Geoffrey Loudon

453 total citations
19 papers, 338 citations indexed

About

Geoffrey Loudon is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Geoffrey Loudon has authored 19 papers receiving a total of 338 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 15 papers in Economics and Econometrics and 5 papers in Accounting. Recurrent topics in Geoffrey Loudon's work include Market Dynamics and Volatility (11 papers), Financial Markets and Investment Strategies (9 papers) and Financial Risk and Volatility Modeling (6 papers). Geoffrey Loudon is often cited by papers focused on Market Dynamics and Volatility (11 papers), Financial Markets and Investment Strategies (9 papers) and Financial Risk and Volatility Modeling (6 papers). Geoffrey Loudon collaborates with scholars based in Australia and United Kingdom. Geoffrey Loudon's co-authors include Robert W. Faff, Edward Watts, Pradeep K. Yadav, Nicholas Addai Boamah, Jing Liu, George Milunovich, Garry Hobbes, Alan Rai and Jing Liu and has published in prestigious journals such as Journal of Applied Econometrics, Journal of Business Finance & Accounting and Pacific-Basin Finance Journal.

In The Last Decade

Geoffrey Loudon

19 papers receiving 308 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Geoffrey Loudon Australia 11 264 235 100 92 14 19 338
Mark Illing Canada 3 244 0.9× 275 1.2× 180 1.8× 64 0.7× 15 1.1× 4 396
Nancy R. Xu United States 8 248 0.9× 254 1.1× 142 1.4× 40 0.4× 15 1.1× 17 331
Tatsuyoshi Miyakoshi Japan 10 286 1.1× 217 0.9× 161 1.6× 32 0.3× 21 1.5× 39 345
Cheng Few Lee United States 8 164 0.6× 169 0.7× 58 0.6× 59 0.6× 20 1.4× 12 232
Adrienne Mack United States 7 263 1.0× 179 0.8× 150 1.5× 67 0.7× 9 0.6× 13 329
Xisong Jin Luxembourg 9 249 0.9× 236 1.0× 75 0.8× 33 0.4× 12 0.9× 15 327
Martijn Boons Netherlands 8 223 0.8× 234 1.0× 122 1.2× 56 0.6× 20 1.4× 21 285
Theodore Simos Greece 7 364 1.4× 296 1.3× 147 1.5× 25 0.3× 12 0.9× 22 418
Tae H. Park United States 6 258 1.0× 241 1.0× 136 1.4× 26 0.3× 5 0.4× 12 282
Lorán Chollete United States 6 261 1.0× 312 1.3× 100 1.0× 38 0.4× 23 1.6× 24 371

Countries citing papers authored by Geoffrey Loudon

Since Specialization
Citations

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

Fields of papers citing papers by Geoffrey Loudon

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Geoffrey Loudon

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

All Works

19 of 19 papers shown
1.
Boamah, Nicholas Addai, Edward Watts, & Geoffrey Loudon. (2017). Regionally integrated asset pricing on the African stock markets: Evidence from the Fama French and Carhart models. Journal of Economics and Business. 92. 29–44. 8 indexed citations
2.
Loudon, Geoffrey. (2017). The impact of global financial market uncertainty on the risk-return relation in the stock markets of G7 countries. Studies in Economics and Finance. 34(1). 2–23. 12 indexed citations
3.
Boamah, Nicholas Addai, Edward Watts, & Geoffrey Loudon. (2016). Investigating temporal variation in the global and regional integration of African stock markets. Journal of Multinational Financial Management. 36. 103–118. 15 indexed citations
4.
Boamah, Nicholas Addai, Edward Watts, & Geoffrey Loudon. (2016). Financial crisis, the real sector and global effects on the African stock markets. The Quarterly Review of Economics and Finance. 65. 88–96. 12 indexed citations
5.
Boamah, Nicholas Addai, Geoffrey Loudon, & Edward Watts. (2016). Structural breaks in the relative importance of country and industry factors in African stock returns. The Quarterly Review of Economics and Finance. 63. 79–88. 14 indexed citations
6.
Liu, Jing, Geoffrey Loudon, & George Milunovich. (2012). Linkages between international REITs: the role of economic factors. Journal of Property Investment and Finance. 30(5). 473–492. 14 indexed citations
7.
Liu, Jing, Geoffrey Loudon, & George Milunovich. (2011). Linkages between the U.S. and Asia-Pacific REITs: The Role of Economic and Financial Factors. SSRN Electronic Journal. 2 indexed citations
8.
9.
Faff, Robert W., et al.. (2010). Asymmetry in return and volatility spillover between equity and bond markets in Australia. Pacific-Basin Finance Journal. 18(3). 272–289. 91 indexed citations
10.
Loudon, Geoffrey & Alan Rai. (2007). Is volatility risk priced after all? Some disconfirming evidence. Applied Financial Economics. 17(5). 357–368. 3 indexed citations
11.
Hobbes, Garry, et al.. (2007). Regime Shifts in the Stock–Bond Relation in Australia. Review of Pacific Basin Financial Markets and Policies. 10(1). 81–99. 8 indexed citations
12.
Loudon, Geoffrey. (2006). Is the risk–return relation positive? Further evidence from a stochastic volatility in mean approach. Applied Financial Economics. 16(13). 981–992. 3 indexed citations
13.
Loudon, Geoffrey, et al.. (2006). Evidence on the issuer effect in warrant overpricing. Applied Financial Economics. 16(3). 223–232. 2 indexed citations
14.
Loudon, Geoffrey. (2004). Financial Risk Exposures in the Airline Industry: Evidence from Australia and New Zealand. Australian Journal of Management. 29(2). 295–316. 20 indexed citations
15.
Loudon, Geoffrey, et al.. (2000). An empirical analysis of alternative parametric ARCH models. Journal of Applied Econometrics. 15(2). 117–136. 49 indexed citations
16.
Loudon, Geoffrey. (1993). THE FOREIGN EXCHANGE OPERATING EXPOSURE OF AUSTRALIAN STOCKS. Accounting and Finance. 33(1). 19–32. 51 indexed citations
17.
Loudon, Geoffrey. (1993). Foreign exchange exposure and the pricing of currency risk in equity returns: Some Australian evidence. Pacific-Basin Finance Journal. 1(4). 335–354. 20 indexed citations
18.
Loudon, Geoffrey. (1990). AMERICAN PUT PRICING: AUSTRALIAN EVIDENCE. Journal of Business Finance & Accounting. 17(2). 297–320. 3 indexed citations
19.
Loudon, Geoffrey. (1988). Put Call Parity Theory: Evidence From The Big Australian. Australian Journal of Management. 13(1). 53–67. 10 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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