Institution: Cornell University
Primary Field: Econometrics (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 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 3.36 | 0.00 | 0.00 | 3.36 | 60% |
| All Time | 0.00 | 9.42 | 0.00 | 0.00 | 9.42 | 88% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | The value of trading relations in turbulent times | Journal of Financial Economics | A | 3 |
| 2016 | A tale of two option markets: Pricing kernels and volatility risk | Journal of Econometrics | A | 2 |
| 2013 | Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach | Journal of Econometrics | A | 2 |
| 2011 | A martingale approach for testing diffusion models based on infinitesimal operator | Journal of Econometrics | A | 1 |