David Lando

8.7k total citations · 4 hit papers
50 papers, 5.3k citations indexed

About

David Lando is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, David Lando has authored 50 papers receiving a total of 5.3k indexed citations (citations by other indexed papers that have themselves been cited), including 42 papers in Finance, 16 papers in Accounting and 10 papers in Economics and Econometrics. Recurrent topics in David Lando's work include Credit Risk and Financial Regulations (39 papers), Banking stability, regulation, efficiency (26 papers) and Stochastic processes and financial applications (10 papers). David Lando is often cited by papers focused on Credit Risk and Financial Regulations (39 papers), Banking stability, regulation, efficiency (26 papers) and Stochastic processes and financial applications (10 papers). David Lando collaborates with scholars based in Denmark, United States and United Kingdom. David Lando's co-authors include Darrell Duffie, Robert A. Jarrow, Peter Feldhütter, Stuart M. Turnbull, Jens Dick‐Nielsen, Fan Yu, Fan Yu, Ernst Albin Hansen, Jens H. E. Christensen and T. L. Welsher and has published in prestigious journals such as Journal of Financial Economics, Econometrica and Journal of The Electrochemical Society.

In The Last Decade

David Lando

48 papers receiving 4.9k citations

Hit Papers

A Markov Model for the Term Structure of Credit Risk Spreads 1997 2026 2006 2016 1997 2001 1998 2011 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. A Markov Model for the Term Structure of Credit Risk Spreads
    1997 889 citations Robert A. Jarrow, David Lando et al. Review of Financial Studies profile →
  2. Term Structures of Credit Spreads with Incomplete Accounting Information
    2001 866 citations David Lando et al. profile →
  3. On cox processes and credit risky securities
    1998 804 citations David Lando Review of Derivatives Research profile →
  4. Corporate bond liquidity before and after the onset of the subprime crisis
    2011 593 citations Jens Dick‐Nielsen, Peter Feldhütter et al. Journal of Financial Economics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
David Lando Denmark 26 4.9k 1.8k 1.2k 320 257 50 5.3k
John C. Hull Canada 22 2.7k 0.6× 587 0.3× 1.1k 0.9× 320 1.0× 344 1.3× 53 3.2k
Hao Zhou United States 24 4.1k 0.9× 601 0.3× 2.5k 2.1× 1.0k 3.2× 225 0.9× 86 4.6k
André F. Perold United States 20 1.6k 0.3× 799 0.4× 1.0k 0.9× 221 0.7× 557 2.2× 46 2.3k
Gerald D. Gay United States 18 1.4k 0.3× 892 0.5× 974 0.8× 206 0.6× 136 0.5× 60 2.2k
Jérôme Detemple United States 30 3.1k 0.6× 604 0.3× 1.9k 1.6× 551 1.7× 311 1.2× 83 3.7k
Jakša Cvitanić United States 32 3.0k 0.6× 392 0.2× 2.0k 1.6× 211 0.7× 1.0k 4.0× 103 3.5k
Robert Geske United States 17 2.8k 0.6× 571 0.3× 1.3k 1.1× 613 1.9× 198 0.8× 30 3.2k
Hazem Daouk United States 17 1.3k 0.3× 1.2k 0.7× 791 0.7× 182 0.6× 791 3.1× 32 2.5k
Mark B. Garman United States 15 1.9k 0.4× 366 0.2× 1.5k 1.3× 486 1.5× 400 1.6× 24 2.5k
Panayiotis Theodossiou United States 23 1.4k 0.3× 375 0.2× 1.2k 1.0× 455 1.4× 199 0.8× 56 1.9k

Countries citing papers authored by David Lando

Since Specialization
Citations

This map shows the geographic impact of David Lando'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 David Lando with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Lando more than expected).

Fields of papers citing papers by David Lando

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David Lando. 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 David Lando. The network helps show where David Lando may publish in the future.

Co-authorship network of co-authors of David Lando

This figure shows the co-authorship network connecting the top 25 collaborators of David Lando. A scholar is included among the top collaborators of David Lando 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 David Lando. David Lando 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
1.
Lando, David, et al.. (2018). Generalized recovery. Journal of Financial Economics. 133(1). 154–174. 32 indexed citations
2.
Lando, David, et al.. (2016). Cyclicality and Firm-size in Private Firm Defaults. International journal of central banking. 13(4). 97–145. 2 indexed citations
3.
Lando, David, et al.. (2016). Safe-haven CDS Premia. 1 indexed citations
4.
Lando, David, et al.. (2014). Safe-Haven CDS Premia. SSRN Electronic Journal. 3 indexed citations
5.
Lando, David, et al.. (2012). Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads. SSRN Electronic Journal. 36 indexed citations
6.
Dick‐Nielsen, Jens, Peter Feldhütter, & David Lando. (2011). Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis. SSRN Electronic Journal. 180 indexed citations
7.
Dick‐Nielsen, Jens, Peter Feldhütter, & David Lando. (2009). Corporate Bond Liquidity Before and after the Onset of the Subprime Crisis. SSRN Electronic Journal. 16 indexed citations
8.
Lando, David, et al.. (2009). Correlation in Corporate Defaults: Contagion or Conditional Independence?. SSRN Electronic Journal. 38 indexed citations
9.
Lando, David, et al.. (2009). Correlation in Corporate Defaults: Contagion or Conditional Independence?. SSRN Electronic Journal. 6 indexed citations
10.
Lando, David, et al.. (2008). Correlation in Corporate Defaults: Contagion or Conditional Independence?. SSRN Electronic Journal. 8 indexed citations
11.
Carr, Peter, et al.. (2008). Robust Replication of Default Contingent Claims. Behaviour Research and Therapy. 86. 68–86. 1 indexed citations
12.
Lando, David, et al.. (2005). Revisiting the Slope of the Credit Spread Curve. SSRN Electronic Journal. 3(4). 1–27. 15 indexed citations
13.
Lando, David, et al.. (2004). On the Pricing of Step-Up Bonds in the European Telecom Sector. The Journal of Credit Risk. 1(1). 71–110. 16 indexed citations
14.
Lando, David. (2004). Credit Risk Modeling: Theory and Applications. Project Muse (Johns Hopkins University). 240 indexed citations
15.
Lando, David, et al.. (2003). On the Pricing of Step-Up Bonds in the European Telecom Sector. SSRN Electronic Journal. 10 indexed citations
16.
Jarrow, Robert A., David Lando, & Fan Yu. (2001). Default Risk and Diversification: Theory and Empirical Implications. SSRN Electronic Journal. 51 indexed citations
17.
Lando, David. (1999). On Cox Processes And Credit Risky Bonds. SSRN Electronic Journal. 21 indexed citations
18.
Lando, David. (1998). . Review of Derivatives Research. 2(2/3). 99–120. 42 indexed citations
19.
Jarrow, Robert A., David Lando, & Stuart M. Turnbull. (1997). A Markov Model for the Term Structure of Credit Risk Spreads. Review of Financial Studies. 10(2). 481–523. 889 indexed citations breakdown →
20.
Tenne, Reshef, David Lando, Norbert Müller, et al.. (1983). The relation between performance and stability of Cd-chalcogenide/polysulfide photoelectrochemical cells. Journal of Electroanalytical Chemistry. 143(1-2). 103–112. 12 indexed citations

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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