Institution: California Institute of Technology
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.hss.caltech.edu/~pbs
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 | 5.03 | 4.69 | 0.00 | 14.75 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2002 | Inducing liquidity in thin financial markets through combined-value trading mechanisms | European Economic Review | B | 3 |
| 2002 | The CAPM in thin experimental financial markets | Journal of Economic Dynamics and Control | B | 2 |
| 2001 | Ipo Post-Issue Markets: Questionable Predilections But Diligent Learners? | Review of Economics and Statistics | A | 2 |
| 2000 | Expectations and learning in Iowa | Journal of Banking & Finance | B | 2 |
| 1999 | Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? | The Review of Financial Studies | A | 2 |
| 1997 | Local parametric analysis of hedging in discrete time | Journal of Econometrics | A | 2 |
| 1994 | Tax-Induced Intertemporal Restrictions on Security Returns. | Journal of Finance | A | 2 |
| 1991 | Market Microstructure Effects of Government Intervention in the Foreign Exchange Market. | The Review of Financial Studies | A | 2 |
| 1988 | Common nonstationary components of asset prices | Journal of Economic Dynamics and Control | B | 1 |