Joseph L. McCauley

1.7k total citations
65 papers, 952 citations indexed

About

Joseph L. McCauley is a scholar working on Economics and Econometrics, Finance and Statistical and Nonlinear Physics. According to data from OpenAlex, Joseph L. McCauley has authored 65 papers receiving a total of 952 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Economics and Econometrics, 18 papers in Finance and 16 papers in Statistical and Nonlinear Physics. Recurrent topics in Joseph L. McCauley's work include Complex Systems and Time Series Analysis (34 papers), Financial Risk and Volatility Modeling (13 papers) and Market Dynamics and Volatility (10 papers). Joseph L. McCauley is often cited by papers focused on Complex Systems and Time Series Analysis (34 papers), Financial Risk and Volatility Modeling (13 papers) and Market Dynamics and Volatility (10 papers). Joseph L. McCauley collaborates with scholars based in United States, Sri Lanka and Norway. Joseph L. McCauley's co-authors include Gemunu H. Gunaratne, Kevin E. Bassler, Julian Palmore, Lars Seemann, Lijian Chen, Lars Onsager, Sukesh Roy, Jean‐Philippe Bouchaud, Xavier Gabaix and Matthew Nicol and has published in prestigious journals such as Proceedings of the National Academy of Sciences, Physical Review Letters and Physical review. B, Condensed matter.

In The Last Decade

Joseph L. McCauley

63 papers receiving 902 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Joseph L. McCauley United States	15	451	327	215	141	97	65	952
Wolfgang Breymann Switzerland	13	574 1.3×	441 1.3×	370 1.7×	154 1.1×	70 0.7×	34	1.0k
Marco Patriarca Estonia	21	584 1.3×	653 2.0×	189 0.9×	95 0.7×	119 1.2×	57	1.4k
Sı́lvio M. Duarte Queirós Brazil	16	363 0.8×	389 1.2×	197 0.9×	78 0.6×	54 0.6×	69	737
M. Garavaglia Argentina	15	607 1.3×	394 1.2×	248 1.2×	62 0.4×	208 2.1×	103	1.2k
K. Ivanova United States	19	670 1.5×	392 1.2×	212 1.0×	156 1.1×	206 2.1×	66	1.3k
Karina Weron Poland	22	263 0.6×	521 1.6×	182 0.8×	135 1.0×	175 1.8×	81	1.6k
Lisa Borland Brazil	15	644 1.4×	904 2.8×	270 1.3×	48 0.3×	80 0.8×	26	1.2k
Supriya Krishnamurthy Sweden	16	204 0.5×	383 1.2×	133 0.6×	249 1.8×	91 0.9×	47	945
G. R. Jafari Iran	20	943 2.1×	655 2.0×	291 1.4×	266 1.9×	135 1.4×	71	1.7k
M. Sadegh Movahed Iran	16	589 1.3×	342 1.0×	157 0.7×	182 1.3×	41 0.4×	63	1.1k

Countries citing papers authored by Joseph L. McCauley

Since Specialization

Citations

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

Fields of papers citing papers by Joseph L. McCauley

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Joseph L. McCauley. 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 Joseph L. McCauley. The network helps show where Joseph L. McCauley may publish in the future.

Co-authorship network of co-authors of Joseph L. McCauley

This figure shows the co-authorship network connecting the top 25 collaborators of Joseph L. McCauley. A scholar is included among the top collaborators of Joseph L. McCauley 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 Joseph L. McCauley. Joseph L. McCauley 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

McCauley, Joseph L.. (2024). Heisenberg's 1939 reactor theory, Serber's 1943 Los Alamos Primer, and Heisenberg's 1945 Farm Hall critical mass calculation. American Journal of Physics. 92(10). 765–774. 1 indexed citations

McCauley, Joseph L.. (2013). Stochastic Calculus and Differential Equations for Physics and Finance. Cambridge University Press eBooks. 10 indexed citations

McCauley, Joseph L.. (2012). Non-Markov stochastic processes satisfying equations usually associated with a Markov process. The European Physical Journal Special Topics. 204(1). 133–143. 3 indexed citations

Seemann, Lars, Joseph L. McCauley, & Gemunu H. Gunaratne. (2011). Intraday volatility and scaling in high frequency foreign exchange markets. International Review of Financial Analysis. 20(3). 121–126. 16 indexed citations

McCauley, Joseph L., Kevin E. Bassler, & Gemunu H. Gunaratne. (2009). Is integration I(d) applicable to observed economics and finance time series?. International Review of Financial Analysis. 18(3). 101–108. 1 indexed citations

Bassler, Kevin E., Gemunu H. Gunaratne, & Joseph L. McCauley. (2008). Dynamics of real financial markets: A reply to Frank’s comment. Physica A Statistical Mechanics and its Applications. 387(13). 3239–3241. 1 indexed citations

McCauley, Joseph L.. (2007). Ito Processes with Finitely Many States of Memory. MPRA Paper. 3 indexed citations

Bassler, Kevin E., Joseph L. McCauley, & Gemunu H. Gunaratne. (2007). Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets. Proceedings of the National Academy of Sciences. 104(44). 17287–17290. 48 indexed citations

McCauley, Joseph L., Gemunu H. Gunaratne, & Kevin E. Bassler. (2006). Finance Market Dynamics with Option Pricing. arXiv (Cornell University). 2 indexed citations

10.

Bouchaud, Jean‐Philippe, et al.. (2005). Noise And Fluctuations in Econophysics And Finance. 14 indexed citations

11.

McCauley, Joseph L.. (2003). Thermodynamic analogies in economics and finance: instability of markets. Physica A Statistical Mechanics and its Applications. 329(1-2). 199–212. 1 indexed citations

12.

McCauley, Joseph L.. (2001). Neo-classical theory of competition or Adam Smith's hand as mathematized ideology. Physica A Statistical Mechanics and its Applications. 299(1-2). 294–298. 4 indexed citations

13.

McCauley, Joseph L.. (1998). The Galaxy Distribution. Fractals. 6(2). 109–119. 2 indexed citations

14.

McCauley, Joseph L.. (1997). Classical mechanics transformations, flows, integrable, and chaotic dynamics. 16 indexed citations

15.

McCauley, Joseph L.. (1995). Weak electrolytes, Brownian motion, vortices in superfluid films, and Odins Aker. Journal of Statistical Physics. 78(1-2). 531–548. 1 indexed citations

16.

McCauley, Joseph L.. (1993). Chaos, Dynamics, and Fractals. 42 indexed citations

17.

McCauley, Joseph L.. (1990). DETERMINISTIC STATISTICAL INDEPENDENCE, NONPERIODIC SYMBOL SEQUENCES AND GIBBS DISTRIBUTIONS. International Journal of Modern Physics B. 4(9). 1517–1530. 1 indexed citations

18.

McCauley, Joseph L. & Julian Palmore. (1986). Computable chaotic orbits. Physics Letters A. 115(9). 433–436. 14 indexed citations

19.

McCauley, Joseph L.. (1979). Brownian motion, boundary layers, and quantized vortex production in thinHe4films. Physical review. B, Condensed matter. 20(5). 1928–1933. 10 indexed citations

20.

McCauley, Joseph L.. (1977). Dissociation of a two-dimensional Coulomb gas at low temperatures. Journal of Physics C Solid State Physics. 10(5). 689–692. 13 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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