Joseph McCarthy

487 total citations
23 papers, 340 citations indexed

About

Joseph McCarthy is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Joseph McCarthy has authored 23 papers receiving a total of 340 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 15 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Joseph McCarthy's work include Market Dynamics and Volatility (10 papers), Financial Risk and Volatility Modeling (9 papers) and Financial Markets and Investment Strategies (8 papers). Joseph McCarthy is often cited by papers focused on Market Dynamics and Volatility (10 papers), Financial Risk and Volatility Modeling (9 papers) and Financial Markets and Investment Strategies (8 papers). Joseph McCarthy collaborates with scholars based in United States and Thailand. Joseph McCarthy's co-authors include Janis K. Zaima, Mohammad Najand, Alexei G. Orlov, A. Can Inci, Bruce Seifert, Michael A. Goldstein and Edward Tower and has published in prestigious journals such as Research in International Business and Finance, Journal of International Financial Markets Institutions and Money and Quantitative Finance.

In The Last Decade

Joseph McCarthy

20 papers receiving 305 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Joseph McCarthy United States	9	243	215	82	69	27	23	340
Francis In Australia	9	217 0.9×	283 1.3×	121 1.5×	50 0.7×	48 1.8×	20	374
Guoshi Tong China	7	188 0.8×	307 1.4×	135 1.6×	49 0.7×	85 3.1×	11	404
John Wei-Shan Hu Taiwan	6	191 0.8×	228 1.1×	132 1.6×	25 0.4×	45 1.7×	10	292
Andrés Fernández United States	9	216 0.9×	216 1.0×	213 2.6×	38 0.6×	14 0.5×	17	361
Langnan Chen China	11	185 0.8×	235 1.1×	100 1.2×	45 0.7×	73 2.7×	33	316
Stig V. Møller Denmark	11	216 0.9×	322 1.5×	159 1.9×	59 0.9×	61 2.3×	32	415
Laurence E. Blose United States	7	133 0.5×	318 1.5×	139 1.7×	92 1.3×	26 1.0×	14	373
Bernd Wilfling Germany	10	242 1.0×	300 1.4×	114 1.4×	47 0.7×	34 1.3×	29	363
Cheng Few Lee United States	8	169 0.7×	164 0.8×	58 0.7×	59 0.9×	20 0.7×	12	232
Marcela Valenzuela Chile	8	280 1.2×	237 1.1×	104 1.3×	64 0.9×	38 1.4×	26	370

Countries citing papers authored by Joseph McCarthy

Since Specialization

Citations

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

Fields of papers citing papers by Joseph McCarthy

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Joseph McCarthy

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

McCarthy, Joseph & Edward Tower. (2021). Static Indexing Beats Tactical Asset Allocation. The Journal of Index Investing. 11-12(4-1). 41–52. 1 indexed citations

McCarthy, Joseph & Edward Tower. (2020). Dynamic Indexing and Allocation: Do they Dominate Simple Static Indexing?. SSRN Electronic Journal.

Goldstein, Michael A., Joseph McCarthy, & Alexei G. Orlov. (2019). The Core, Periphery, and Beyond: Stock Market Comovements among EU and Non‐EU Countries. Financial Review. 54(1). 5–56. 6 indexed citations

McCarthy, Joseph, et al.. (2015). Tactical asset allocation for US pension investors: How tactical should the plan be?. Journal of Asset Management. 16(7). 427–436. 4 indexed citations

Inci, A. Can, et al.. (2014). Flight to Quality for Large Financial Institutions. Bryant Digital Repository (Bryant University). 6. 2 indexed citations

McCarthy, Joseph & Alexei G. Orlov. (2014). Copula-Based Market Comovements in the EU. SSRN Electronic Journal. 1 indexed citations

McCarthy, Joseph & Alexei G. Orlov. (2012). Time-frequency analysis of crude oil and S&P500 futures contracts. Quantitative Finance. 12(12). 1893–1908. 34 indexed citations

Inci, A. Can, et al.. (2011). Financial Contagion: A Local Correlation Analysis. SSRN Electronic Journal.

Inci, A. Can, et al.. (2011). Measuring flight to quality: a local correlation analysis. Review of Accounting and Finance. 10(1). 69–87. 6 indexed citations

10.

Inci, A. Can, et al.. (2010). Financial contagion: A local correlation analysis. Research in International Business and Finance. 25(1). 11–25. 35 indexed citations

11.

McCarthy, Joseph, et al.. (2010). Wavelet domain correlation between the futures prices of natural gas and oil. The Quarterly Review of Economics and Finance. 50(4). 408–414. 32 indexed citations

12.

McCarthy, Joseph, et al.. (2007). An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series. Journal of Economics and Finance. 32(2). 136–147. 4 indexed citations

13.

McCarthy, Joseph, et al.. (2007). Long memory in the volatility of an emerging equity market: The case of Turkey. Journal of International Financial Markets Institutions and Money. 18(4). 305–312. 34 indexed citations

14.

McCarthy, Joseph, et al.. (2005). Analyzing the Impact of Cash Flows and Accruals on Stock Returns. Bryant Digital Repository (Bryant University).

15.

McCarthy, Joseph, et al.. (2003). A Recursive Algorithm For Fractionally Differencing Long Data Series. Journal of Modern Applied Statistical Methods. 2(1). 272–278. 2 indexed citations

16.

McCarthy, Joseph, et al.. (2000). MUSICFX. 348–348. 8 indexed citations

17.

McCarthy, Joseph, et al.. (1997). High-Yield Bond Mutual Funds. The Journal of Fixed Income. 7(2). 35–46. 8 indexed citations

18.

McCarthy, Joseph & Mohammad Najand. (1993). State space modeling of price and volume dependence: Evidence from currency futures. Journal of Futures Markets. 13(4). 335–344. 31 indexed citations

19.

McCarthy, Joseph, Mohammad Najand, & Bruce Seifert. (1990). Empirical Tests of the Proxy Hypothesis. Financial Review. 25(2). 251–263. 26 indexed citations

20.

Zaima, Janis K. & Joseph McCarthy. (1988). THE IMPACT OF BOND RATING CHANGES ON COMMON STOCKS AND BONDS: TESTS OF THE WEALTH REDISTRIBUTION HYPOTHESIS. Financial Review. 23(4). 483–498. 76 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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