Stephen Chan
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Economics and Econometrics top 1%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
-
- Complex Systems and Time Series Analysis 20
- Market Dynamics and Volatility 16
- Finance 26
- Financial Risk and Volatility Modeling 21
- Financial Markets and Investment Strategies 6
- Co-authors
- Jeffrey Chu (22 shared papers)Saralees Nadarajah (35 shared papers)Yuanyuan Zhang (18 shared papers)Joerg Osterrieder (7 shared papers)Hana Sulieman (1 shared paper)N. Pilpel (1 shared paper)Brandon Chan (1 shared paper)Q. Li (1 shared paper)
- Journals
- Physica A Statistical Mechanics and its Applications (6 papers)Quality & Quantity (3 papers)Academic Radiology (2 papers)Quantitative Finance (2 papers)Research in International Business and Finance (2 papers)
- Partner nations
- United KingdomUnited Arab EmiratesChina
In The Last Decade
Stephen Chan
56 papers receiving 1.1k citations
Stephen Chan's Hit Papers
Peers
Comparison fields: 5 of 114
- Finance 532
- Economics and Econometrics 840
- Information Systems 541
- Management Science and Operations Research 180
- Statistics and Probability 62
Countries citing papers authored by Stephen Chan
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
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-authors
The 25 scholars most cited alongside Stephen Chan, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 59 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | GARCH Modelling of Cryptocurrencies Hit paper breakdown → | 2017 | 249 |
| 2 | 2017 | 136 | |
| 3 | 2015 | 131 | |
| 4 | 2019 | 96 | |
| 5 | 2013 | 72 | |
| 6 | 2018 | 55 | |
| 7 | 2021 | 34 | |
| 8 | 2019 | 34 | |
| 9 | 2020 | 30 | |
| 10 | 2020 | 25 | |
| 11 | 2017 | 25 | |
| 12 | 2021 | 22 | |
| 13 | 2020 | 18 | |
| 14 | 2017 | 16 | |
| 15 | 2023 | 16 | |
| 16 | 2024 | 14 | |
| 17 | 2022 | 13 | |
| 18 | 2015 | 13 | |
| 19 | 1983 | 13 | |
| 20 | 2002 | 12 |
About Stephen Chan
Stephen Chan is a scholar working on Economics and Econometrics, Finance, Statistics and Probability, Management Science and Operations Research and Information Systems, having authored 59 papers that have together received 1.2k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (21 papers), Complex Systems and Time Series Analysis (20 papers), Market Dynamics and Volatility (16 papers), Statistical Distribution Estimation and Applications (10 papers), Blockchain Technology Applications and Security (9 papers), Financial Markets and Investment Strategies (6 papers), Probability and Risk Models (5 papers) and Hydrology and Drought Analysis (4 papers). The work is most often cited by research in Finance (532 citations), Economics and Econometrics (840 citations), Information Systems (541 citations), Management Science and Operations Research (180 citations) and Statistics and Probability (62 citations). Stephen Chan has collaborated with scholars based in United Kingdom, United Arab Emirates and China. Frequent co-authors include Jeffrey Chu, Saralees Nadarajah, Yuanyuan Zhang, Joerg Osterrieder, Hana Sulieman, N. Pilpel, Brandon Chan, Q. Li, Steven R. Dunbar and Pablo R. Ros. Their work appears in journals such as Physica A Statistical Mechanics and its Applications, Quality & Quantity, Academic Radiology, Quantitative Finance and Research in International Business and Finance.
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.