Iqbal Mansur

545 total citations
32 papers, 418 citations indexed

About

Iqbal Mansur is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Iqbal Mansur has authored 32 papers receiving a total of 418 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 22 papers in Economics and Econometrics and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in Iqbal Mansur's work include Financial Risk and Volatility Modeling (17 papers), Market Dynamics and Volatility (12 papers) and Financial Markets and Investment Strategies (11 papers). Iqbal Mansur is often cited by papers focused on Financial Risk and Volatility Modeling (17 papers), Market Dynamics and Volatility (12 papers) and Financial Markets and Investment Strategies (11 papers). Iqbal Mansur collaborates with scholars based in United States. Iqbal Mansur's co-authors include Elyas Elyasiani, James M. Carson, Elijah Brewer and Michael S. Pagano and has published in prestigious journals such as Journal of International Business Studies, Journal of Banking & Finance and Energy Economics.

In The Last Decade

Iqbal Mansur

30 papers receiving 381 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Iqbal Mansur United States	11	321	288	114	114	26	32	418
Tatsuyoshi Miyakoshi Japan	10	286 0.9×	217 0.8×	161 1.4×	32 0.3×	12 0.5×	39	345
Alden L. Toevs United States	11	203 0.6×	243 0.8×	58 0.5×	58 0.5×	12 0.5×	13	344
Thomas Drechsel United States	7	273 0.9×	230 0.8×	227 2.0×	47 0.4×	16 0.6×	15	423
Dietrich Domanski Switzerland	11	137 0.4×	220 0.8×	107 0.9×	84 0.7×	17 0.7×	23	292
Mohamad Husam Helmi United Kingdom	9	294 0.9×	149 0.5×	119 1.0×	135 1.2×	31 1.2×	32	383
Patrice Poncet France	11	165 0.5×	214 0.7×	56 0.5×	47 0.4×	7 0.3×	43	269
Dániel Holló Germany	5	303 0.9×	398 1.4×	258 2.3×	47 0.4×	7 0.3×	8	519
Andy Haldane United Kingdom	6	200 0.6×	167 0.6×	125 1.1×	43 0.4×	10 0.4×	9	303
Adrienne Mack United States	7	263 0.8×	179 0.6×	150 1.3×	67 0.6×	10 0.4×	13	329
Tsung‐wu Ho Taiwan	12	349 1.1×	181 0.6×	261 2.3×	64 0.6×	33 1.3×	37	426

Countries citing papers authored by Iqbal Mansur

Since Specialization

Citations

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

Fields of papers citing papers by Iqbal Mansur

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Iqbal Mansur

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

All Works

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20 of 20 papers shown

Mansur, Iqbal, et al.. (2020). The Determinants of Conditional Skewness in REIT Returns. Journal of Real Estate Portfolio Management. 26(1). 9–26. 3 indexed citations

Elyasiani, Elyas & Iqbal Mansur. (2016). Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model. Journal of Financial Stability. 28. 49–65. 9 indexed citations

Mansur, Iqbal, et al.. (2015). Equity market implied volatility and energy prices: A double threshold GARCH approach. Energy Economics. 50. 264–272. 8 indexed citations

Mansur, Iqbal, et al.. (2015). Conditional higher order moments in metal asset returns. Quantitative Finance. 16(1). 151–167. 4 indexed citations

Elyasiani, Elyas, et al.. (2012). Sectoral stock return sensitivity to oil price changes: a double-threshold FIGARCH model. Quantitative Finance. 13(4). 593–612. 17 indexed citations

Mansur, Iqbal, et al.. (2011). The Relationship Between Bank Equity Returns And The Brazilian Interest Payments Moratorium. Journal of Applied Business Research (JABR). 5(1). 52–52.

Elyasiani, Elyas, et al.. (2011). Oil price shocks and industry stock returns. Energy Economics. 33(5). 966–974. 2 indexed citations

Elyasiani, Elyas, et al.. (2009). Real-Estate Risk Effects on Financial Institutions' Stock Return Distribution: A Bivariate GARCH Analysis. 4 indexed citations

Elyasiani, Elyas, et al.. (2008). Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis. The Journal of Real Estate Finance and Economics. 40(1). 89–107. 12 indexed citations

10.

Carson, James M., Elyas Elyasiani, & Iqbal Mansur. (2008). Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System‐GARCH Model. Journal of Risk & Insurance. 75(4). 873–891. 33 indexed citations

11.

Brewer, Elijah, et al.. (2007). Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH–M Model. Journal of Risk & Insurance. 74(2). 401–423. 55 indexed citations

12.

Elyasiani, Elyas, Iqbal Mansur, & Michael S. Pagano. (2006). Convergence and risk-return linkages across financial service firms. Journal of Banking & Finance. 31(4). 1167–1190. 10 indexed citations

13.

Brewer, Elijah, et al.. (2006). Interest Rate Sensitivity and Equity Values of Life Insurance Companies: A Garch-M Model. 2 indexed citations

14.

Elyasiani, Elyas, et al.. (2006). Information transmission and spillover in currency markets: A generalized variance decomposition analysis. The Quarterly Review of Economics and Finance. 47(2). 312–330. 3 indexed citations

15.

Elyasiani, Elyas & Iqbal Mansur. (2005). The Association Between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions. Review of Quantitative Finance and Accounting. 25(2). 183–206. 4 indexed citations

16.

Elyasiani, Elyas & Iqbal Mansur. (2004). Bank Stock Return Sensitivities to the Long-Term and Short-Term Interest Rates: A Multivariate GARCH Approach. 20 indexed citations

17.

Elyasiani, Elyas & Iqbal Mansur. (1998). Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model. Journal of Banking & Finance. 22(5). 535–563. 39 indexed citations

18.

Mansur, Iqbal & Elyas Elyasiani. (1995). Sensitivity of Bank Equity Returns to the Level and Volatility of Interest Rates. Managerial Finance. 21(7). 57–77. 5 indexed citations

19.

Mansur, Iqbal, et al.. (1991). THE RELATIONSHIP BETWEEN THE EQUITY RETURN LEVELS OF OIL COMPANIES AND UNANTICIPATED EVENTS: THE CASE OF THE EXXON VALDEZ ACCIDENT. Logistics and transportation review. 27(3). 9 indexed citations

20.

Mansur, Iqbal, et al.. (1989). THE RELATIONSHIP BETWEEN THE EQUITY RETURN LEVELS OF AIRLINE COMPANIES AND UNANTICIPATED EVENTS : THE CASE OF THE 1979 DC-10 GROUNDING. Logistics and transportation review. 25(4). 4 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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