Institution: Simon Fraser University
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.sfu.ca/~drsmith
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 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| All Time | 0.00 | 0.00 | 5.70 | 0.00 | 6.20 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2011 | Comparing different explanations of the volatility trend | Journal of Banking & Finance | B | 2 |
| 2010 | Diversification and Value-at-Risk | Journal of Banking & Finance | B | 2 |
| 2010 | The level and quality of Value-at-Risk disclosure by commercial banks | Journal of Banking & Finance | B | 2 |
| 2009 | Institutional ownership, volatility and dividends | Journal of Banking & Finance | B | 2 |
| 2007 | Why common factors in international bond returns are not so common | Journal of International Money and Finance | B | 3 |
| 2007 | Yield-factor volatility models | Journal of Banking & Finance | B | 2 |
| 2000 | A further note on the three phases of the US business cycle | Applied Economics | C | 2 |