Financial Economics | A | 3 |
| 2018 | Stereotypes, underconfidence and decision-making with an application to gender and math | Journal of Economic Behavior and Organization | B | 3 |
| 2017 | A Simple Skewed Distribution with Asset Pricing Applications | Review of Finance | B | 2 |
| 2017 | Addendum: A Simple Skewed Distribution with Asset Pricing Applications | Review of Finance | B | 2 |