Mark McDonald

693 total citations
9 papers, 378 citations indexed

About

Mark McDonald is a scholar working on Economics and Econometrics, Finance and Statistical and Nonlinear Physics. According to data from OpenAlex, Mark McDonald has authored 9 papers receiving a total of 378 indexed citations (citations by other indexed papers that have themselves been cited), including 8 papers in Economics and Econometrics, 5 papers in Finance and 4 papers in Statistical and Nonlinear Physics. Recurrent topics in Mark McDonald's work include Complex Systems and Time Series Analysis (8 papers), Complex Network Analysis Techniques (4 papers) and Financial Markets and Investment Strategies (2 papers). Mark McDonald is often cited by papers focused on Complex Systems and Time Series Analysis (8 papers), Complex Network Analysis Techniques (4 papers) and Financial Markets and Investment Strategies (2 papers). Mark McDonald collaborates with scholars based in United Kingdom, United States and Slovakia. Mark McDonald's co-authors include Stacy Williams, Sam Howison, Mason A. Porter, Daniel J. Fenn, Neil F. Johnson, Martin Gould, Nick S. Jones, Peter J. Mucha, Raphael Hauser and Guannan Zhao and has published in prestigious journals such as Physica A Statistical Mechanics and its Applications, Quantitative Finance and Physical Review E.

In The Last Decade

Mark McDonald

9 papers receiving 363 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Mark McDonald United Kingdom	7	282	171	101	99	24	9	378
Stacy Williams United Kingdom	8	301 1.1×	186 1.1×	123 1.2×	99 1.0×	24 1.0×	10	413
Ioane Muni Toke France	6	340 1.2×	194 1.1×	79 0.8×	100 1.0×	23 1.0×	14	432
Leonidas Sandoval Brazil	8	452 1.6×	183 1.1×	79 0.8×	163 1.6×	28 1.2×	10	527
Daniel J. Fenn United States	5	193 0.7×	135 0.8×	79 0.8×	93 0.9×	17 0.7×	7	326
Wei-Qiang Huang China	12	445 1.6×	179 1.0×	67 0.7×	185 1.9×	21 0.9×	37	565
Reza Raei Iran	10	218 0.8×	96 0.6×	61 0.6×	131 1.3×	21 0.9×	39	325
Darko Stošić Brazil	11	315 1.1×	117 0.7×	47 0.5×	120 1.2×	11 0.5×	18	424
Gitit Gur-Gershgoren Israel	7	373 1.3×	167 1.0×	34 0.3×	189 1.9×	22 0.9×	9	482
Ashadun Nobi Bangladesh	11	338 1.2×	87 0.5×	61 0.6×	210 2.1×	33 1.4×	25	401
Zygmunt Mazur Poland	7	247 0.9×	139 0.8×	38 0.4×	117 1.2×	25 1.0×	29	321

Countries citing papers authored by Mark McDonald

Since Specialization

Citations

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

Fields of papers citing papers by Mark McDonald

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Mark McDonald

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

All Works

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9 of 9 papers shown

1.

McDonald, Mark, et al.. (2018). Relative Robust Portfolio Optimization with benchmark regret. Quantitative Finance. 18(12). 1991–2003. 8 indexed citations

2.

Gould, Martin, Mason A. Porter, Stacy Williams, et al.. (2013). Limit order books. Quantitative Finance. 13(11). 1709–1742. 144 indexed citations

3.

Zhao, Guannan, et al.. (2013). Transition in the waiting-time distribution of price-change events in a global socioeconomic system. Physica A Statistical Mechanics and its Applications. 392(24). 6458–6469. 3 indexed citations

4.

Gould, Martin, et al.. (2012). Limit Order Books. SSRN Electronic Journal. 17 indexed citations

5.

Fenn, Daniel J., Mason A. Porter, Peter J. Mucha, et al.. (2012). Dynamical clustering of exchange rates. Quantitative Finance. 12(10). 1493–1520. 37 indexed citations

6.

Fenn, Daniel J., Mason A. Porter, Stacy Williams, et al.. (2011). Temporal evolution of financial-market correlations. Physical Review E. 84(2). 26109–26109. 74 indexed citations

7.

Gould, Martin, Mason A. Porter, Stacy Williams, et al.. (2010). The Limit Order Book: A Survey. arXiv (Cornell University). 5 indexed citations

8.

McDonald, Mark, et al.. (2008). Impact of unexpected events, shocking news, and rumors on foreign exchange market dynamics. Physical Review E. 77(4). 46110–46110. 17 indexed citations

9.

McDonald, Mark, et al.. (2005). Detecting a currency’s dominance or dependence using foreign exchange network trees. Physical Review E. 72(4). 46106–46106. 73 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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