Institution: University of Canterbury
Primary Field: Finance (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.67 | 1.09 | 1.77 | 40% |
| All Time | 0.00 | 0.00 | 0.67 | 1.09 | 1.77 | 71% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2019 | Extreme returns and the idiosyncratic volatility puzzle: African evidence | Applied Economics | C | 4 |
| 2018 | Cross-sectional and time-series momentum returns and market dynamics: evidence from Japan | Applied Economics | C | 3 |
| 2018 | Cross-sectional and time-series momentum returns: are Islamic stocks different? | Applied Economics | C | 2 |
| 2017 | Do extreme returns matter in emerging markets? Evidence from the Chinese stock market | Journal of Banking & Finance | B | 3 |