Institution: UNSW Sydney
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://sites.google.com/site/esojli/
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 | 0.01 | 1.58 | 0.00 | 1.59 |
| Last 10 Years | 0.00 | 0.01 | 2.25 | 0.00 | 2.26 |
| All Time | 0.00 | 1.68 | 4.42 | 0.00 | 7.79 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Nonstandard Errors | Journal of Finance | A | 343 |
| 2023 | Equity Trading Activity and Treasury Bond Risk Premia | Journal of Financial and Quantitative Analysis | B | 4 |
| 2022 | Deleting Unreported Innovation | Journal of Financial and Quantitative Analysis | B | 5 |
| 2021 | Quoting Activity and the Cost of Capital | Journal of Financial and Quantitative Analysis | B | 3 |
| 2016 | Flashes of Trading Intent at NASDAQ | Journal of Financial and Quantitative Analysis | B | 3 |
| 2015 | Divided governments and futures prices | Journal of Econometrics | A | 2 |
| 2013 | Economic valuation of liquidity timing | Journal of Banking & Finance | B | 4 |
| 2010 | Timing exchange rates using order flow: The case of the Loonie | Journal of Banking & Finance | B | 3 |
| 2010 | Exchange rate forecasting, order flow and macroeconomic information | Journal of International Economics | A | 3 |
| 2009 | The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? | Journal of Money, Credit, and Banking | B | 2 |