Heejin Yang

943 citations
35 papers · 750 · h-index 18

Impact in

  • Finance top 1%
    • Financial Markets and Investment Strategies
    • Financial Risk and Volatility Modeling
  • Accounting top 5%
    • Corporate Finance and Governance
    • Auditing, Earnings Management, Governance

Papers in

    • Financial Markets and Investment Strategies 29
    • Financial Risk and Volatility Modeling 8
    • Stochastic processes and financial applications 4
    • Market Dynamics and Volatility 16
    • Complex Systems and Time Series Analysis 3

Heejin Yang

34 papers receiving 737 citations

Peers

Heejin Yang
Comparison fields: 5 of 34
  • Finance 633
  • Accounting 263
  • Economics and Econometrics 478
  • Management Science and Operations Research 127
  • General Economics, Econometrics and Finance 83
Replace Björn Hagströmer with:
Björn Hagströmer Sweden
Harry Mamaysky United States
Pamela C. Moulton United States
Péter Kondor Austria
Patrick Augustin Canada
Chi-Hsiou Daniel Hung United Kingdom
Qing Tong United States
Puja Padhi India
Guillermo Llorente Spain
Michela Verardo United Kingdom
Heejin Yang relative to Björn Hagströmer Sweden Björn Hagströmer's profile →
Citations per field
00.5×8.2×
Björn Hagströmer · 1×
Citations per year

Countries citing papers authored by Heejin Yang

Since Specialization
Citations

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

Fields of papers citing papers by Heejin Yang

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 6 scholars most cited alongside Heejin Yang, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Heejin Yang Line = papers co-authored together Heejin Yang links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 35 papers — load more, or switch the sort, to bring in the rest.

#Work
1 201688
2 202161
3 201756
4 201647
5 201942
6 201738
7 201537
8 201936
9 201833
10 201932
11 202029
12 201828
13 202128
14 201923
15 201622
16 202320
17 202317
18 201717
19 201717
20 202116

About Heejin Yang

Heejin Yang is a scholar working on Finance, Economics and Econometrics, Accounting, Management Science and Operations Research and Strategy and Management, having authored 35 papers that have together received 750 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (29 papers), Market Dynamics and Volatility (16 papers), Auditing, Earnings Management, Governance (9 papers), Financial Risk and Volatility Modeling (8 papers), Corporate Finance and Governance (7 papers), Stochastic processes and financial applications (4 papers), Stock Market Forecasting Methods (4 papers) and Complex Systems and Time Series Analysis (3 papers). The work is most often cited by research in Finance (633 citations), Accounting (263 citations), Economics and Econometrics (478 citations), Management Science and Operations Research (127 citations) and General Economics, Econometrics and Finance (83 citations). Heejin Yang has collaborated with scholars based in South Korea, United States and Australia. Frequent co-authors include Doojin Ryu, Doowon Ryu, Ali M. Kutan, Hee‐Joon Ahn, Jinyoung Yu and Robert I. Webb. Their work appears in journals such as Journal of Futures Markets, Finance research letters, Emerging Markets Finance and Trade, Emerging Markets Review and Journal of Empirical Finance.

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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