Mark Britten‐Jones

1.7k total citations · 1 hit paper
10 papers, 1.1k citations indexed

About

Mark Britten‐Jones is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Mark Britten‐Jones has authored 10 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 6 papers in Finance, 6 papers in General Economics, Econometrics and Finance and 4 papers in Economics and Econometrics. Recurrent topics in Mark Britten‐Jones's work include Monetary Policy and Economic Impact (4 papers), Financial Risk and Volatility Modeling (4 papers) and Stochastic processes and financial applications (3 papers). Mark Britten‐Jones is often cited by papers focused on Monetary Policy and Economic Impact (4 papers), Financial Risk and Volatility Modeling (4 papers) and Stochastic processes and financial applications (3 papers). Mark Britten‐Jones collaborates with scholars based in United Kingdom, Australia and Hungary. Mark Britten‐Jones's co-authors include Anthony Neuberger, Ingmar Nolte, Kym Anderson and Stephen M. Schaefer and has published in prestigious journals such as The Journal of Finance, Journal of Business Finance & Accounting and Applied Mathematical Finance.

In The Last Decade

Mark Britten‐Jones

8 papers receiving 982 citations

Hit Papers

Option Prices, Implied Price Processes, and Stochastic Vo... 2000 2026 2008 2017 2000 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Option Prices, Implied Price Processes, and Stochastic Volatility
    2000 679 citations Mark Britten‐Jones, Anthony Neuberger The Journal of Finance profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Mark Britten‐Jones United Kingdom 5 968 492 207 157 79 10 1.1k
Jean‐Guy Simonato Canada 17 984 1.0× 430 0.9× 182 0.9× 100 0.6× 100 1.3× 51 1.1k
Nikolaos Panigirtzoglou United Kingdom 12 1.0k 1.0× 491 1.0× 364 1.8× 77 0.5× 65 0.8× 27 1.2k
Sassan Alizadeh United States 5 939 1.0× 711 1.4× 266 1.3× 69 0.4× 97 1.2× 6 1.1k
George Chacko United States 13 931 1.0× 456 0.9× 150 0.7× 113 0.7× 140 1.8× 24 1.0k
Yaw‐Huei Wang Taiwan 14 728 0.8× 563 1.1× 189 0.9× 108 0.7× 87 1.1× 46 813
Shu Yan United States 13 957 1.0× 582 1.2× 249 1.2× 131 0.8× 252 3.2× 45 1.1k
Mark Pitts United States 4 975 1.0× 878 1.8× 275 1.3× 83 0.5× 107 1.4× 7 1.1k
Pok‐sang Lam United States 10 528 0.5× 593 1.2× 337 1.6× 58 0.4× 153 1.9× 14 784
Ramon Rabinovitch United States 9 395 0.4× 299 0.6× 105 0.5× 129 0.8× 136 1.7× 25 608
Thomas H. McCurdy Canada 15 917 0.9× 872 1.8× 422 2.0× 120 0.8× 95 1.2× 38 1.2k

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-authorship network of co-authors of Mark Britten‐Jones

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

All Works

10 of 10 papers shown
1.
Britten‐Jones, Mark. (2013). Fixed Income and Interest Rate Derivative Analysis. Medical Entomology and Zoology.
2.
Britten‐Jones, Mark, Anthony Neuberger, & Ingmar Nolte. (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance & Accounting. 38(5-6). 657–683. 41 indexed citations
3.
Britten‐Jones, Mark, Anthony Neuberger, & Ingmar Nolte. (2010). Improved Inference in Regression with Overlapping Observations. SSRN Electronic Journal. 2 indexed citations
4.
Britten‐Jones, Mark & Anthony Neuberger. (2000). Option Prices, Implied Price Processes, and Stochastic Volatility. The Journal of Finance. 55(2). 839–866. 679 indexed citations breakdown →
5.
Britten‐Jones, Mark. (1999). The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights. The Journal of Finance. 54(2). 655–671. 313 indexed citations
6.
Britten‐Jones, Mark & Stephen M. Schaefer. (1999). Non-Linear Value-at-Risk. SSRN Electronic Journal. 3 indexed citations
7.
Britten‐Jones, Mark & Anthony Neuberger. (1996). Arbitrage pricing with incomplete markets. Applied Mathematical Finance. 3(4). 347–363. 8 indexed citations
8.
Britten‐Jones, Mark, et al.. (1987). Optimal Policy Intervention To Reduce Import Dependence. International Economic Journal. 1(4). 101–106. 4 indexed citations
9.
Britten‐Jones, Mark, et al.. (1987). OPTIMAL POLICY INTERVENTION TO REDUCE IMPORT DEPENDENCE. International Economic Journal. 1(4). 101–106.
10.
Britten‐Jones, Mark, et al.. (1987). ON OPTIMAL SECOND‐BEST TRADE INTERVENTION IN THE PRESENCE OF A DOMESTIC DIVERGENCE. Australian Economic Papers. 26(49). 332–336. 8 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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