Institution: Cornerstone Research
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 | 0.00 | 1.01 | 0.00 | 1.01 |
| All Time | 0.00 | 4.36 | 2.68 | 0.00 | 11.39 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2016 | Equity trading and the allocation of market data revenue | Journal of Banking & Finance | B | 2 |
| 2010 | Ex-dividend Arbitrage in Option Markets | The Review of Financial Studies | A | 3 |
| 2006 | Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon | Journal of Financial and Quantitative Analysis | B | 3 |
| 2002 | Risk-Neutral Skewness: Evidence from Stock Options | Journal of Financial and Quantitative Analysis | B | 2 |
| 2002 | Competition, Market Structure, and Bid‐Ask Spreads in Stock Option Markets | Journal of Finance | A | 1 |
| 1999 | Book Reviews | Journal of Finance | A | 2 |
| 1995 | The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements. | Journal of Finance | A | 3 |