Institution: Texas A&M University
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://people.tamu.edu/~hagenkim
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 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| All Time | 0.00 | 0.67 | 1.41 | 0.00 | 2.75 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2015 | Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility | Journal of Financial Economics | A | 3 |
| 2014 | Momentum Effect as Part of a Market Equilibrium | Journal of Financial and Quantitative Analysis | B | 2 |
| 2010 | Using the credit spread as an option-risk factor: Size and value effects in CAPM | Journal of Banking & Finance | B | 5 |