John Okunev

1.6k total citations
54 papers, 1.2k citations indexed

About

John Okunev is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, John Okunev has authored 54 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 43 papers in Finance, 27 papers in Economics and Econometrics and 11 papers in General Economics, Econometrics and Finance. Recurrent topics in John Okunev's work include Financial Markets and Investment Strategies (30 papers), Housing Market and Economics (18 papers) and Financial Risk and Volatility Modeling (12 papers). John Okunev is often cited by papers focused on Financial Markets and Investment Strategies (30 papers), Housing Market and Economics (18 papers) and Financial Risk and Volatility Modeling (12 papers). John Okunev collaborates with scholars based in Australia, United States and United Kingdom. John Okunev's co-authors include Patrick Wilson, Derek R. White, Ralf Zurbruegg, Robert W. Kolb, Allan Hodgson, Raymond Chiang, Roger J. Willett, Lawrence G. Goldberg, Peter Liu and David Higgins and has published in prestigious journals such as Journal of Banking & Finance, Journal of Financial and Quantitative Analysis and Economics Letters.

In The Last Decade

John Okunev

51 papers receiving 1.1k citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
John Okunev Australia	19	939	906	285	211	135	54	1.2k
Soosung Hwang South Korea	20	902 1.0×	797 0.9×	167 0.6×	223 1.1×	160 1.2×	80	1.1k
Bob Korkie Canada	12	1.2k 1.2×	665 0.7×	363 1.3×	258 1.2×	355 2.6×	27	1.3k
David M. Modest United States	13	1.2k 1.3×	856 0.9×	359 1.3×	525 2.5×	196 1.5×	15	1.5k
Gerard Gennotte United States	10	1.1k 1.2×	770 0.8×	206 0.7×	361 1.7×	121 0.9×	13	1.3k
Alexandros Kostakis United Kingdom	16	795 0.8×	654 0.7×	301 1.1×	281 1.3×	100 0.7×	40	1.0k
Mark B. Shackleton United Kingdom	16	859 0.9×	613 0.7×	148 0.5×	234 1.1×	78 0.6×	75	1.0k
Jakub W. Jurek United States	13	1.3k 1.3×	752 0.8×	262 0.9×	324 1.5×	61 0.5×	16	1.4k
J. Kenton Zumwalt United States	17	809 0.9×	508 0.6×	157 0.6×	426 2.0×	124 0.9×	46	993
Gonzalo Rubio Spain	15	820 0.9×	560 0.6×	216 0.8×	250 1.2×	77 0.6×	55	985
Ramon P. DeGennaro United States	12	862 0.9×	758 0.8×	263 0.9×	215 1.0×	61 0.5×	75	1.1k

Countries citing papers authored by John Okunev

Since Specialization

Citations

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

Fields of papers citing papers by John Okunev

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of John Okunev

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

All Works

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20 of 20 papers shown

Okunev, John. (2014). Lifestyle or Lifecycle Funds: Are They the Answer to Retirement Wealth Creation?. The Journal of Investing. 23(4). 37–46. 2 indexed citations

Okunev, John. (2010). What Should Your Asset Allocation Be When You Retire?. The journal of wealth management. 12(4). 60–67. 3 indexed citations

Wilson, Patrick, et al.. (2004). Regime Switching in the Real Estate Risk Premium. Pacific Rim Property Research Journal. 10(2). 168–192. 3 indexed citations

Okunev, John & Derek R. White. (2003). Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies. SSRN Electronic Journal. 31 indexed citations

Okunev, John & Derek R. White. (2003). Do Momentum-Based Strategies Still Work in Foreign Currency Markets?. Journal of Financial and Quantitative Analysis. 38(2). 425–425. 227 indexed citations

Wilson, Patrick & John Okunev. (2001). Enhancing information use to improve predictive performance in property markets. Journal of Property Investment and Finance. 19(6). 472–497. 6 indexed citations

Hodgson, Allan, Mohammad Iqbal Tahir, John Okunev, & Roger J. Willett. (2000). Some further considerations applying to the modelling of the earnings/returns relationship. Asian Review of Accounting. 8. 21–32. 1 indexed citations

Okunev, John, et al.. (2000). Modelling the Equity Risk Premium in the Long Term. SSRN Electronic Journal. 5 indexed citations

Wilson, Patrick & John Okunev. (1999). Spectral analysis of real estate and financial assets markets. Journal of Property Investment and Finance. 17(1). 61–74. 29 indexed citations

10.

Okunev, John & Patrick C. Wilson. (1999). What is an Appropriate Value of the Equity Risk Premium?. The Journal of Investing. 8(3). 74–79. 3 indexed citations

11.

Chiang, Raymond, John Okunev, & Mark Tippett. (1997). Stochastic interest rates, transaction costs, and immunizing foreign currency risk. Journal of Futures Markets. 17(5). 579–598.

12.

Wilson, Patrick & John Okunev. (1996). Evidence of segmentation in domestic and international property markets. 7(4). 78–97. 61 indexed citations

13.

Chiang, Raymond, Peter Liu, & John Okunev. (1995). Modelling mean reversion of asset prices towards their fundamental value. Journal of Banking & Finance. 19(8). 1327–1340. 23 indexed citations

14.

Goldberg, Lawrence G., Thomas F. Gosnell, & John Okunev. (1995). Speed of adjustment of the current account: an international comparison. Applied Economics. 27(11). 1017–1024. 4 indexed citations

15.

Hodgson, Allan, et al.. (1993). Accounting for Intangibles: A Theory Perspective. Accounting and Business Research. 23(90). 1 indexed citations

16.

Chiang, Raymond & John Okunev. (1993). An alternative formulation on the pricing of foreign currency options. Journal of Futures Markets. 13(8). 903–907. 2 indexed citations

17.

Hodgson, Allan & John Okunev. (1992). AN ALTERNATIVE APPROACH FOR DETERMINING HEDGE RATIOS FOR FUTURES CONTRACTS. Journal of Business Finance & Accounting. 19(2). 211–224. 11 indexed citations

18.

Okunev, John. (1991). The Generation of Mean Gini Efficient Sets. Journal of Business Finance & Accounting. 18(2). 209–218. 11 indexed citations

19.

Okunev, John. (1989). MEAN GINI CAPITAL ASSET PRICING MODEL: SOME EMPIRICAL EVIDENCE. Accounting and Finance. 29(1). 63–72. 6 indexed citations

20.

Okunev, John. (1988). A Comparative Study of Gini's Mean Difference and Mean Variance in Portfolio Analysis. Accounting and Finance. 28(1). 1–15. 8 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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