David M. Modest

2.4k total citations
15 papers, 1.5k citations indexed

About

David M. Modest is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, David M. Modest has authored 15 papers receiving a total of 1.5k indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 9 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in David M. Modest's work include Financial Markets and Investment Strategies (11 papers), Housing Market and Economics (5 papers) and Monetary Policy and Economic Impact (4 papers). David M. Modest is often cited by papers focused on Financial Markets and Investment Strategies (11 papers), Housing Market and Economics (5 papers) and Monetary Policy and Economic Impact (4 papers). David M. Modest collaborates with scholars based in United States and China. David M. Modest's co-authors include Bruce N. Lehmann, Robert Cumby, Hua He, Mahadevan Sundaresan, Alan J. Marcus and Robert H. Litzenberger and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

David M. Modest

14 papers receiving 1.3k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
David M. Modest United States 13 1.2k 856 525 359 196 15 1.5k
Bob Korkie Canada 12 1.2k 0.9× 665 0.8× 258 0.5× 363 1.0× 355 1.8× 27 1.3k
John Okunev Australia 19 939 0.8× 906 1.1× 211 0.4× 285 0.8× 135 0.7× 54 1.2k
Avraham Kamara United States 15 1.1k 0.9× 694 0.8× 471 0.9× 206 0.6× 73 0.4× 43 1.3k
Simon Benninga Israel 17 657 0.5× 601 0.7× 283 0.5× 251 0.7× 125 0.6× 59 1.0k
Pim van Vliet Netherlands 17 1.1k 0.9× 774 0.9× 323 0.6× 126 0.4× 211 1.1× 60 1.3k
Caroline Zhu United States 6 1.3k 1.1× 790 0.9× 550 1.0× 198 0.6× 353 1.8× 10 1.5k
Jack Clark Francis United States 13 604 0.5× 433 0.5× 289 0.6× 130 0.4× 98 0.5× 47 826
Terry A. Marsh United States 14 1.4k 1.1× 866 1.0× 681 1.3× 404 1.1× 105 0.5× 42 1.6k
Andrew Rudd United States 14 1.0k 0.8× 530 0.6× 314 0.6× 199 0.6× 141 0.7× 23 1.2k
Teppo Martikainen Finland 18 925 0.7× 658 0.8× 416 0.8× 286 0.8× 102 0.5× 66 1.2k

Countries citing papers authored by David M. Modest

Since Specialization
Citations

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

Fields of papers citing papers by David M. Modest

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of David M. Modest

This figure shows the co-authorship network connecting the top 25 collaborators of David M. Modest. A scholar is included among the top collaborators of David M. Modest 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 M. Modest. David M. Modest is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

15 of 15 papers shown
1.
Litzenberger, Robert H. & David M. Modest. (2008). Crisis and Non-Crisis Risk in Financial Markets: A Unified Approach to Risk Management. SSRN Electronic Journal. 12 indexed citations
2.
Lehmann, Bruce N. & David M. Modest. (2005). Diversification and the Optimal Construction of Basis Portfolios. Management Science. 51(4). 581–598. 17 indexed citations
3.
Lehmann, Bruce N. & David M. Modest. (2003). Diversification and the Optimal Construction of Basis Portfolios. National Bureau of Economic Research.
4.
He, Hua & David M. Modest. (1995). Market Frictions and Consumption-Based Asset Pricing. Journal of Political Economy. 103(1). 94–117. 147 indexed citations
5.
Lehmann, Bruce N. & David M. Modest. (1994). Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View. The Journal of Finance. 49(3). 951–951. 38 indexed citations
6.
Lehmann, Bruce N. & David M. Modest. (1994). Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View. The Journal of Finance. 49(3). 951–984. 115 indexed citations
7.
He, Hua & David M. Modest. (1994). Market Frictions and Consumption-Based Asset Pricing. 15 indexed citations
8.
Lehmann, Bruce N. & David M. Modest. (1988). The empirical foundations of the arbitrage pricing theory. Journal of Financial Economics. 21(2). 213–254. 229 indexed citations
9.
Cumby, Robert & David M. Modest. (1987). Testing for market timing ability. Journal of Financial Economics. 19(1). 169–189. 179 indexed citations
10.
Lehmann, Bruce N. & David M. Modest. (1987). Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons. The Journal of Finance. 42(2). 233–265. 399 indexed citations
11.
Lehmann, Bruce N. & David M. Modest. (1987). Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons. The Journal of Finance. 42(2). 233–233. 93 indexed citations
12.
Marcus, Alan J. & David M. Modest. (1986). The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports. Journal of Financial and Quantitative Analysis. 21(1). 73–73. 19 indexed citations
13.
Modest, David M.. (1984). On the pricing of stock index futures. The Journal of Portfolio Management. 10(4). 51–57. 22 indexed citations
14.
Marcus, Alan J. & David M. Modest. (1984). Futures Markets and Production Decisions. Journal of Political Economy. 92(3). 409–426. 26 indexed citations
15.
Modest, David M. & Mahadevan Sundaresan. (1983). The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence. Journal of Futures Markets. 3(1). 15–41. 143 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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