Stanley J. Kon

1.8k total citations
18 papers, 1.3k citations indexed

About

Stanley J. Kon is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Stanley J. Kon has authored 18 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 12 papers in Economics and Econometrics and 3 papers in General Economics, Econometrics and Finance. Recurrent topics in Stanley J. Kon's work include Financial Markets and Investment Strategies (8 papers), Complex Systems and Time Series Analysis (8 papers) and Financial Risk and Volatility Modeling (5 papers). Stanley J. Kon is often cited by papers focused on Financial Markets and Investment Strategies (8 papers), Complex Systems and Time Series Analysis (8 papers) and Financial Risk and Volatility Modeling (5 papers). Stanley J. Kon collaborates with scholars based in United States, Australia and France. Stanley J. Kon's co-authors include Frank C. Jen, Dongcheol Kim, Stephen Figlewski and Palani‐Rajan Kadapakkam and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and The Journal of Business.

In The Last Decade

Stanley J. Kon

18 papers receiving 1.1k citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Stanley J. Kon United States	12	1.2k	821	305	201	189	18	1.3k
Ludger Hentschel United States	8	1.9k 1.6×	1.6k 2.0×	528 1.7×	501 2.5×	127 0.7×	14	2.4k
Michael B. Gordy United States	18	1.6k 1.4×	714 0.9×	527 1.7×	193 1.0×	248 1.3×	45	1.9k
Peter C. Schotman Netherlands	20	1.1k 1.0×	1.0k 1.2×	244 0.8×	734 3.7×	151 0.8×	76	1.6k
Paul Kupiec United States	17	966 0.8×	637 0.8×	243 0.8×	212 1.1×	115 0.6×	77	1.1k
Terry A. Marsh United States	14	1.4k 1.2×	866 1.1×	681 2.2×	404 2.0×	105 0.6×	42	1.6k
Larry J. Merville United States	12	936 0.8×	523 0.6×	256 0.8×	177 0.9×	183 1.0×	26	1.2k
Vedat Akgiray United States	12	981 0.8×	861 1.0×	85 0.3×	349 1.7×	128 0.7×	21	1.2k
Victor Niederhoffer United States	10	752 0.6×	498 0.6×	426 1.4×	127 0.6×	136 0.7×	12	993
Ton Vorst Netherlands	19	1.5k 1.3×	628 0.8×	276 0.9×	248 1.2×	125 0.7×	40	1.7k
Chris Kirby United States	17	2.3k 2.0×	1.8k 2.2×	186 0.6×	765 3.8×	323 1.7×	50	2.6k

Countries citing papers authored by Stanley J. Kon

Since Specialization

Citations

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

Fields of papers citing papers by Stanley J. Kon

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stanley J. Kon. 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 Stanley J. Kon. The network helps show where Stanley J. Kon may publish in the future.

Co-authorship network of co-authors of Stanley J. Kon

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

All Works

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18 of 18 papers shown

Kon, Stanley J.. (2003). Editor's Letter. The Journal of Fixed Income. 12(4). 1–2. 1 indexed citations

Kim, Dongcheol & Stanley J. Kon. (1999). Alternative Models for the Conditional Heteroscedasticity of Stock Returns. SSRN Electronic Journal. 2 indexed citations

Kim, Dongcheol & Stanley J. Kon. (1999). Structural change and time dependence in models of stock returns. Journal of Empirical Finance. 6(3). 283–308. 25 indexed citations

Kon, Stanley J., et al.. (1998). Time-Varying Empirical Duration and Slope Effects for Mortgage-Backed Securities. The Journal of Fixed Income. 8(2). 7–28. 4 indexed citations

Kim, Dongcheol & Stanley J. Kon. (1996). Sequential parameter nonstationarity in stock market returns. Review of Quantitative Finance and Accounting. 6(2). 103–131. 4 indexed citations

Kim, Dongcheol & Stanley J. Kon. (1994). Alternative Models for the Conditional Heteroscedasticity of Stock Returns. The Journal of Business. 67(4). 563–563. 167 indexed citations

Kadapakkam, Palani‐Rajan & Stanley J. Kon. (1989). The Value of Shelf Registration for New Debt Issues. The Journal of Business. 62(2). 271–271. 16 indexed citations

Kon, Stanley J.. (1984). Models of Stock Returns--A Comparison. The Journal of Finance. 39(1). 147–147. 199 indexed citations

Kon, Stanley J.. (1984). Models of Stock Returns—A Comparison. The Journal of Finance. 39(1). 147–165. 390 indexed citations

10.

Kon, Stanley J.. (1983). The Market-Timing Performance of Mutual Fund Managers. The Journal of Business. 56(3). 323–323. 179 indexed citations

11.

Figlewski, Stephen & Stanley J. Kon. (1982). Portfolio Management with Stock Index Futures. Financial Analysts Journal. 38(1). 52–60. 19 indexed citations

12.

Kon, Stanley J., et al.. (1979). Specification Test for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research. The Journal of Finance. 34(2). 451–451. 5 indexed citations

13.

Kon, Stanley J. & Frank C. Jen. (1979). The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency. The Journal of Business. 52(2). 263–263. 131 indexed citations

14.

Kon, Stanley J., et al.. (1979). Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research. The Journal of Finance. 34(2). 451–465. 32 indexed citations

15.

Kon, Stanley J. & Frank C. Jen. (1978). Estimation of Time-Varying Systematic Risk and Performance for Mutual Fund Portfolios: An Application of Switching Regression. The Journal of Finance. 33(2). 457–457. 33 indexed citations

16.

Kon, Stanley J. & Frank C. Jen. (1978). ESTIMATION OF TIME‐VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION. The Journal of Finance. 33(2). 457–475. 86 indexed citations

17.

Kon, Stanley J.. (1976). Overall investment performance : an empirical investigation of timing and selectivity. Medical Entomology and Zoology. 2 indexed citations

18.

Kon, Stanley J., et al.. (1975). Cash demand, liquidation costs and capital market equilibrium under uncertainty. Journal of Financial Economics. 2(3). 293–308. 18 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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