Institution: Stanford University
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 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 2.69 | 10.76 | 1.01 | 0.00 | 14.46 | 91% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2010 | Long Run Risks, Credit Markets, and Financial Structure | American Economic Review | S | 3 |
| 2010 | The Aggregate Dynamics of Capital Structure and Macroeconomic Risk | The Review of Financial Studies | A | 3 |
| 2010 | The Levered Equity Risk Premium and Credit Spreads: A Unified Framework | The Review of Financial Studies | A | 3 |
| 2008 | Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds | Journal of Financial Economics | A | 2 |
| 2007 | Do Tests of Capital Structure Theory Mean What They Say? | Journal of Finance | A | 1 |
| 2007 | Strategic Actions and Credit Spreads: An Empirical Investigation | Journal of Finance | A | 2 |
| 2001 | Collateral and short squeezing of liquidity in fixed rate tenders | Journal of International Money and Finance | B | 2 |