Jonathan D. Jones

2.8k citations
33 papers · 2.1k · 1 hit paper · h-index 13

Impact in

Papers in

    • Market Dynamics and Volatility 12
    • Housing Market and Economics 6
    • Complex Systems and Time Series Analysis 4
    • Financial Markets and Investment Strategies 12
    • Banking stability, regulation, efficiency 6

Jonathan D. Jones

32 papers receiving 1.9k citations

Hit Papers

Testing for Linear and Nonlinear Granger Causality in the Stock Price‐Volume Relation 1994 · 1.1k citations
1.1k0+10+21Years since publication2505007501000

Peers

Jonathan D. Jones
Comparison fields: 5 of 94
  • Finance 1.1k
  • General Economics, Econometrics and Finance 610
  • Economics and Econometrics 1.6k
  • Accounting 414
  • Management Science and Operations Research 181
Replace Ana-Marı́a Fuertes with:
Ana-Marı́a Fuertes United Kingdom
Ronald Huisman Netherlands
Craig Hiemstra United States
Timothy J. Brailsford Australia
Kyle Jurado United States
Stephen Gray Australia
Yangru Wu United States
Claudio Morana Italy
Rajna Gibson Switzerland
Stan Hurn Australia
Jonathan D. Jones relative to Ana-Marı́a Fuertes United Kingdom Ana-Marı́a Fuertes's profile →
Citations per field
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Citations per year

Countries citing papers authored by Jonathan D. Jones

Since Specialization
Citations

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

Fields of papers citing papers by Jonathan D. Jones

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jonathan D. Jones. 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 Jonathan D. Jones. The network helps show where Jonathan D. Jones may publish in the future.

Co-authors

The 14 scholars most cited alongside Jonathan D. Jones, 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 Jonathan D. Jones Line = papers co-authored together Jonathan D. Jones links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 33 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Testing for Linear and Nonlinear Granger Causality in the Stock Price‐Volume Relation
Hit paper breakdown →
19941080
2 1994278
3 1998117
4 2005100
5 198982
6 199173
7 199768
8 199863
9 198859
10 198624
11 198817
12 199716
13 199816
14 198711
15 20019
16
Agent Bank Behavior in Bank Loan Syndications
20048
17 19907
18 20146
19 19875
20 19934

About Jonathan D. Jones

Jonathan D. Jones is a scholar working on Economics and Econometrics, Finance, Accounting, General Economics, Econometrics and Finance and Mathematical Physics, having authored 33 papers that have together received 2.1k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (13 papers), Financial Markets and Investment Strategies (12 papers), Market Dynamics and Volatility (12 papers), Housing Market and Economics (6 papers), Banking stability, regulation, efficiency (6 papers), Corporate Finance and Governance (6 papers), Financial Literacy, Pension, Retirement Analysis (5 papers) and Complex Systems and Time Series Analysis (4 papers). The work is most often cited by research in Finance (1.1k citations), General Economics, Econometrics and Finance (610 citations), Economics and Econometrics (1.6k citations), Accounting (414 citations) and Management Science and Operations Research (181 citations). Jonathan D. Jones has collaborated with scholars based in United States and United Kingdom. Frequent co-authors include Craig Hiemstra, Peter J. Nigro, Gordon J. Alexander, David Joulfaian, William W. Lang, Michael Walsh, Robert L. Kieschnick, Noel D. Uri, Andrew W. Alford and Gordon J. Alexander. Their work appears in journals such as The Journal of Finance, Socio-Economic Planning Sciences, Empirical Economics, Journal of Empirical Finance and Resources Policy.

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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