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David Ng

Global rank #12807 85%

Institution: Cornell University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.aem.cornell.edu/faculty_sites/dtn4/

First Publication: 2004

Most Recent: 2011

RePEc ID: png43 ↗

Publication Scores

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 1.34 4.36 0.00 7.04

Publication Statistics

Raw Publications 6
Coauthorship-Adjusted Count 5.72

Publications (6)

Year Article Journal Tier Authors
2011 A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates Journal of Econometrics A 3
2011 Behavioral biases of mutual fund investors Journal of Financial Economics A 3
2009 Testing International Asset Pricing Models Using Implied Costs of Capital Journal of Financial and Quantitative Analysis B 3
2006 Capital market governance: How do security laws affect market performance? Journal of Corporate Finance B 3
2005 The sovereign ceiling and emerging market corporate bond spreads Journal of International Money and Finance B 2
2004 The international CAPM when expected returns are time-varying Journal of International Money and Finance B 1