Institution: Imperial College
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 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.50 | 0.50 | 0.00 | 1.51 |
| All Time | 0.67 | 1.17 | 1.17 | 0.00 | 6.20 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2019 | Risk and Return in High-Frequency Trading | Journal of Financial and Quantitative Analysis | B | 4 |
| 2017 | The Flash Crash: High-Frequency Trading in an Electronic Market | Journal of Finance | A | 4 |
| 2015 | Convective Risk Flows in Commodity Futures Markets | Review of Finance | B | 3 |
| 2014 | How Sharing Information Can Garble Experts' Advice | American Economic Review | S | 3 |
| 2014 | Trading networks and liquidity provision | Journal of Financial Economics | A | 3 |