Institution: University of Maryland
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://serhiykozak.com
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 | 2.68 | 0.00 | 0.00 | 5.36 |
| Last 10 Years | 0.00 | 5.53 | 0.00 | 0.00 | 11.06 |
| All Time | 0.00 | 5.53 | 0.00 | 0.00 | 11.06 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Equity Term Structures without Dividend Strips Data | Journal of Finance | A | 3 |
| 2022 | Dynamics of bond and stock returns | Journal of Monetary Economics | A | 1 |
| 2020 | Shrinking the cross-section | Journal of Financial Economics | A | 3 |
| 2020 | Why do discount rates vary? | Journal of Financial Economics | A | 2 |
| 2020 | Factor Timing | The Review of Financial Studies | A | 4 |
| 2018 | Interpreting Factor Models | Journal of Finance | A | 3 |