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Pierluigi Balduzzi

Global rank #3318 96%

Institution: Boston College

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www2.bc.edu/~balduzzp

First Publication: 1995

Most Recent: 2024

RePEc ID: pba469 ↗

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 1.01 0.00 0.00 2.01
Last 10 Years 0.00 2.01 2.68 0.00 6.70
All Time 0.67 8.04 7.71 0.00 28.82

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 21.20

Publications (22)

Year Article Journal Tier Authors
2024 Credit constraints and firms’ decisions: Lessons from the COVID-19 outbreak Journal of Monetary Economics A 4
2023 Political Risk, Populism and the Economy Economic Journal A 4
2020 Real Exchange Rates and Currency Risk Premiums Review of Asset Pricing Studies B 2
2019 Heterogeneity in Target Date Funds: Strategic Risk-taking or Risk Matching? The Review of Financial Studies A 2
2018 Financial markets, banks’ cost of funding, and firms’ decisions: Lessons from two crises Journal of Financial Intermediation B 3
2017 Economic Risk Premia in the Fixed-Income Markets: The Intraday Evidence Journal of Financial and Quantitative Analysis B 2
2012 A Simple Test of the Affine Class of Term Structure Models Review of Asset Pricing Studies B 2
2007 Money and asset prices in a continuous-time Lucas and Stokey cash-in-advance economy Journal of Economic Dynamics and Control B 1
2007 Testing heterogeneous-agent models: an alternative aggregation approach Journal of Monetary Economics A 2
2003 Portfolio Choice and Trading in a Large 401(k) Plan American Economic Review S 3
2001 Economic News and Bond Prices: Evidence from the U.S. Treasury Market Journal of Financial and Quantitative Analysis B 3
2000 Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior Journal of Finance A 2
1999 Transaction costs and predictability: some utility cost calculations Journal of Financial Economics A 2
1998 The Central Tendency: A Second Factor In Bond Yields Review of Economics and Statistics A 3
1997 Risk Premia and Variance Bounds. Journal of Finance A 2
1997 Price Barriers and the Dynamics of Asset Prices in Equilibrium Journal of Financial and Quantitative Analysis B 3
1997 Yield-curve movements and fiscal retrenchments European Economic Review B 3
1997 A model of target changes and the term structure of interest rates Journal of Monetary Economics A 3
1996 Minimal returns and the breakdown of the price-volume relation Economics Letters C 3
1996 Inflation and asset prices in a monetary economy Economics Letters C 1
1995 Asset Price Dynamics and Infrequent Feedback Trades. Journal of Finance A 3
1995 Stock returns, inflation, and the 'proxy hypothesis': A new look at the data Economics Letters C 1