Craig Ellis

634 citations
38 papers · 458 indexed · h-index 11
Topics
Financial Risk and Volatility Modeling (23 papers)Complex Systems and Time Series Analysis (22 papers)Market Dynamics and Volatility (15 papers)

In The Last Decade

Craig Ellis

37 papers receiving 431 citations

Peers

Craig Ellis
Comparison fields: 5 of 81
  • Economics and Econometrics 291
  • Finance 234
  • Management Science and Operations Research 96
  • Accounting 92
  • Strategy and Management 55
Replace Jim Kyung-Soo Liew with:
Jim Kyung-Soo Liew United States
João F. Caldeira Brazil
Ángel León Spain
Karen Craft Denning United States
Wan‐Jiun Paul Chiou United States
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Carlos León Colombia
Rand Kwong Yew Low Australia
Chen Gu China
Seungho Baek United States
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Citations per field
00.5×1.5×2.4×
Jim Kyung-Soo Liew · 1×
Citations per year

Countries citing papers authored by Craig Ellis

Since Specialization
Citations

This map shows the geographic impact of Craig Ellis's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Craig Ellis with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Craig Ellis more than expected).

Fields of papers citing papers by Craig Ellis

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Craig Ellis. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Craig Ellis. The network helps show where Craig Ellis may publish in the future.

Co-authorship network of co-authors of Craig Ellis

This figure shows the co-authorship network connecting the top 25 collaborators of Craig Ellis. A scholar is included among the top collaborators of Craig Ellis based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Craig Ellis. Craig Ellis is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 73
2 5
3
FMCG portfolio budget allocation to price promotions using Modern Portfolio Theory (MPT)
2
4 3
5 23
6
Statistical Illusions and Long-Term Return Anomalies on the Nikkei
1
7 10
8
A new set of measures on international financial integration
6
9 3
10 1
11 4
12 1
13
Scaling Foreign Exchange Volatility
1
14 3
15
A Stochastic Approach to Modelling and Forecasting Dependent Time-Series
1
16 3
17 12
18 8
19 16
20 3

About Craig Ellis

Craig Ellis is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research, having authored 38 papers that have together received 458 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (23 papers), Complex Systems and Time Series Analysis (22 papers) and Market Dynamics and Volatility (15 papers). The work is most often cited by research in Finance (234 citations), Economics and Econometrics (291 citations) and Accounting (92 citations). Craig Ellis has collaborated with scholars based in Australia, United States and South Korea. Frequent co-authors include Xuan Vinh Vo, Jonathan A. Batten, Xuan Vinh Vo, Patrick Wilson, David Higgins, John Okunev, Warren Hogan, Kevin Daly, Christopher Hudson and Tom Valentine. Their work appears in journals such as Physica A Statistical Mechanics and its Applications, Chaos Solitons & Fractals and Economics Letters.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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