Jin E. Zhang

2.6k citations
102 papers · 1.9k indexed · h-index 21

Impact in

  • Finance top 0.5%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Nonlinear Waves and Solitons
    • Nonlinear Photonic Systems

Papers in

    • Stochastic processes and financial applications 59
    • Financial Markets and Investment Strategies 56
    • Financial Risk and Volatility Modeling 46
    • Capital Investment and Risk Analysis 8
    • Market Dynamics and Volatility 22
    • Complex Systems and Time Series Analysis 8

Jin E. Zhang

95 papers receiving 1.8k citations

Peers

Jin E. Zhang
Comparison fields: 5 of 75
  • Finance 1.2k
  • Statistical and Nonlinear Physics 410
  • Economics and Econometrics 697
  • General Economics, Econometrics and Finance 167
  • Modeling and Simulation 73
Replace Vadim Linetsky with:
Vadim Linetsky United States
Carl Chiarella Australia
Nizar Touzi France
Fausto Gozzi Italy
Sergei Levendorskiı̌ United States
Jan Ubøe Norway
Damiano Brigo United Kingdom
Hans Föllmer Germany
Svetlozar T. Rachev United States
David Dickinson United Kingdom
Jin E. Zhang relative to Vadim Linetsky United States Vadim Linetsky's profile →
Citations per field
00.5×1.7×
Vadim Linetsky · 1×
Citations per year

Countries citing papers authored by Jin E. Zhang

Since Specialization
Citations

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

Fields of papers citing papers by Jin E. Zhang

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jin E. Zhang. 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 Jin E. Zhang. The network helps show where Jin E. Zhang may publish in the future.

Co-authorship network

The 25 scholars most cited alongside Jin E. Zhang, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Jin E. Zhang Line = papers co-authored together Jin E. Zhang links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20240
2 20241
3 20240
4 202315
5 20232
6 20231
7 20233
8 20223
9 20228
10 20220
11 20223
12 20212
13 20215
14 20211
15 202110
16 20215
17 20209
18 20203
19 20196
20
The Market for Volatility Trading; VIX Futures
20072

About Jin E. Zhang

Jin E. Zhang is a scholar working on Finance, Economics and Econometrics, General Energy, General Economics, Econometrics and Finance and Statistical and Nonlinear Physics, having authored 102 papers that have together received 1.9k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (59 papers), Financial Markets and Investment Strategies (56 papers), Financial Risk and Volatility Modeling (46 papers), Market Dynamics and Volatility (22 papers), Nonlinear Waves and Solitons (10 papers), Monetary Policy and Economic Impact (8 papers), Complex Systems and Time Series Analysis (8 papers) and Capital Investment and Risk Analysis (8 papers). The work is most often cited by research in Finance (1.2k citations), Statistical and Nonlinear Physics (410 citations), Economics and Econometrics (697 citations), General Economics, Econometrics and Finance (167 citations) and Modeling and Simulation (73 citations). Jin E. Zhang has collaborated with scholars based in New Zealand, China and Hong Kong. Frequent co-authors include Yishen Li, Jinghong Shu, Yingzi Zhu, Xinfeng Ruan, Menachem Brenner, Dazhong Wu, Paul R. Kleindorfer, Xingguo Luo, Wen‐Xiu Ma and Sebastian A. Gehricke. Their work appears in journals such as Journal of Futures Markets, Pacific-Basin Finance Journal, Review of Derivatives Research, International Review of Finance and Quantitative Finance.

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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2026