Countries citing papers authored by James T. Moser
Since
Specialization
Citations
This map shows the geographic impact of James T. Moser'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 T. Moser with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites James T. Moser more than expected).
This network shows the impact of papers produced by James T. Moser. 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 T. Moser. The network helps show where James T. Moser may publish in the future.
Co-authorship network of co-authors of James T. Moser
This figure shows the co-authorship network connecting the top 25 collaborators of James T. Moser.
A scholar is included among the top collaborators of James T. Moser 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 T. Moser. James T. Moser 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.
Büyükşahin, Bahattin, Thomas K. Lee, James T. Moser, & Michel A. Robe. (2012). Physical Markets, Paper Markets and the WTI-Brent Spread. SSRN Electronic Journal.3 indexed citations
Moser, James T. & Paul Kofman. (2006). Stock Margins and the Conditional Probability of Price Reversals. SSRN Electronic Journal.1 indexed citations
4.
Brewer, Elijah, William E. Jackson, & James T. Moser. (2001). The Value of Using Interest Rate Derivatives to Manage Risk at U.S. Banking Organizations. SSRN Electronic Journal. 25(3). 49–66.9 indexed citations
5.
Moser, James T.. (2001). Fostering Mainstream Financial Access: WWW.Chicagofed.Org/unbanked/. Chicago Fed Letter. 1.
6.
Moser, James T.. (2000). A Modest Proposal: Securitizing Multinational LDC Debt. Chicago Fed Letter. 1.
7.
Kofman, Paul & James T. Moser. (1999). Spreads, Information Flows and Transparency Across Trading Systems Federal Reserve Bank of Chicago, Issues in Financial Regulation. SSRN Electronic Journal.1 indexed citations
8.
Moser, James T.. (1998). Credit Derivatives: The Latest New Thing. Chicago Fed Letter. 1.1 indexed citations
9.
Moser, James T.. (1998). Credit Derivatives: Just-in-Time Provisioning for Loan Losses. SSRN Electronic Journal. 22(4). 2–11.2 indexed citations
10.
Moser, James T.. (1996). The Economics of Disclosure Requirements for Derivatives. Chicago Fed Letter. 1.1 indexed citations
Moser, James T.. (1994). What Is Multilateral Clearing and Who Cares. Chicago Fed Letter. 1.
13.
Moser, James T., et al.. (1994). Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior. SSRN Electronic Journal.6 indexed citations
14.
Franses, Philip Hans, Paul Kofman, & James T. Moser. (1994). Garch effects on a test of cointegration. Review of Quantitative Finance and Accounting. 4(1). 19–26.8 indexed citations
15.
Moser, James T.. (1994). Does Program Trading Cause Stock Prices to Overreact. RePEc: Research Papers in Economics. 18(4). 19–24.1 indexed citations
16.
Moser, James T.. (1991). Futures margin and excess volatility. Chicago Fed Letter.1 indexed citations
Moser, James T.. (1986). Pricing futures contracts : restrictions on trading-day price changes. OhioLink ETD Center (Ohio Library and Information Network).
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Rankless may not fully capture the entirety of a scholar's output or impact.