Pierre Collin‐Dufresne

7.7k citations
88 papers · 4.6k indexed · 1 hit paper · h-index 29
Topics
Financial Markets and Investment Strategies (44 papers)Credit Risk and Financial Regulations (32 papers)Banking stability, regulation, efficiency (31 papers)

In The Last Decade

Pierre Collin‐Dufresne

87 papers receiving 4.4k citations

Hit Papers

Do Credit Spreads Reflect Stationary Leverage Ratios?20012026200920172001100200300400500

Peers

Pierre Collin‐Dufresne
Comparison fields: 5 of 77
  • Finance 4.1k
  • Economics and Econometrics 1.9k
  • Accounting 1.3k
  • General Economics, Econometrics and Finance 752
  • Demography 258
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Citations per field
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Citations per year

Countries citing papers authored by Pierre Collin‐Dufresne

Since Specialization
Citations

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

Fields of papers citing papers by Pierre Collin‐Dufresne

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pierre Collin‐Dufresne. 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 Pierre Collin‐Dufresne. The network helps show where Pierre Collin‐Dufresne may publish in the future.

Co-authorship network of co-authors of Pierre Collin‐Dufresne

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

All Works

20 of 20 papers shown
#WorkIndexed citations
1 3
2 7
3 0
4 5
5
Liquidity, Volume, and Volatility
1
6 28
7 25
8
Informed Trading and Option Prices: Evidence from Activist Trading
2
9 60
10
Moral Hazard, Informed Trading, and Stock Prices
2
11 4
12 13
13 11
14 11
15 8
16
Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs
1
17
Identification of Maximal Affine Term Structure Models
14
18 6
19
Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options
5
20
A Closed Form Formula for Valuing Mortgages
3

About Pierre Collin‐Dufresne

Pierre Collin‐Dufresne is a scholar working on Finance, General Economics, Econometrics and Finance and Accounting, having authored 88 papers that have together received 4.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (44 papers), Credit Risk and Financial Regulations (32 papers) and Banking stability, regulation, efficiency (31 papers). The work is most often cited by research in Finance (4.1k citations), Accounting (1.3k citations) and General Economics, Econometrics and Finance (752 citations). Pierre Collin‐Dufresne has collaborated with scholars based in United States, Switzerland and United Kingdom. Frequent co-authors include Robert S. Goldstein, Vyacheslav Fos, Luca Benzoni, Jaime Casassus, J. Spencer Martin, Long Chen, Lars A. Lochstoer, Michael Johannes, Bruno Solnik and Jennie Bai. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

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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