Institution: Federal Reserve Bank of Chicago
Primary Field: Finance (weighted toward more recent publications)
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 | 0.50 | 0.00 | 0.00 | 1.01 |
| Last 10 Years | 0.00 | 1.01 | 0.00 | 0.00 | 2.01 |
| All Time | 0.00 | 4.52 | 1.01 | 0.00 | 10.05 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Debt dynamics with fixed issuance costs | Journal of Financial Economics | A | 4 |
| 2020 | Core and ‘Crust’: Consumer Prices and the Term Structure of Interest Rates | The Review of Financial Studies | A | 4 |
| 2015 | Modeling Credit Contagion via the Updating of Fragile Beliefs | The Review of Financial Studies | A | 4 |
| 2011 | Explaining asset pricing puzzles associated with the 1987 market crash | Journal of Financial Economics | A | 3 |
| 2010 | Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models | Journal of Finance | A | 2 |
| 2010 | Conflict of interest and certification in the U.S. IPO market | Journal of Financial Intermediation | B | 2 |
| 2007 | Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated | Journal of Finance | A | 3 |
| 2002 | An Empirical Investigation of Continuous‐Time Equity Return Models | Journal of Finance | A | 3 |