Institution: 上海鸣石投资管理有限公司
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 | 1.68 | 0.00 | 0.00 | 3.35 |
| All Time | 0.00 | 7.37 | 0.00 | 0.00 | 14.75 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2018 | Absolving beta of volatility’s effects | Journal of Financial Economics | A | 3 |
| 2017 | Mispricing Factors | The Review of Financial Studies | A | 2 |
| 2015 | Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle | Journal of Finance | A | 3 |
| 2015 | Market-wide attention, trading, and stock returns | Journal of Financial Economics | A | 1 |
| 2014 | The long of it: Odds that investor sentiment spuriously predicts anomaly returns | Journal of Financial Economics | A | 3 |
| 2012 | Global, local, and contagious investor sentiment | Journal of Financial Economics | A | 3 |
| 2012 | The short of it: Investor sentiment and anomalies | Journal of Financial Economics | A | 3 |
| 2011 | Investor sentiment and the mean-variance relation | Journal of Financial Economics | A | 2 |