Institution: Peking University
Primary Field: Finance (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: 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 | 1.51 | 4.36 | 0.00 | 7.37 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2011 | Corporate finance and governance in emerging markets: A selective review and an agenda for future research | Journal of Corporate Finance | B | 3 |
| 2009 | Conference and special issue on corporate finance and governance in emerging markets | Journal of Corporate Finance | B | 3 |
| 2007 | Closed-form transformations from risk-neutral to real-world distributions | Journal of Banking & Finance | B | 4 |
| 2005 | The dynamics of international equity market expectations | Journal of Financial Economics | A | 4 |
| 2004 | Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models | Journal of Banking & Finance | B | 4 |
| 2003 | Understanding the Equity Home Bias: Evidence from Survey Data | Review of Economics and Statistics | A | 2 |
| 1995 | Conditional volatility and the informational efficiency of the PHLX currency options market | Journal of Banking & Finance | B | 2 |
| 1994 | The Term Structure of Volatility Implied by Foreign Exchange Options | Journal of Financial and Quantitative Analysis | B | 2 |