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Valentyn Panchenko

Global rank #9094 89%

Institution: UNSW Sydney

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://research.economics.unsw.edu.au/vpanchenko

First Publication: 2006

Most Recent: 2022

RePEc ID: ppa214 ↗

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 0.67 1.17 0.00 2.51
Last 10 Years 0.00 0.67 1.58 0.00 2.92
All Time 0.00 1.34 8.45 0.00 11.13

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 9.83

Publications (13)

Year Article Journal Tier Authors
2022 The role of information in a continuous double auction: An experiment and learning model Journal of Economic Dynamics and Control B 4
2022 Learning in two-dimensional beauty contest games: Theory and experimental evidence Journal of Economic Theory A 3
2022 On the Experimental Robustness of the Allais Paradox American Economic Journal: Microeconomics B 3
2019 Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves Journal of Economic Dynamics and Control B 5
2015 Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions Journal of Banking & Finance B 2
2014 Comparing the accuracy of multivariate density forecasts in selected regions of the copula support Journal of Economic Dynamics and Control B 4
2013 Asset price dynamics with heterogeneous beliefs and local network interactions Journal of Economic Dynamics and Control B 3
2011 Likelihood-based scoring rules for comparing density forecasts in tails Journal of Econometrics A 3
2010 Out-of-sample comparison of copula specifications in multivariate density forecasts Journal of Economic Dynamics and Control B 3
2010 Learning and adaptation's impact on market efficiency Journal of Economic Behavior and Organization B 2
2009 Asset prices, traders' behavior and market design Journal of Economic Dynamics and Control B 2
2009 Time-varying market integration and stock and bond return concordance in emerging markets Journal of Banking & Finance B 2
2006 A new statistic and practical guidelines for nonparametric Granger causality testing Journal of Economic Dynamics and Control B 2