Institution: Università Commerciale Luigi Bocconi
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://junye.li.googlepages.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 | 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 | 4.02 | 0.00 | 5.36 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2015 | Self-Exciting Jumps, Learning, and Asset Pricing Implications | The Review of Financial Studies | A | 3 |
| 2014 | On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom | Journal of Financial and Quantitative Analysis | B | 2 |
| 2014 | Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach | Journal of International Money and Finance | B | 2 |
| 2012 | Option-implied volatility factors and the cross-section of market risk premia | Journal of Banking & Finance | B | 1 |