John Hull

13.1k total citations · 5 hit papers
47 papers, 8.0k citations indexed

About

John Hull is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, John Hull has authored 47 papers receiving a total of 8.0k indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Finance, 18 papers in Economics and Econometrics and 6 papers in Accounting. Recurrent topics in John Hull's work include Stochastic processes and financial applications (22 papers), Credit Risk and Financial Regulations (18 papers) and Banking stability, regulation, efficiency (18 papers). John Hull is often cited by papers focused on Stochastic processes and financial applications (22 papers), Credit Risk and Financial Regulations (18 papers) and Banking stability, regulation, efficiency (18 papers). John Hull collaborates with scholars based in Canada, United States and Bulgaria. John Hull's co-authors include Alan White, Gerald D. Gay, Mirela Predescu, Wulin Suo, Nahum Biger, Zissis Poulos, Jun Yuan, Andreas Veneris, Zeyu Wang and Antony Unwin and has published in prestigious journals such as The Journal of Finance, Review of Financial Studies and Journal of Banking & Finance.

In The Last Decade

John Hull

44 papers receiving 7.1k citations

Hit Papers

The Pricing of Options on Assets with Stochastic Volatili... 1987 2026 2000 2013 1987 1990 1987 1990 2004 500 1000 1.5k 2.0k
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.

  1. The Pricing of Options on Assets with Stochastic Volatilities
    1987 2.4k citations John Hull, Alan White The Journal of Finance profile →
  2. Pricing Interest-Rate-Derivative Securities
    1990 1.2k citations John Hull, Alan White Review of Financial Studies profile →
  3. The Pricing of Options on Assets with Stochastic Volatilities
    1987 852 citations John Hull, Alan White The Journal of Finance profile →
  4. Options, Futures, and Other Derivative Securities.
    1990 739 citations Gerald D. Gay, John Hull The Journal of Finance profile →
  5. The relationship between credit default swap spreads, bond yields, and credit rating announcements
    2004 716 citations John Hull, Mirela Predescu et al. Journal of Banking & Finance profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
John Hull Canada 23 7.4k 3.0k 912 882 697 47 8.0k
Steven L. Heston United States 24 8.4k 1.1× 3.6k 1.2× 937 1.0× 1.1k 1.3× 561 0.8× 60 9.1k
Jun Pan United States 25 8.1k 1.1× 3.5k 1.2× 977 1.1× 627 0.7× 1.2k 1.7× 51 8.7k
Mark Broadie United States 35 4.7k 0.6× 1.5k 0.5× 494 0.5× 824 0.9× 270 0.4× 80 5.6k
Peter Carr United States 44 10.5k 1.4× 4.1k 1.4× 764 0.8× 1.5k 1.7× 325 0.5× 154 11.4k
Robert A. Jarrow United States 51 11.3k 1.5× 4.7k 1.6× 1.1k 1.2× 853 1.0× 2.9k 4.1× 300 12.7k
Oldrich A Vasicek United States 14 4.2k 0.6× 1.7k 0.6× 1.1k 1.2× 625 0.7× 433 0.6× 25 5.3k
Francis A. Longstaff United States 50 11.9k 1.6× 5.2k 1.7× 2.2k 2.4× 724 0.8× 2.3k 3.3× 113 13.3k
Gurdip Bakshi United States 34 8.2k 1.1× 4.1k 1.4× 1.4k 1.6× 754 0.9× 791 1.1× 105 9.0k
Dilip B. Madan United States 43 12.0k 1.6× 4.8k 1.6× 853 0.9× 1.6k 1.8× 479 0.7× 328 13.0k
William T. Ziemba Canada 35 3.0k 0.4× 2.7k 0.9× 527 0.6× 439 0.5× 631 0.9× 201 5.6k

Countries citing papers authored by John Hull

Since Specialization
Citations

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

Fields of papers citing papers by John Hull

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of John Hull

This figure shows the co-authorship network connecting the top 25 collaborators of John Hull. A scholar is included among the top collaborators of John Hull 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 Hull. John Hull 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.
Hull, John, et al.. (2023). Gamma and vega hedging using deep distributional reinforcement learning. Frontiers in Artificial Intelligence. 6. 1129370–1129370. 11 indexed citations
2.
Hull, John, et al.. (2023). Procedure to determine the optimal Roth IRA versus deductible IRA allocation. Financial Services Review. 25(4). 373–414.
3.
Hull, John, et al.. (2022). Variational Autoencoders: A Hands-Off Approach to Volatility. 4(2). 125–138. 8 indexed citations
4.
Hull, John & Alan White. (2018). Interest rate trees: extensions and applications. Quantitative Finance. 18(7). 1199–1209. 2 indexed citations
5.
Hull, John & Alan White. (2012). CVA and Wrong-Way Risk. Financial Analysts Journal. 68(5). 58–69. 61 indexed citations
6.
Hull, John. (2010). Credit Ratings and the Securitization of Subprime Mortgages. 4 indexed citations
7.
Hull, John, et al.. (2010). The Risk of Tranches Created from Residential Mortgages. 11 indexed citations
8.
Hull, John & Alan White. (2010). The Risk of Tranches Created from Mortgages. Financial Analysts Journal. 66(5). 54–67. 22 indexed citations
9.
Hull, John, et al.. (2009). AN IMPROVED IMPLIED COPULA MODEL AND ITS APPLICATION TO THE VALUATION OF BESPOKE CDO TRANCHES. SSRN Electronic Journal. 11 indexed citations
10.
Hull, John. (2009). The credit crunch of 2007: what went wrong? Why? What lessons can be learned?. The Journal of Credit Risk. 5(2). 3–18. 31 indexed citations
11.
Hull, John, Mirela Predescu, & Alan White. (2005). Bond prices, default probabilities and risk premiums. The Journal of Credit Risk. 1(2). 53–60. 86 indexed citations
12.
Hull, John. (2003). Options, futures & other derivatives. Prentice Hall eBooks. 194 indexed citations
13.
Hull, John & Wulin Suo. (2002). A Methodology for Assessing Model Risk and Its Application to the Implied Volatility Function Model. Journal of Financial and Quantitative Analysis. 37(2). 297–297. 78 indexed citations
14.
Hull, John & Alan White. (1995). The impact of default risk on the prices of options and other derivative securities. Journal of Banking & Finance. 19(2). 299–322. 214 indexed citations
15.
Hull, John & Alan White. (1993). One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities. Journal of Financial and Quantitative Analysis. 28(2). 235–235. 294 indexed citations
16.
Hull, John & Alan White. (1990). Pricing Interest-Rate-Derivative Securities. Review of Financial Studies. 3(4). 573–592. 1215 indexed citations breakdown →
17.
Hull, John & Alan White. (1990). Valuing Derivative Securities Using the Explicit Finite Difference Method. Journal of Financial and Quantitative Analysis. 25(1). 87–87. 220 indexed citations
18.
Gay, Gerald D. & John Hull. (1990). Options, Futures, and Other Derivative Securities.. The Journal of Finance. 45(1). 312–312. 739 indexed citations breakdown →
19.
Hull, John & Alan White. (1987). The Pricing of Options on Assets with Stochastic Volatilities. The Journal of Finance. 42(2). 281–281. 852 indexed citations breakdown →
20.
Biger, Nahum & John Hull. (1983). The Valuation of Currency Options. Financial Management. 12(1). 24–24. 95 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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