Jan Ericsson

1.8k total citations
39 papers, 1.1k citations indexed

About

Jan Ericsson is a scholar working on Finance, Accounting and Strategy and Management. According to data from OpenAlex, Jan Ericsson has authored 39 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Finance, 10 papers in Accounting and 8 papers in Strategy and Management. Recurrent topics in Jan Ericsson's work include Credit Risk and Financial Regulations (33 papers), Banking stability, regulation, efficiency (22 papers) and Stochastic processes and financial applications (16 papers). Jan Ericsson is often cited by papers focused on Credit Risk and Financial Regulations (33 papers), Banking stability, regulation, efficiency (22 papers) and Stochastic processes and financial applications (16 papers). Jan Ericsson collaborates with scholars based in Canada, Sweden and United States. Jan Ericsson's co-authors include Olivier Renault, Joel Reneby, Kris Jacobs, Redouane Elkamhi, Hao Wang, Christopher A. Parsons, Hitesh Doshi, Stuart M. Turnbull, Xiao Huang and Hao Wang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Jan Ericsson

38 papers receiving 1000 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Jan Ericsson Canada 16 1.0k 454 232 95 58 39 1.1k
Rainer Jankowitsch Austria 14 895 0.9× 326 0.7× 316 1.4× 49 0.5× 100 1.7× 42 971
Jennifer L. Koski United States 13 765 0.8× 666 1.5× 315 1.4× 149 1.6× 63 1.1× 25 915
Young Ho Eom South Korea 9 1.0k 1.0× 467 1.0× 206 0.9× 76 0.8× 68 1.2× 36 1.1k
Gjergji Cici United States 15 658 0.6× 544 1.2× 242 1.0× 75 0.8× 37 0.6× 40 730
Simone Varotto United Kingdom 9 549 0.5× 348 0.8× 215 0.9× 29 0.3× 78 1.3× 33 680
Mila Getmansky United States 10 1.1k 1.1× 495 1.1× 593 2.6× 66 0.7× 91 1.6× 16 1.1k
Ken B. Cyree United States 15 476 0.5× 289 0.6× 310 1.3× 35 0.4× 86 1.5× 41 601
Shafiqur Rahman United States 9 422 0.4× 327 0.7× 262 1.1× 59 0.6× 56 1.0× 13 502
Steven X. Wei Hong Kong 11 417 0.4× 397 0.9× 269 1.2× 126 1.3× 68 1.2× 18 634
Guillermo Llorente Spain 3 603 0.6× 340 0.7× 390 1.7× 34 0.4× 87 1.5× 6 685

Countries citing papers authored by Jan Ericsson

Since Specialization
Citations

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

Fields of papers citing papers by Jan Ericsson

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jan Ericsson

This figure shows the co-authorship network connecting the top 25 collaborators of Jan Ericsson. A scholar is included among the top collaborators of Jan Ericsson 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 Jan Ericsson. Jan Ericsson 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.
Doshi, Hitesh, et al.. (2024). The risk and return of equity and credit index options. Journal of Financial Economics. 161. 103932–103932.
2.
Doshi, Hitesh, et al.. (2021). Asset Variance Risk and Compound Option Prices. SSRN Electronic Journal. 2 indexed citations
3.
Ericsson, Jan, et al.. (2016). Leverage and asymmetric volatility: The firm-level evidence. Journal of Empirical Finance. 38. 1–21. 16 indexed citations
4.
Ericsson, Jan, et al.. (2016). Variance Risk Premium and Investment Uncertainty. SSRN Electronic Journal. 2 indexed citations
5.
Ericsson, Jan, Joel Reneby, & Hao Wang. (2015). Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets. Quarterly Journal of Finance. 5(3). 1550007–1550007. 16 indexed citations
6.
Doshi, Hitesh, Jan Ericsson, Kris Jacobs, & Stuart M. Turnbull. (2013). Pricing Credit Default Swaps with Observable Covariates. Review of Financial Studies. 26(8). 2049–2094. 51 indexed citations
7.
Elkamhi, Redouane, et al.. (2011). Time-Varying Asset Volatility and the Credit Spread Puzzle. SSRN Electronic Journal. 3 indexed citations
8.
Doshi, Hitesh, Jan Ericsson, Kris Jacobs, & Stuart M. Turnbull. (2011). On Pricing Credit Default Swaps with Observable Covariates. SSRN Electronic Journal. 26 indexed citations
9.
Ericsson, Jan, et al.. (2009). The Determinants of Credit Default Swap Premia. Journal of Financial and Quantitative Analysis. 44(1). 109–132. 16 indexed citations
10.
Elkamhi, Redouane & Jan Ericsson. (2009). Time Varying Risk Premia in Corporate Bond Markets. SSRN Electronic Journal. 1 indexed citations
11.
Ericsson, Jan & Joel Reneby. (2005). Estimating Structural Bond Pricing Models. The Journal of Business. 78(2). 707–735. 84 indexed citations
12.
Ericsson, Jan, et al.. (2005). The Determinants of Credit Default Swap Premia. SSRN Electronic Journal. 103 indexed citations
13.
Reneby, Joel & Jan Ericsson. (2004). Implementing Structural Credit Risk Models using Both Stock and Bond Prices - An Empirical Study. SSRN Electronic Journal. 3 indexed citations
14.
Ericsson, Jan & Joel Reneby. (2003). Valuing Corporate Liabilities. RePEc: Research Papers in Economics. 7 indexed citations
15.
Ericsson, Jan & Olivier Renault. (2003). Liquidity and Credit Risk. SSRN Electronic Journal. 57 indexed citations
16.
Ericsson, Jan & Joel Reneby. (2003). Stock options as barrier contingent claims. Applied Mathematical Finance. 10(2). 121–147. 4 indexed citations
17.
Ericsson, Jan & Joel Reneby. (2001). Estimating Structural Bond Pricing Models. SSRN Electronic Journal. 19 indexed citations
18.
Ericsson, Jan. (1997). Credit Risk in Corporate Securities and Derivatives Valuation and Optimal Capital Structure Choice. 19 indexed citations
19.
Ericsson, Jan & Joel Reneby. (1997). Stock Options as Barrier Contingent Claims. SSRN Electronic Journal. 2 indexed citations
20.
Ericsson, Jan & Joel Reneby. (1996). A Framework for Valuing Corporate Securities. SSRN Electronic Journal. 7 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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