Countries citing papers authored by Hendrik Scholz
Since
Specialization
Citations
This map shows the geographic impact of Hendrik Scholz'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 Hendrik Scholz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hendrik Scholz more than expected).
This network shows the impact of papers produced by Hendrik Scholz. 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 Hendrik Scholz. The network helps show where Hendrik Scholz may publish in the future.
Co-authorship network of co-authors of Hendrik Scholz
This figure shows the co-authorship network connecting the top 25 collaborators of Hendrik Scholz.
A scholar is included among the top collaborators of Hendrik Scholz 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 Hendrik Scholz. Hendrik Scholz 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.
Scholz, Hendrik, et al.. (2022). ESG and corporate credit spreads. The Journal of Risk Finance. 23(2). 169–190.58 indexed citations
Scholz, Hendrik, et al.. (2019). Performance of S&P 500 ESG Indices: The Impact of Weighting Methodologies and ESG Ratings. SSRN Electronic Journal.2 indexed citations
Scholz, Hendrik, et al.. (2017). Stock Market Behavior on Ex-Dividend Dates: The Case of Cum-Ex Transactions in Germany. RePEc: Research Papers in Economics.
7.
Scholz, Hendrik, et al.. (2016). Jensen alpha and market climate. Journal of Asset Management. 17(3). 195–214.2 indexed citations
Scholz, Hendrik, et al.. (2010). Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences. SSRN Electronic Journal.3 indexed citations
10.
Scholz, Hendrik, et al.. (2008). Interest Rate Risk of German Financial Institutions - the Impact of Level, Slope, and Curvature of the Term Structure. SSRN Electronic Journal.3 indexed citations
11.
Scholz, Hendrik & Oliver Schnusenberg. (2008). Ranking of Equity Mutual Funds: The Bias in Using Survivorship Bias-Free Datasets. SSRN Electronic Journal.2 indexed citations
12.
Entrop, Oliver, Hendrik Scholz, & Marco Wilkens. (2008). The Price-Setting Behavior of Banks: An Analysis of Open-End Leverage Certificates on the German Market. SSRN Electronic Journal.2 indexed citations
Scholz, Hendrik & Marco Wilkens. (2005). A jigsaw puzzle of basic risk-adjusted performance measures. SSRN Electronic Journal.15 indexed citations
18.
Scholz, Hendrik & Marco Wilkens. (2005). INVESTOR-SPECIFIC PERFORMANCE MEASUREMENT - A JUSTIFICATION OF SHARPE RATIO AND TREYNOR RATIO. SSRN Electronic Journal.17 indexed citations
19.
Scholz, Hendrik & Marco Wilkens. (2005). Interpreting Sharpe Ratios - The Market Climate Bias. SSRN Electronic Journal.11 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.