Brian Shay

Economics, Econometrics and Finance · University of Michigan

Established · publishing since 1977

Complex Systems and Time Series Analysis Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Mass Spectrometry Techniques and Applications

Publications

Citations

530

Est. group size

Recurring co-author estimate

Active years

Publishing since 1977

In context

Among 233 established Economics, Econometrics and Finance PIs within our index

Citations: 530cohort median 2,253

Publications / year (recent): 0.6cohort median 2.2

Typically publishes in teams of ~2 · 67% small-team papers (≤3 authors) · across 3 venues

Publication cadence

Publications per year over the last 10 years — averaging 0.6/year recently

Recent publications

The Force of Proof by Which Any Argument Prevails
arXiv (Cornell University) · 2018
Thermally Induced Oxidation of [FeII(tacn)2](OTf)2 (tacn = 1,4,7‐triazacyclononane)
European Journal of Inorganic Chemistry · 2017
Complete Analytical Solution of the SABR Model for Fixed-Income Option Pricing And Value-at-Risk Problems - A Probability Density Function Approach
SSRN Electronic Journal · 2016

Publishes in

The AAPS Journal×1
European Journal of Inorganic Chemistry×1
SSRN Electronic Journal×1
arXiv (Cornell University)×1
Molecular Therapy Oncology×1

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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 25, 2026.

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