James N. Bodurtha

1.2k total citations
23 papers, 812 citations indexed

About

James N. Bodurtha is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, James N. Bodurtha has authored 23 papers receiving a total of 812 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 7 papers in General Economics, Econometrics and Finance and 6 papers in Economics and Econometrics. Recurrent topics in James N. Bodurtha's work include Financial Markets and Investment Strategies (10 papers), Stochastic processes and financial applications (9 papers) and Monetary Policy and Economic Impact (7 papers). James N. Bodurtha is often cited by papers focused on Financial Markets and Investment Strategies (10 papers), Stochastic processes and financial applications (9 papers) and Monetary Policy and Economic Impact (7 papers). James N. Bodurtha collaborates with scholars based in United States, South Korea and Canada. James N. Bodurtha's co-authors include Charles M.C. Lee, Georges Courtadon, Nelson C. Mark, Kaushik I. Amin, Vijay S. Bawa, M. R. Rao, Lemma W. Senbet, Daniel B. Thornton and Judith Benkendorf and has published in prestigious journals such as The Journal of Finance, Review of Financial Studies and Journal of Financial and Quantitative Analysis.

In The Last Decade

James N. Bodurtha

23 papers receiving 736 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
James N. Bodurtha United States	11	725	390	249	197	96	23	812
Shu Yan United States	13	957 1.3×	582 1.5×	249 1.0×	252 1.3×	131 1.4×	45	1.1k
G. O. Bierwag United States	18	719 1.0×	442 1.1×	183 0.7×	148 0.8×	87 0.9×	47	894
Mark Britten‐Jones United Kingdom	5	968 1.3×	492 1.3×	207 0.8×	79 0.4×	157 1.6×	10	1.1k
Mark B. Shackleton United Kingdom	16	859 1.2×	613 1.6×	148 0.6×	234 1.2×	78 0.8×	75	1.0k
Thomas S. Y. Ho United States	10	585 0.8×	257 0.7×	96 0.4×	182 0.9×	88 0.9×	20	656
Pok‐sang Lam United States	10	528 0.7×	593 1.5×	337 1.4×	153 0.8×	58 0.6×	14	784
Paul Schneider Switzerland	15	655 0.9×	299 0.8×	126 0.5×	83 0.4×	42 0.4×	48	719
Jesús Saá-Requejo United States	6	534 0.7×	263 0.7×	54 0.2×	204 1.0×	118 1.2×	8	643
Nikolaos Panigirtzoglou United Kingdom	12	1.0k 1.4×	491 1.3×	364 1.5×	65 0.3×	77 0.8×	27	1.2k
Antti Ilmanen United States	17	949 1.3×	515 1.3×	343 1.4×	244 1.2×	91 0.9×	46	1.1k

Countries citing papers authored by James N. Bodurtha

Since Specialization

Citations

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

Fields of papers citing papers by James N. Bodurtha

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by James N. Bodurtha. 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 James N. Bodurtha. The network helps show where James N. Bodurtha may publish in the future.

Co-authorship network of co-authors of James N. Bodurtha

This figure shows the co-authorship network connecting the top 25 collaborators of James N. Bodurtha. A scholar is included among the top collaborators of James N. Bodurtha 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 James N. Bodurtha. James N. Bodurtha 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

Bodurtha, James N.. (2005). DIVERGENT FAS-133 AND IAS-39 INTEREST RATE RISK HEDGE EFFECTIVENESS: PROBLEM AND REMEDIES. 2(1). 1–13. 5 indexed citations

Bodurtha, James N. & Daniel B. Thornton. (2002). FAS 133 Option Fair Value Hedges. The Journal of Derivatives. 10(1). 62–79. 9 indexed citations

Bodurtha, James N. & Georges Courtadon. (2000). Probabilities and Values of Early Exercise: Spot and Futures Foreign Currency Options. 4 indexed citations

Amin, Kaushik I. & James N. Bodurtha. (1999). Discrete-Time Valuation of American Options with Stochastic Interest Rates. RePEc: Research Papers in Economics. 1 indexed citations

Bodurtha, James N., et al.. (1999). Nonparametric estimation of an implied volatility surface. The Journal of Computational Finance. 2(4). 29–60. 18 indexed citations

Bodurtha, James N., et al.. (1998). Closed-End Country Funds and U.S. Market Sentiment. RePEc: Research Papers in Economics. 12 indexed citations

Bodurtha, James N.. (1997). A Linearization-Based Solution to the Ill-Posed Local Volatility Estimation Problem. 1 indexed citations

Bodurtha, James N. & Georges Courtadon. (1995). Probabilities and Values of Early Exercise. The Journal of Derivatives. 3(1). 57–75. 6 indexed citations

Bodurtha, James N., et al.. (1995). Closed-end Country Funds and U.S. Market Sentiment. Review of Financial Studies. 8(3). 879–918. 263 indexed citations

10.

Bodurtha, James N. & Nelson C. Mark. (1991). Testing the CAPM with Time‐Varying Risks and Returns. The Journal of Finance. 46(4). 1485–1505. 101 indexed citations

11.

Benkendorf, Judith & James N. Bodurtha. (1989). Human genetics education videoshare: Round One.. PubMed. 44(4). 611–5. 1 indexed citations

12.

Bodurtha, James N., et al.. (1989). Economic forces and the stock market: An international perspective. Global Finance Journal. 1(1). 21–46. 50 indexed citations

13.

Bodurtha, James N. & Georges Courtadon. (1988). The pricing of foreign currency options. 9 indexed citations

14.

Bodurtha, James N. & Georges Courtadon. (1987). Tests of an American Option Pricing Model on the Foreign Currency Options Market. Journal of Financial and Quantitative Analysis. 22(2). 153–153. 91 indexed citations

15.

Bodurtha, James N. & Georges Courtadon. (1986). Efficiency Tests of the Foreign Currency Options Market. The Journal of Finance. 41(1). 151–162. 46 indexed citations

16.

Bodurtha, James N. & Georges Courtadon. (1986). Efficiency Tests of the Foreign Currency Options Market. The Journal of Finance. 41(1). 151–151. 13 indexed citations

17.

Bodurtha, James N.. (1986). DISCUSSION. The Journal of Finance. 41(3). 614–616. 1 indexed citations

18.

Bodurtha, James N.. (1986). Integration vs. Segmentation in the Canadian Stock Market: Discussion. The Journal of Finance. 41(3). 614–614. 4 indexed citations

19.

Bawa, Vijay S., et al.. (1985). On Determination of Stochastic Dominance Optimal Sets. The Journal of Finance. 40(2). 417–431. 85 indexed citations

20.

Bawa, Vijay S., et al.. (1985). On Determination of Stochastic Dominance Optimal Sets. The Journal of Finance. 40(2). 417–417. 6 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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