Mark Britten‐Jones

1.7k citations
10 papers · 1.1k · 1 hit paper · h-index 5

Impact in

  • Finance top 0.5%
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Capital Investment and Risk Analysis
    • Monetary Policy and Economic Impact

Papers in

    • Financial Risk and Volatility Modeling 4
    • Stochastic processes and financial applications 3
    • Financial Markets and Investment Strategies 2
    • Monetary Policy and Economic Impact 4
    • Economic Theory and Policy 2

Mark Britten‐Jones

8 papers receiving 982 citations

Mark Britten‐Jones's Hit Papers

Option Prices, Implied Price Processes, and Stochastic Volatility 2000 · 679 citations
6790+8+17Years since publication200400600

Peers

Mark Britten‐Jones
Comparison fields: 5 of 50
  • Finance 968
  • General Economics, Econometrics and Finance 207
  • Economics and Econometrics 492
  • Management Science and Operations Research 157
  • Accounting 79
Replace George Chacko with:
George Chacko United States
Sang Bin Lee South Korea
Domenico Cuoco United States
Nikolaos Panigirtzoglou United Kingdom
Jean‐Guy Simonato Canada
Shu Yan United States
Saikat Nandi United States
Davide Pettenuzzo United States
James N. Bodurtha United States
Paul Schneider Switzerland
Mark Britten‐Jones relative to George Chacko United States George Chacko's profile →
Citations per field
00.5×1.5×2.3×
George Chacko · 1×
Citations per year

Countries citing papers authored by Mark Britten‐Jones

Since Specialization
Citations

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

Fields of papers citing papers by Mark Britten‐Jones

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mark Britten‐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 Mark Britten‐Jones. The network helps show where Mark Britten‐Jones may publish in the future.

Co-authors

The 4 scholars most cited alongside Mark Britten‐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 Mark Britten‐Jones Line = papers co-authored together Mark Britten‐Jones links everyone, so they are left out of the graph.

All Works

10 of 10 papers shown
#Work
1
Option Prices, Implied Price Processes, and Stochastic Volatility
Hit paper breakdown →
2000679
2 1999313
3 201141
4 19878
5 19968
6 19874
7 19993
8 20102
9 19870
10
Fixed Income and Interest Rate Derivative Analysis
20130

About Mark Britten‐Jones

Mark Britten‐Jones is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Management Science and Operations Research and Artificial Intelligence, having authored 10 papers that have together received 1.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (4 papers), Monetary Policy and Economic Impact (4 papers), Stochastic processes and financial applications (3 papers), Economic Growth and Productivity (2 papers), Financial Markets and Investment Strategies (2 papers), Economic Theory and Policy (2 papers), Complex Systems and Time Series Analysis (1 paper) and Statistical Methods and Inference (1 paper). The work is most often cited by research in Finance (968 citations), General Economics, Econometrics and Finance (207 citations), Economics and Econometrics (492 citations), Management Science and Operations Research (157 citations) and Accounting (79 citations). Mark Britten‐Jones has collaborated with scholars based in United Kingdom, Australia and Hungary. Frequent co-authors include Anthony Neuberger, Ingmar Nolte, Kym Anderson and Stephen M. Schaefer. Their work appears in journals such as The Journal of Finance, Journal of Business Finance & Accounting, Applied Mathematical Finance, International Economic Journal and Australian Economic Papers.

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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