Institution: Queen Mary University of London
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://whitesphd.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 | 3.70 | 3.70 | 0.00 | 7.40 | 91% |
| Last 10 Years | 0.00 | 6.05 | 3.70 | 0.00 | 9.75 | 88% |
| All Time | 0.00 | 6.05 | 3.70 | 0.00 | 9.75 | 88% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Variational Inference for Large Bayesian Vector Autoregressions | Journal of Business & Economic Statistics | A | 3 |
| 2022 | On the performance of cryptocurrency funds | Journal of Banking & Finance | B | 2 |
| 2022 | Trading volume and liquidity provision in cryptocurrency markets | Journal of Banking & Finance | B | 3 |
| 2021 | Adaptive expectations and commodity risk premiums | Journal of Economic Dynamics and Control | B | 1 |
| 2021 | Long-run risk in durable consumption | The Review of Financial Studies | A | 3 |
| 2021 | Forecast combinations | The Review of Financial Studies | A | 4 |
| 2019 | Modeling systemic risk with Markov Switching Graphical SUR models | Journal of Econometrics | A | 4 |
| 2017 | Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section | Journal of Business & Economic Statistics | A | 3 |