Institution: University of Massachusetts-Amherst
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://people.umass.edu
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 | 6.39 | 0.00 | 0.00 | 6.39 | 84% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2012 | Limited arbitrage between equity and credit markets | Journal of Financial Economics | A | 2 |
| 2007 | Common Failings: How Corporate Defaults Are Correlated | Journal of Finance | A | 4 |
| 2003 | Delta-Hedged Gains and the Negative Market Volatility Risk Premium | The Review of Financial Studies | A | 2 |
| 2003 | Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options | The Review of Financial Studies | A | 3 |