Institution: Turun yliopisto, Matematiikan ja tilastotieteen laitos
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 | 2.02 | 1.68 | 0.50 | 4.20 | 67% |
| All Time | 0.00 | 2.02 | 7.74 | 0.50 | 10.26 | 88% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | Noncausality and the commodity currency hypothesis | Energy Economics | A | 2 |
| 2016 | The risk of financial crises: Is there a role for income inequality? | Journal of International Money and Finance | B | 3 |
| 2016 | Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models | Oxford Bulletin of Economics and Statistics | B | 2 |
| 2016 | International sign predictability of stock returns: The role of the United States | Economic Modeling | C | 2 |
| 2013 | Predicting bear and bull stock markets with dynamic binary time series models | Journal of Banking & Finance | B | 1 |
| 2012 | Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle | Journal of Financial and Quantitative Analysis | B | 1 |
| 2011 | Forecasting the direction of the US stock market with dynamic binary probit models | International Journal of Forecasting | B | 1 |