John C. Cox

27.1k total citations · 7 hit papers
19 papers, 16.4k citations indexed

About

John C. Cox is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, John C. Cox has authored 19 papers receiving a total of 16.4k indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 9 papers in Economics and Econometrics and 3 papers in General Economics, Econometrics and Finance. Recurrent topics in John C. Cox's work include Stochastic processes and financial applications (16 papers), Financial Markets and Investment Strategies (8 papers) and Economic theories and models (6 papers). John C. Cox is often cited by papers focused on Stochastic processes and financial applications (16 papers), Financial Markets and Investment Strategies (8 papers) and Economic theories and models (6 papers). John C. Cox collaborates with scholars based in United States. John C. Cox's co-authors include Stephen A. Ross, Jonathan E. Ingersoll, Mark Rubinstein, Fischer Black, Chi-fu Huang and Hayne E. Leland and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Econometrica.

In The Last Decade

John C. Cox

19 papers receiving 14.2k citations

Hit Papers

A Theory of the Term Structure of Interest Rates 1976 2026 1992 2009 1985 1979 1976 1976 1985 1000 2.0k 3.0k 4.0k 5.0k

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
John C. Cox United States 16 14.6k 7.0k 2.3k 1.6k 1.6k 19 16.4k
Jonathan E. Ingersoll United States 32 11.7k 0.8× 6.3k 0.9× 2.6k 1.1× 1.3k 0.8× 1.6k 1.0× 57 13.6k
Francis A. Longstaff United States 50 11.9k 0.8× 5.2k 0.7× 2.2k 1.0× 724 0.4× 2.3k 1.5× 113 13.3k
Darrell Duffie United States 69 23.2k 1.6× 11.8k 1.7× 4.0k 1.7× 1.7k 1.0× 6.0k 3.8× 199 27.3k
Kenneth J. Singleton United States 45 13.7k 0.9× 8.0k 1.1× 6.0k 2.6× 873 0.5× 2.0k 1.3× 95 17.6k
Myron S. Scholes United States 25 20.2k 1.4× 11.4k 1.6× 2.0k 0.9× 1.1k 0.7× 8.9k 5.6× 47 26.9k
Robert A. Jarrow United States 51 11.3k 0.8× 4.7k 0.7× 1.1k 0.5× 853 0.5× 2.9k 1.8× 300 12.7k
Fischer Black United States 40 29.3k 2.0× 16.1k 2.3× 3.8k 1.7× 1.8k 1.1× 9.2k 5.8× 68 36.3k
J. Michael Harrison United States 42 6.0k 0.4× 3.4k 0.5× 692 0.3× 844 0.5× 690 0.4× 113 10.7k
Dilip B. Madan United States 43 12.0k 0.8× 4.8k 0.7× 853 0.4× 1.6k 1.0× 479 0.3× 328 13.0k
Frank J. Fabozzi United States 48 6.6k 0.5× 4.7k 0.7× 987 0.4× 530 0.3× 2.2k 1.4× 622 10.0k

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 of co-authors of John C. Cox

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

All Works

19 of 19 papers shown
1.
Cox, John C. & Hayne E. Leland. (2000). On dynamic investment strategies. Journal of Economic Dynamics and Control. 24(11-12). 1859–1880. 43 indexed citations
2.
Cox, John C.. (1996). The Constant Elasticity of Variance Option Pricing Model. The Journal of Portfolio Management. 23(5). 15–17. 248 indexed citations
3.
Cox, John C. & Chi-fu Huang. (1992). A continuous-time portfolio turnpike theorem. Journal of Economic Dynamics and Control. 16(3-4). 491–507. 17 indexed citations
4.
Cox, John C. & Chi-fu Huang. (1991). A variational problem arising in financial economics. Journal of Mathematical Economics. 20(5). 465–487. 148 indexed citations
5.
Cox, John C. & Chi-fu Huang. (1989). Optimal consumption and portfolio policies when asset prices follow a diffusion process. Journal of Economic Theory. 49(1). 33–83. 1094 indexed citations breakdown →
6.
Cox, John C., Jonathan E. Ingersoll, & Stephen A. Ross. (1985). An Intertemporal General Equilibrium Model of Asset Prices. Econometrica. 53(2). 363–363. 1250 indexed citations breakdown →
7.
Cox, John C., Jonathan E. Ingersoll, & Stephen A. Ross. (1985). A Theory of the Term Structure of Interest Rates. Econometrica. 53(2). 385–385. 5161 indexed citations breakdown →
8.
Cox, John C., Jonathan E. Ingersoll, & Stephen A. Ross. (1981). A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates. The Journal of Finance. 36(4). 769–799. 333 indexed citations
9.
Cox, John C., Jonathan E. Ingersoll, & Stephen A. Ross. (1981). A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates. The Journal of Finance. 36(4). 769–769. 98 indexed citations
10.
Cox, John C., Jonathan E. Ingersoll, & Stephen A. Ross. (1981). The relation between forward prices and futures prices. Journal of Financial Economics. 9(4). 321–346. 517 indexed citations breakdown →
11.
Cox, John C., Jonathan E. Ingersoll, & Stephen A. Ross. (1980). An Analysis of Variable Rate Loan Contracts. The Journal of Finance. 35(2). 389–403. 176 indexed citations
12.
Cox, John C., Stephen A. Ross, & Mark Rubinstein. (1979). Option pricing: A simplified approach. Journal of Financial Economics. 7(3). 229–263. 3519 indexed citations breakdown →
13.
Cox, John C., Jonathan E. Ingersoll, & Stephen A. Ross. (1979). Duration and the Measurement of Basis Risk. The Journal of Business. 52(1). 51–51. 151 indexed citations
14.
Cox, John C., Jonathan E. Ingersoll, & Stephen A. Ross. (1977). Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims. Journal of Financial and Quantitative Analysis. 12(4). 661–661. 13 indexed citations
15.
Cox, John C. & Stephen A. Ross. (1976). A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY. The Journal of Finance. 31(2). 383–402. 97 indexed citations
16.
Cox, John C. & Stephen A. Ross. (1976). A Survey of Some New Results in Financial Option Pricing Theory. The Journal of Finance. 31(2). 383–383. 15 indexed citations
17.
Black, Fischer & John C. Cox. (1976). VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS. The Journal of Finance. 31(2). 351–367. 1598 indexed citations breakdown →
18.
Cox, John C. & Stephen A. Ross. (1976). The valuation of options for alternative stochastic processes. Journal of Financial Economics. 3(1-2). 145–166. 1916 indexed citations breakdown →
19.
Cox, John C.. (1975). The valuation of financial claims. Xerox University Microfilms eBooks. 4 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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