Scott Murray

1.4k total citations
19 papers, 795 citations indexed

About

Scott Murray is a scholar working on Finance, Economics and Econometrics and Strategy and Management. According to data from OpenAlex, Scott Murray has authored 19 papers receiving a total of 795 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 7 papers in Economics and Econometrics and 2 papers in Strategy and Management. Recurrent topics in Scott Murray's work include Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (9 papers) and Capital Investment and Risk Analysis (5 papers). Scott Murray is often cited by papers focused on Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (9 papers) and Capital Investment and Risk Analysis (5 papers). Scott Murray collaborates with scholars based in United States, New Zealand and Singapore. Scott Murray's co-authors include Turan G. Bali, Stephen J. Brown, Yi Tang, Robert F. Engle, Jianfeng Hu, Stanislava Nikolova, Yusen Xia, Houping Xiao, David E. A. Giles and Fousseni Chabi-Yo and has published in prestigious journals such as Journal of Financial Economics, Journal of Financial and Quantitative Analysis and Economics Letters.

In The Last Decade

Scott Murray

18 papers receiving 762 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Scott Murray United States	10	744	460	225	85	69	19	795
Travis L. Johnson United States	12	534 0.7×	241 0.5×	339 1.5×	51 0.6×	45 0.7×	23	612
Mathijs Cosemans Netherlands	8	349 0.5×	221 0.5×	148 0.7×	55 0.6×	25 0.4×	14	400
Abraham Abraham Saudi Arabia	8	487 0.7×	419 0.9×	221 1.0×	88 1.0×	123 1.8×	13	608
Alok Kumar United States	5	295 0.4×	179 0.4×	178 0.8×	54 0.6×	32 0.5×	12	332
B. Radhakrishna United States	5	399 0.5×	172 0.4×	285 1.3×	60 0.7×	44 0.6×	8	439
Navin Chopra United States	8	829 1.1×	444 1.0×	492 2.2×	130 1.5×	115 1.7×	10	907
Hanjiang Zhang United States	12	599 0.8×	336 0.7×	482 2.1×	39 0.5×	51 0.7×	26	721
Oliver Boguth United States	10	459 0.6×	320 0.7×	170 0.8×	28 0.3×	121 1.8×	21	537
Allen B. Atkins United States	7	583 0.8×	311 0.7×	385 1.7×	54 0.6×	56 0.8×	16	646
Elena Asparouhova United States	10	242 0.3×	221 0.5×	93 0.4×	55 0.6×	34 0.5×	23	352

Countries citing papers authored by Scott Murray

Since Specialization

Citations

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

Fields of papers citing papers by Scott Murray

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Scott Murray

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

All Works

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19 of 19 papers shown

Murray, Scott, Yusen Xia, & Houping Xiao. (2024). Charting by machines. Journal of Financial Economics. 153. 103791–103791. 10 indexed citations

Murray, Scott & Stanislava Nikolova. (2021). The Bond-Pricing Implications of Rating-Based Capital Requirements. Journal of Financial and Quantitative Analysis. 57(6). 2177–2207. 14 indexed citations

Murray, Scott, Houping Xiao, & Yusen Xia. (2021). Charting By Machines. SSRN Electronic Journal. 3 indexed citations

Murray, Scott. (2020). Betting Against Other Betas. SSRN Electronic Journal. 3 indexed citations

Bali, Turan G. & Scott Murray. (2019). In Search of a Factor Model for Optionable Stocks. SSRN Electronic Journal. 1 indexed citations

Murray, Scott, et al.. (2018). Bear beta. Journal of Financial Economics. 131(3). 736–760. 44 indexed citations

Bali, Turan G., Nusret Cakici, Fousseni Chabi-Yo, & Scott Murray. (2017). The Risk-Neutral Distribution of Option Returns. SSRN Electronic Journal. 4 indexed citations

Murray, Scott & Stanislava Nikolova. (2017). The Bond Pricing Implications of Rating-Based Capital Requirements. SSRN Electronic Journal. 12 indexed citations

Bali, Turan G., Stephen J. Brown, Scott Murray, & Yi Tang. (2017). A Lottery-Demand-Based Explanation of the Beta Anomaly. Journal of Financial and Quantitative Analysis. 52(6). 2369–2397. 222 indexed citations

10.

Bali, Turan G., Robert F. Engle, & Scott Murray. (2016). Empirical Asset Pricing: The Cross Section of Stock Returns. 144 indexed citations

11.

Bali, Turan G., Stephen J. Brown, Scott Murray, & Yi Tang. (2014). Betting Against Beta or Demand for Lottery. SSRN Electronic Journal. 21 indexed citations

12.

Bali, Turan G., Stephen J. Brown, Scott Murray, & Yi Tang. (2014). Betting Against Beta or Demand for Lottery. SSRN Electronic Journal. 9 indexed citations

13.

Bali, Turan G. & Scott Murray. (2013). Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?. Journal of Financial and Quantitative Analysis. 48(4). 1145–1171. 173 indexed citations

14.

Murray, Scott. (2013). A margin requirement based return calculation for portfolios of short option positions. Managerial Finance. 39(6). 550–568. 9 indexed citations

15.

Bali, Turan G., Jianfeng Hu, & Scott Murray. (2013). Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns. SSRN Electronic Journal. 64 indexed citations

16.

Bali, Turan G. & Scott Murray. (2012). Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?. SSRN Electronic Journal. 50 indexed citations

17.

Bali, Turan G. & Scott Murray. (2012). Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?. SSRN Electronic Journal. 5 indexed citations

18.

Murray, Scott. (2011). A Margin Requirement Based Return Calculation for Portfolios of Short Option Positions. SSRN Electronic Journal. 2 indexed citations

19.

Giles, David E. A. & Scott Murray. (1992). Some consequences of using the Chow test in the context of autocorrelated disturbances. Economics Letters. 38(2). 145–150. 5 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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