Institution: University of Maryland
Primary Field: Finance (weighted toward more recent publications)
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 | 3.69 | 3.35 | 0.00 | 10.72 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2015 | Inside debt, bank default risk, and performance during the crisis | Journal of Financial Intermediation | B | 3 |
| 2011 | Pay for Performance? CEO Compensation and Acquirer Returns in BHCs | The Review of Financial Studies | A | 3 |
| 2004 | Gains in bank mergers: Evidence from the bond markets | Journal of Financial Economics | A | 2 |
| 2003 | Pricing the risk of recovery in default with absolute priority rule violation | Journal of Banking & Finance | B | 3 |
| 2000 | A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads | Journal of Financial and Quantitative Analysis | B | 2 |
| 1993 | Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions. | Journal of Finance | A | 2 |
| 1990 | Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms. | Journal of Finance | A | 2 |
| 1988 | On the Intertemporal Behavior of the Short-Term Rate of Interest | Journal of Financial and Quantitative Analysis | B | 2 |