Zhuanxin Ding

6.3k total citations · 2 hit papers
17 papers, 3.5k citations indexed

About

Zhuanxin Ding is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Zhuanxin Ding has authored 17 papers receiving a total of 3.5k indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 13 papers in Economics and Econometrics and 3 papers in General Economics, Econometrics and Finance. Recurrent topics in Zhuanxin Ding's work include Financial Risk and Volatility Modeling (8 papers), Complex Systems and Time Series Analysis (8 papers) and Market Dynamics and Volatility (7 papers). Zhuanxin Ding is often cited by papers focused on Financial Risk and Volatility Modeling (8 papers), Complex Systems and Time Series Analysis (8 papers) and Market Dynamics and Volatility (7 papers). Zhuanxin Ding collaborates with scholars based in United States, Netherlands and China. Zhuanxin Ding's co-authors include Clive W. J. Granger, Robert F. Engle and R. Douglas Martin and has published in prestigious journals such as Journal of Econometrics, Financial Analysts Journal and Journal of Empirical Finance.

In The Last Decade

Zhuanxin Ding

15 papers receiving 3.2k citations

Hit Papers

A long memory property of stock market returns and a new ... 1993 2026 2004 2015 1993 1996 500 1000 1.5k 2.0k
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. A long memory property of stock market returns and a new model
    1993 2.2k citations Zhuanxin Ding, Clive W. J. Granger et al. Journal of Empirical Finance profile →
  2. Modeling volatility persistence of speculative returns: A new approach
    1996 542 citations Zhuanxin Ding, Clive W. J. Granger Journal of Econometrics profile →

Peers

Zhuanxin Ding
Fulvio Corsi Italy
Ray Yeutien Chou Taiwan
Stefan Mittnik Germany
Jeffrey R. Russell United States
Susan Porter‐Hudak United States
Rüdiger Frey Switzerland
Paul Labys United States
Ser‐Huang Poon United Kingdom
Olivier V. Pictet Switzerland
Esther Ruiz Spain
Fulvio Corsi Italy
Zhuanxin Ding
Citations per year, relative to Zhuanxin Ding Zhuanxin Ding (= 1×) peers Fulvio Corsi

Countries citing papers authored by Zhuanxin Ding

Since Specialization
Citations

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

Fields of papers citing papers by Zhuanxin Ding

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Zhuanxin Ding

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

All Works

17 of 17 papers shown
1.
Ding, Zhuanxin, et al.. (2020). Portfolio turnover when IC is time-varying. Journal of Asset Management. 21(7). 609–622. 2 indexed citations
2.
Ding, Zhuanxin & R. Douglas Martin. (2018). Time Varying IC and Optimal Portfolio Turnover. SSRN Electronic Journal. 2 indexed citations
3.
Ding, Zhuanxin & R. Douglas Martin. (2017). The fundamental law of active management: Redux. Journal of Empirical Finance. 43. 91–114. 13 indexed citations
4.
Ding, Zhuanxin & R. Douglas Martin. (2015). The Fundamental Law of Active Management: Redux. SSRN Electronic Journal.
5.
Ding, Zhuanxin. (2013). Volatility Modeling Using GARCH: Theory and Practice. SSRN Electronic Journal. 3 indexed citations
6.
Ding, Zhuanxin. (2012). An Implementation of Markov Regime Switching Model with Time Varying Transition Probabilities in Matlab. SSRN Electronic Journal. 9 indexed citations
7.
Ding, Zhuanxin. (2011). The Statistics of Cross-Sectional Information Coefficient. SSRN Electronic Journal.
8.
Ding, Zhuanxin. (2010). The Fundamental Law of Active Management: Time Series Dynamics and Cross-Sectional Properties. SSRN Electronic Journal. 5 indexed citations
9.
Ding, Zhuanxin, et al.. (2002). Cross-Sectional Volatility and Return Dispersion. Financial Analysts Journal. 58(5). 67–73. 26 indexed citations
10.
Ding, Zhuanxin & Robert F. Engle. (2001). Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing. The Faculty Digital Archive (New York University). 29(2). 157–184. 167 indexed citations
11.
Granger, Clive W. J., et al.. (2000). STYLIZED FACTS ON THE TEMPORAL AND DISTRIBUTIONAL PROPERTIES OF ABSOLUTE RETURNS: AN UPDATE. 97–120. 34 indexed citations
12.
Granger, Clive W. J. & Zhuanxin Ding. (1999). Stylized Facts on the Temporal and Distributional Properties of Daily Data from Speculative Markets. SSRN Electronic Journal. 49 indexed citations
13.
Granger, Clive W. J. & Zhuanxin Ding. (1996). Varieties of long memory models. Journal of Econometrics. 73(1). 61–77. 305 indexed citations
14.
Ding, Zhuanxin & Clive W. J. Granger. (1996). Modeling volatility persistence of speculative returns: A new approach. Journal of Econometrics. 73(1). 185–215. 542 indexed citations breakdown →
15.
Granger, Clive W. J. & Zhuanxin Ding. (1995). Some Properties of Absolute Return, An Alternative Measure of Risk. Annals of Economics and Statistics. 67–91. 26 indexed citations
16.
Ding, Zhuanxin. (1994). Time series analysis of speculative returns. Medical Entomology and Zoology. 51 indexed citations
17.
Ding, Zhuanxin, Clive W. J. Granger, & Robert F. Engle. (1993). A long memory property of stock market returns and a new model. Journal of Empirical Finance. 1(1). 83–106. 2238 indexed citations breakdown →

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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