Institution: Unknown
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.tanggaard.com
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 | 0.00 | 1.01 | 3.03 | 0.50 | 4.54 | 80% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2012 | The Log-Linear Return Approximation, Bubbles, and Predictability | Journal of Financial and Quantitative Analysis | B | 3 |
| 2012 | Pitfalls in VAR based return decompositions: A clarification | Journal of Banking & Finance | B | 3 |
| 2009 | Paying for Market Quality | Journal of Financial and Quantitative Analysis | B | 3 |
| 2001 | Yield curve estimation by kernel smoothing methods | Journal of Econometrics | A | 4 |
| 2001 | The Danish stock and bond markets: comovement, return predictability and variance decomposition | Journal of Empirical Finance | C | 2 |
| 1994 | Cointegration and the US term structure | Journal of Banking & Finance | B | 2 |