Kent G. Becker

611 total citations
10 papers, 472 citations indexed

About

Kent G. Becker is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Kent G. Becker has authored 10 papers receiving a total of 472 indexed citations (citations by other indexed papers that have themselves been cited), including 8 papers in Finance, 8 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Kent G. Becker's work include Market Dynamics and Volatility (8 papers), Financial Markets and Investment Strategies (7 papers) and Monetary Policy and Economic Impact (4 papers). Kent G. Becker is often cited by papers focused on Market Dynamics and Volatility (8 papers), Financial Markets and Investment Strategies (7 papers) and Monetary Policy and Economic Impact (4 papers). Kent G. Becker collaborates with scholars based in United States and Mongolia. Kent G. Becker's co-authors include Joseph E. Finnerty, Manoj Gupta, Joseph H. Friedman, Kenneth J. Kopecky and Alan L. Tucker and has published in prestigious journals such as The Journal of Finance, Journal of Banking & Finance and Journal of International Money and Finance.

In The Last Decade

Kent G. Becker

10 papers receiving 429 citations

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Kent G. Becker	401	398	223	39	24	10	472
Nikos Paltalidis	444 1.1×	449 1.1×	178 0.8×	51 1.3×	14 0.6×	19	536
Jayaram Muthuswamy	392 1.0×	344 0.9×	124 0.6×	58 1.5×	46 1.9×	16	434
Michele Manna	301 0.8×	272 0.7×	180 0.8×	43 1.1×	20 0.8×	14	435
Roméo Tédongap	513 1.3×	337 0.8×	139 0.6×	55 1.4×	32 1.3×	36	568
Bernd Wilfling	242 0.6×	300 0.8×	114 0.5×	47 1.2×	34 1.4×	29	363
Momtchil Pojarliev	260 0.6×	203 0.5×	119 0.5×	42 1.1×	35 1.5×	26	282
Andreas Pericli	323 0.8×	321 0.8×	108 0.5×	30 0.8×	19 0.8×	12	359
Georges Tsafack	260 0.6×	264 0.7×	88 0.4×	27 0.7×	30 1.3×	12	335
Robert-Paul Berben	206 0.5×	232 0.6×	114 0.5×	23 0.6×	12 0.5×	10	277
Peter Vlaar	322 0.8×	266 0.7×	180 0.8×	57 1.5×	35 1.5×	27	421

Countries citing papers authored by Kent G. Becker

Since Specialization

Citations

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

Fields of papers citing papers by Kent G. Becker

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Kent G. Becker. 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 Kent G. Becker. The network helps show where Kent G. Becker may publish in the future.

Co-authorship network of co-authors of Kent G. Becker

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

All Works

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10 of 10 papers shown

Becker, Kent G. & Joseph E. Finnerty. (2000). Indexed Commodity Futures and the Risk and Return of Institutional Portfolios. SSRN Electronic Journal. 13 indexed citations

Becker, Kent G., Joseph E. Finnerty, & Kenneth J. Kopecky. (1996). Macroeconomic news and the efficiency of international bond futures markets. Journal of Futures Markets. 16(2). 131–145. 40 indexed citations

Becker, Kent G., Joseph E. Finnerty, & Joseph H. Friedman. (1995). Economic news and equity market linkages between the U.S. and U.K.. Journal of Banking & Finance. 19(7). 1191–1210. 118 indexed citations

Becker, Kent G., Joseph E. Finnerty, & Kenneth J. Kopecky. (1995). Domestic macroeconomic news and foreign interest rates. Journal of International Money and Finance. 14(6). 763–783. 32 indexed citations

Becker, Kent G., Joseph E. Finnerty, & Alan L. Tucker. (1993). THE OVERNIGHT AND DAILY TRANSMISSION OF STOCK INDEX FUTURES PRICES BETWEEN MAJOR INTERNATIONAL MARKETS. Journal of Business Finance & Accounting. 20(5). 699–710. 9 indexed citations

Becker, Kent G., Joseph E. Finnerty, & Kenneth J. Kopecky. (1993). Economic News and Intraday Volatility in International Bond Markets. Financial Analysts Journal. 49(3). 81–86. 18 indexed citations

Becker, Kent G., Joseph E. Finnerty, & Kenneth J. Kopecky. (1992). The intraday response of U.S. and U.K. interest rates to international economic news. Illinois Digital Environment for Access to Learning and Scholarship (University of Illinois at Urbana-Champaign). 1 indexed citations

Becker, Kent G., Joseph E. Finnerty, & Alan L. Tucker. (1992). THE INTRADAY INTERDEPENDENCE STRUCTURE BETWEEN U.S. AND JAPANESE EQUITY MARKETS. The Journal of Financial Research. 15(1). 27–37. 43 indexed citations

Becker, Kent G., Joseph E. Finnerty, & Manoj Gupta. (1990). The Intertemporal Relation Between the U.S. and Japanese Stock Markets. The Journal of Finance. 45(4). 1297–1306. 133 indexed citations

10.

Becker, Kent G., Joseph E. Finnerty, & Manoj Gupta. (1990). The Intertemporal Relation Between the U. S. and Japanese Stock Markets. The Journal of Finance. 45(4). 1297–1297. 65 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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