Institution: Massachusetts Institute of Technology (MIT)
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 | 1.35 | 1.68 | 0.00 | 3.03 | 69% |
| Last 10 Years | 2.69 | 2.35 | 2.69 | 0.00 | 7.74 | 83% |
| All Time | 2.69 | 2.35 | 2.69 | 1.01 | 8.75 | 87% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Pockets of Predictability | Journal of Finance | A | 3 |
| 2023 | Measuring document similarity with weighted averages of word embeddings | Explorations in Economic History | B | 3 |
| 2022 | A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity | Review of Asset Pricing Studies | B | 2 |
| 2020 | Investor Information Acquisition and Money Market Fund Risk Rebalancing during the 2011–2012 Eurozone Crisis | The Review of Financial Studies | A | 4 |
| 2016 | An Empirical Test of Pricing Kernel Monotonicity | Journal of Applied Econometrics | B | 2 |
| 2016 | Runs on Money Market Mutual Funds | American Economic Review | S | 3 |
| 2012 | On the dimensionality of bounds generated by the Shapley–Folkman theorem | Journal of Mathematical Economics | C | 1 |