William Fung

7.7k citations
35 papers · 5.1k indexed · 4 hit papers · h-index 24
Topics
Financial Markets and Investment Strategies (27 papers)Market Dynamics and Volatility (11 papers)Financial Risk and Volatility Modeling (10 papers)

In The Last Decade

William Fung

35 papers receiving 4.5k citations

Hit Papers

Empirical Characteristics of Dynamic Trading Strategies: ...19972026200620161997200120042000250500750

Peers

William Fung
Comparison fields: 5 of 81
  • Finance 4.7k
  • Economics and Econometrics 2.8k
  • Accounting 2.0k
  • General Economics, Econometrics and Finance 622
  • Strategy and Management 408
Replace Narayan Y. Naik with:
Narayan Y. Naik United Kingdom
Doron Avramov Israel
Cheol S. Eun United States
Thomas H. McInish United States
Akhtar R. Siddique United States
Vikas Agarwal United States
Dennis E. Logue United States
Ronnie Sadka United States
Andrew Christie United States
Jeffrey Pontiff United States
William Fung relative to Narayan Y. Naik United Kingdom Narayan Y. Naik's profile →
Citations per field
00.5×1.5×
Narayan Y. Naik · 1×
Citations per year

Countries citing papers authored by William Fung

Since Specialization
Citations

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

Fields of papers citing papers by William Fung

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of William Fung

This figure shows the co-authorship network connecting the top 25 collaborators of William Fung. A scholar is included among the top collaborators of William Fung 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 William Fung. William Fung 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 8
2 8
3 38
4 15
5 19
6
Will Hedge Funds Regress towards Index-Like Products?
21
7
Hedge fund replication strategies: implications for investors and regulators
14
8
Hedge Fund Benchmarks: A Risk-Based Approachbreakdown →
701
9 119
10 128
11
Hedge-Fund Benchmarks: Information Content and Biases
28
12
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
229
13 28
14
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biasesbreakdown →
588
15 75
16
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Fundsbreakdown →
895
17 30
18 4
19 11
20
Accident and operational guidelines for continuous two-way left-turn median lanes (discussion and closure)
6

About William Fung

William Fung is a scholar working on Finance, Accounting and Economics and Econometrics, having authored 35 papers that have together received 5.1k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (27 papers), Market Dynamics and Volatility (11 papers) and Financial Risk and Volatility Modeling (10 papers). The work is most often cited by research in Finance (4.7k citations), Accounting (2.0k citations) and Economics and Econometrics (2.8k citations). William Fung has collaborated with scholars based in United States, United Kingdom and Singapore. Frequent co-authors include David A. Hsieh, Narayan Y. Naik, Tarun Ramadorai, Yoram Wind, Victor Fung, Denise Lusitani, Nick Menhart, Marti G. Subrahmanyam, Melvyn Teo and Ivan E. Brick. Their work appears in journals such as Journal of Biological Chemistry, The Journal of Finance and Journal of Financial Economics.

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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