Institution: Purdue University
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://aneuhierl.github.io
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 | 5.38 | 0.50 | 0.00 | 5.89 | 86% |
| Last 10 Years | 0.00 | 8.75 | 0.50 | 0.00 | 9.25 | 87% |
| All Time | 0.00 | 8.75 | 1.18 | 0.00 | 9.92 | 88% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | Missing Data in Asset Pricing Panels | The Review of Financial Studies | A | 4 |
| 2021 | Data snooping in equity premium prediction | International Journal of Forecasting | B | 4 |
| 2021 | Arbitrage Portfolios | The Review of Financial Studies | A | 4 |
| 2021 | Estimating the anomaly base rate | Journal of Financial Economics | A | 3 |
| 2021 | Frequency dependent risk | Journal of Financial Economics | A | 2 |
| 2020 | Dissecting Characteristics Nonparametrically | The Review of Financial Studies | A | 3 |
| 2019 | Monetary policy communication, policy slope, and the stock market | Journal of Monetary Economics | A | 2 |
| 2013 | Market Reaction to Corporate Press Releases | Journal of Financial and Quantitative Analysis | B | 3 |