Stephen Chan

1.7k total citations · 1 hit paper
59 papers, 1.2k citations indexed

About

Stephen Chan is a scholar working on Economics and Econometrics, Finance and Statistics and Probability. According to data from OpenAlex, Stephen Chan has authored 59 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Economics and Econometrics, 26 papers in Finance and 12 papers in Statistics and Probability. Recurrent topics in Stephen Chan's work include Financial Risk and Volatility Modeling (21 papers), Complex Systems and Time Series Analysis (20 papers) and Market Dynamics and Volatility (16 papers). Stephen Chan is often cited by papers focused on Financial Risk and Volatility Modeling (21 papers), Complex Systems and Time Series Analysis (20 papers) and Market Dynamics and Volatility (16 papers). Stephen Chan collaborates with scholars based in United Kingdom, United Arab Emirates and China. Stephen Chan's co-authors include Jeffrey Chu, Saralees Nadarajah, Yuanyuan Zhang, Joerg Osterrieder, Hana Sulieman, N. Pilpel, Q. Li, Brandon Chan, Pablo R. Ros and Steven R. Dunbar and has published in prestigious journals such as SHILAP Revista de lepidopterología, PLoS ONE and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Stephen Chan

56 papers receiving 1.1k citations

Hit Papers

GARCH Modelling of Cryptocurrencies 2017 2026 2020 2023 2017 50 100 150 200
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. GARCH Modelling of Cryptocurrencies
    2017 249 citations Jeffrey Chu, Stephen Chan et al. Journal of risk and financial management profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Stephen Chan United Kingdom 15 840 541 532 180 62 59 1.2k
Jeffrey Chu United Kingdom 16 1.2k 1.4× 912 1.7× 634 1.2× 184 1.0× 43 0.7× 31 1.5k
Thomas Dimpfl Germany 21 1.7k 2.0× 896 1.7× 960 1.8× 290 1.6× 9 0.1× 62 2.1k
Javier Perote Spain 21 644 0.8× 94 0.2× 495 0.9× 146 0.8× 35 0.6× 81 1.1k
Joerg Osterrieder Netherlands 9 579 0.7× 359 0.7× 366 0.7× 115 0.6× 8 0.1× 61 740
Thomas Conlon Ireland 21 2.1k 2.5× 895 1.7× 873 1.6× 136 0.8× 7 0.1× 92 2.4k
John Fry United Kingdom 11 1.4k 1.6× 1.3k 2.3× 661 1.2× 139 0.8× 5 0.1× 33 1.8k
Nikola Gradojević Canada 18 645 0.8× 115 0.2× 447 0.8× 299 1.7× 16 0.3× 52 894
Shihao Gu United States 6 705 0.8× 64 0.1× 850 1.6× 687 3.8× 27 0.4× 9 1.3k
Samet Günay Kuwait 16 842 1.0× 203 0.4× 346 0.7× 61 0.3× 3 0.0× 63 1.0k
Alessandro Spelta Italy 15 584 0.7× 45 0.1× 316 0.6× 82 0.5× 8 0.1× 59 880

Countries citing papers authored by Stephen Chan

Since Specialization
Citations

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

Fields of papers citing papers by Stephen Chan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Stephen Chan

This figure shows the co-authorship network connecting the top 25 collaborators of Stephen Chan. A scholar is included among the top collaborators of Stephen Chan 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 Stephen Chan. Stephen Chan 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
1.
Zhang, Yuanyuan, et al.. (2025). Multilayer topology-aware graph contrastive learning for fraud detection in the Ethereum transaction network. Journal of the Royal Statistical Society Series A (Statistics in Society).
2.
Chu, Jeffrey, Stephen Chan, Yuanyuan Zhang, & Nicholas Lord. (2025). Cryptocurrency in war: a double-edged sword?. Applied Economics Letters. 1–6.
3.
Li, Q., et al.. (2024). Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network. Physica A Statistical Mechanics and its Applications. 647. 129892–129892. 14 indexed citations
4.
Chan, Stephen, et al.. (2024). Stylized facts of metaverse non-fungible tokens. Physica A Statistical Mechanics and its Applications. 653. 130103–130103. 3 indexed citations
5.
Osterrieder, Joerg, et al.. (2024). Metaverse Non Fungible Tokens. SSRN Electronic Journal. 1 indexed citations
6.
Osterrieder, Joerg, Stephen Chan, Jeffrey Chu, & Yuanyuan Zhang. (2023). A Primer on Anomaly and Fraud Detection in Blockchain Networks. SSRN Electronic Journal. 1 indexed citations
7.
Gaetke‐Udager, Kara, Mary C. Mahoney, Reed A. Omary, Stephen Chan, & Pablo R. Ros. (2022). The 2022 AUR Academic Radiology and Industry Leaders Roundtable. Academic Radiology. 30(7). 1458–1461. 2 indexed citations
8.
Zhang, Yuanyuan, et al.. (2022). The adaptive market hypothesis of Decentralized finance (DeFi). Applied Economics. 55(42). 4975–4989. 13 indexed citations
9.
Chan, Stephen. (2021). A multitude of decolonial metropoles – what navigation for commonality and unity?. Third World Quarterly. 42(5). 1124–1133. 4 indexed citations
10.
Chan, Stephen, et al.. (2020). Compound distributions for financial returns. PLoS ONE. 15(10). e0239652–e0239652. 7 indexed citations
11.
Zhang, Yuanyuan, Stephen Chan, Jeffrey Chu, & Hana Sulieman. (2020). On the Market Efficiency and Liquidity of High-Frequency Cryptocurrencies in a Bull and Bear Market. Journal of risk and financial management. 13(1). 8–8. 30 indexed citations
12.
Chan, Stephen, Jeffrey Chu, Yuanyuan Zhang, & Saralees Nadarajah. (2020). Count regression models for COVID-19. Physica A Statistical Mechanics and its Applications. 563. 125460–125460. 25 indexed citations
13.
Nadarajah, Saralees & Stephen Chan. (2018). The exact distribution of the sum of stable random variables. Journal of Computational and Applied Mathematics. 349. 187–196. 4 indexed citations
14.
Chan, Stephen, Jeffrey Chu, Saralees Nadarajah, & Joerg Osterrieder. (2017). A Statistical Analysis of Cryptocurrencies. Journal of risk and financial management. 10(2). 12–12. 136 indexed citations
15.
Chan, Stephen, Jeffrey Chu, & Saralees Nadarajah. (2016). Is the wealth of the Forbes 400 lists really Pareto distributed?. Economics Letters. 152. 9–14. 6 indexed citations
16.
Chu, Jeffrey, et al.. (2015). Statistical Analysis of the Exchange Rate of Bitcoin. PLoS ONE. 10(7). e0133678–e0133678. 131 indexed citations
17.
Chan, Stephen & Saralees Nadarajah. (2015). Extreme value analysis of electricity demand in the UK. Applied Economics Letters. 22(15). 1246–1251. 6 indexed citations
18.
Curtis, Rebecca, Deborah Bräutigam, Xiaoyang Tang, et al.. (2009). CQY volume 199 Cover and Front matter. The China Quarterly. 199. f1–f8. 1 indexed citations
19.
Chan, Stephen. (1989). The commonwealth as an international organization. The Round Table. 78(312). 393–412. 8 indexed citations
20.
Chan, Stephen. (1987). Fast Food, Paranoia and Politics: The New Zealand Novel in 1986. Research Online (University of Wollongong). 9(3). 18. 2 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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