John C. Cox

27.1k citations
19 papers · 16.4k indexed · 7 hit papers · h-index 16

John C. Cox

19 papers receiving 14.2k citations

Hit Papers

Optimal consumption and portfolio policies when asset pri...1.1k197620261992200910002.0k3.0k4.0k5.0k

Peers

John C. Cox
Comparison fields: 5 of 126
  • Finance 14.6k
  • General Economics, Econometrics and Finance 2.3k
  • Economics and Econometrics 7.0k
  • Accounting 1.6k
  • Demography 1.6k
Replace Jonathan E. Ingersoll with:
Jonathan E. Ingersoll United States
Kenneth J. Singleton United States
Myron S. Scholes United States
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Francis A. Longstaff United States
J. Michael Harrison United States
Dilip B. Madan United States
Frank J. Fabozzi United States
Fischer Black United States
John C. Cox relative to Jonathan E. Ingersoll United States Jonathan E. Ingersoll's profile →
Citations per field
00.5×1.7×
Jonathan E. Ingersoll · 1×
Citations per year

Countries citing papers authored by John C. Cox

Since Specialization
Citations

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

Fields of papers citing papers by John C. Cox

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by John C. Cox. 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 John C. Cox. The network helps show where John C. Cox may publish in the future.

Co-authorship network

The 6 scholars most cited alongside John C. Cox, 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 John C. Cox Line = papers co-authored together John C. Cox links everyone, so they are left out of the graph.

All Works

19 of 19 papers shown
#Work
1 200043
2 1996248
3 199217
4 1991148
5
Optimal consumption and portfolio policies when asset prices follow a diffusion processbreakdown →
19891094
6
An Intertemporal General Equilibrium Model of Asset Pricesbreakdown →
19851250
7
A Theory of the Term Structure of Interest Ratesbreakdown →
19855161
8 1981333
9
The relation between forward prices and futures pricesbreakdown →
1981517
10 198198
11 1980176
12
Option pricing: A simplified approachbreakdown →
19793519
13 1979151
14 197713
15 197615
16
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONSbreakdown →
19761598
17 197697
18
The valuation of options for alternative stochastic processesbreakdown →
19761916
19
The valuation of financial claims
19754

About John C. Cox

John C. Cox is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 19 papers that have together received 16.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (16 papers), Financial Markets and Investment Strategies (8 papers), Economic theories and models (6 papers), Credit Risk and Financial Regulations (5 papers), Capital Investment and Risk Analysis (5 papers), Monetary Policy and Economic Impact (3 papers), Financial Reporting and Valuation Research (2 papers) and Housing Market and Economics (2 papers). The work is most often cited by research in Finance (14.6k citations), General Economics, Econometrics and Finance (2.3k citations) and Economics and Econometrics (7.0k citations). John C. Cox has collaborated with scholars based in United States. Frequent co-authors include Stephen A. Ross, Jonathan E. Ingersoll, Mark Rubinstein, Fischer Black, Chi-fu Huang and Hayne E. Leland. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Journal of Economic Dynamics and Control, Econometrica and The Journal of Portfolio Management.

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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