J. Michael Harrison
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Management Information Systems top 0.05%
- Advanced Queuing Theory Analysis
Papers in
-
- Advanced Queuing Theory Analysis 68
-
- Probability and Risk Models 26
- Simulation Techniques and Applications 16
- Co-authors
- David M. Kreps (3 shared papers)Stanley R. Pliska (2 shared papers)J. F. C. Kingmán (1 shared paper)Assaf Zeevi (7 shared papers)Ruth Williams (8 shared papers)Martin I. Reiman (3 shared papers)Lawrence M. Wein (3 shared papers)Jan A. Van Mieghem (4 shared papers)
- Journals
- Journal of Applied Probability (14 papers)The Annals of Applied Probability (12 papers)Operations Research (9 papers)Queueing Systems (8 papers)Stochastic Processes and their Applications (6 papers)
- Partner nations
- United StatesCanadaHong Kong
In The Last Decade
J. Michael Harrison
111 papers receiving 10.4k citations
J. Michael Harrison's Hit Papers
Peers
Comparison fields: 5 of 135
- Finance 6.4k
- Management Information Systems 3.6k
- Management Science and Operations Research 2.4k
- Economics and Econometrics 3.7k
- General Economics, Econometrics and Finance 755
Countries citing papers authored by J. Michael Harrison
This map shows the geographic impact of J. Michael Harrison'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 J. Michael Harrison with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites J. Michael Harrison more than expected).
Fields of papers citing papers by J. Michael Harrison
This network shows the impact of papers produced by J. Michael Harrison. 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 J. Michael Harrison. The network helps show where J. Michael Harrison may publish in the future.
Co-authors
The 25 scholars most cited alongside J. Michael Harrison, 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 116 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Martingales and arbitrage in multiperiod securities markets Hit paper breakdown → | 1979 | 2145 |
| 2 | Martingales and stochastic integrals in the theory of continuous trading Hit paper breakdown → | 1981 | 1570 |
| 3 | Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations Hit paper breakdown → | 1978 | 1010 |
| 4 | Brownian Motion and Stochastic Flow Systems. Hit paper breakdown → | 1987 | 872 |
| 5 | Brownian motion and stochastic flow systems Hit paper breakdown → | 1986 | 634 |
| 6 | 1981 | 281 | |
| 7 | 1983 | 265 | |
| 8 | 1987 | 198 | |
| 9 | 1983 | 191 | |
| 10 | 1981 | 186 | |
| 11 | 1999 | 177 | |
| 12 | 2011 | 165 | |
| 13 | 1983 | 164 | |
| 14 | 2001 | 163 | |
| 15 | 1998 | 142 | |
| 16 | 1988 | 139 | |
| 17 | 1999 | 137 | |
| 18 | 2000 | 132 | |
| 19 | 1990 | 131 | |
| 20 | 2005 | 128 |
About J. Michael Harrison
J. Michael Harrison is a scholar working on Management Information Systems, Management Science and Operations Research, Finance, Computer Networks and Communications and Mathematical Physics, having authored 116 papers that have together received 11.6k indexed citations. Recurring topics across this work include Advanced Queuing Theory Analysis (68 papers), Stochastic processes and financial applications (26 papers), Probability and Risk Models (26 papers), Simulation Techniques and Applications (16 papers), Stochastic processes and statistical mechanics (12 papers), Transportation Planning and Optimization (12 papers), Random Matrices and Applications (10 papers) and Advanced Wireless Network Optimization (10 papers). The work is most often cited by research in Finance (6.4k citations), Management Information Systems (3.6k citations), Management Science and Operations Research (2.4k citations), Economics and Econometrics (3.7k citations) and General Economics, Econometrics and Finance (755 citations). J. Michael Harrison has collaborated with scholars based in United States, Canada and Hong Kong. Frequent co-authors include David M. Kreps, Stanley R. Pliska, J. F. C. Kingmán, Assaf Zeevi, Ruth Williams, Martin I. Reiman, Lawrence M. Wein, Jan A. Van Mieghem, L. A. Shepp and Michael Taksar. Their work appears in journals such as Journal of Applied Probability, The Annals of Applied Probability, Operations Research, Queueing Systems and Stochastic Processes and their Applications.
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.