Jesper Lund

1.6k total citations · 1 hit paper
7 papers, 1.1k citations indexed

About

Jesper Lund is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Jesper Lund has authored 7 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 7 papers in Finance, 2 papers in General Economics, Econometrics and Finance and 2 papers in Economics and Econometrics. Recurrent topics in Jesper Lund's work include Financial Markets and Investment Strategies (4 papers), Stochastic processes and financial applications (4 papers) and Credit Risk and Financial Regulations (3 papers). Jesper Lund is often cited by papers focused on Financial Markets and Investment Strategies (4 papers), Stochastic processes and financial applications (4 papers) and Credit Risk and Financial Regulations (3 papers). Jesper Lund collaborates with scholars based in Denmark, United States and Switzerland. Jesper Lund's co-authors include Torben G. Andersen, Luca Benzoni, Tom Engsted, Charlotte Christiansen, Jens Dick‐Nielsen and Jacob Gyntelberg and has published in prestigious journals such as The Journal of Finance, Journal of Econometrics and Journal of International Money and Finance.

In The Last Decade

Jesper Lund

7 papers receiving 1.0k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

An Empirical Investigation of Continuous‐Time Equity Return Models

2002 664 citations Torben G. Andersen, Luca Benzoni et al. The Journal of Finance profile →

Peers

Jesper Lund

FINAN

EE

GEEF

DEMOG

SP

Robert L. Kimmel United States

Jean‐Guy Simonato Canada

Nikolaos Panigirtzoglou United Kingdom

Sang Bin Lee South Korea

K. Ben Nowman United Kingdom

Suzanne S. Lee United States

H. Gifford Fong United States

Nour Meddahi Canada

Lars Stentoft Canada

Don H. Kim United States

Robert L. Kimmel United States

Jesper Lund

743 ×0.7

FINAN

251 ×0.6

EE

179 ×0.6

GEEF

90 ×1.0

DEMOG

72 ×1.2

SP

Citations per year, relative to Jesper Lund Jesper Lund (= 1×) peers Robert L. Kimmel

Countries citing papers authored by Jesper Lund

Since Specialization

Citations

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

Fields of papers citing papers by Jesper Lund

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jesper Lund

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

All Works

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7 of 7 papers shown

1.

Dick‐Nielsen, Jens, Jesper Lund, & Jacob Gyntelberg. (2014). From Funding Liquidity to Market Liquidity: Evidence from Danish Bond Markets. 5 indexed citations

2.

Andersen, Torben G., Luca Benzoni, & Jesper Lund. (2002). An Empirical Investigation of Continuous‐Time Equity Return Models. The Journal of Finance. 57(3). 1239–1284. 664 indexed citations breakdown →

3.

Christiansen, Charlotte & Jesper Lund. (2001). Revisiting the Shape of the Yield Curve: The Effect of Interest Rate Volatility. SSRN Electronic Journal. 12 indexed citations

4.

Lund, Jesper. (1999). A Model for Studying the Effect of EMU on European Yield Curves. European Finance Review. 2(3). 321–363. 20 indexed citations

5.

Engsted, Tom & Jesper Lund. (1997). Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors. Applied Financial Economics. 7(6). 659–665. 21 indexed citations

6.

Andersen, Torben G. & Jesper Lund. (1997). Estimating continuous-time stochastic volatility models of the short-term interest rate. Journal of Econometrics. 77(2). 343–377. 341 indexed citations

7.

Lund, Jesper & Tom Engsted. (1996). GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets. Journal of International Money and Finance. 15(4). 497–521. 48 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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