John Hull
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Banking stability, regulation, efficiency
- Economics and Econometrics top 0.2%
- Complex Systems and Time Series Analysis
Papers in
- Finance 44
- Stochastic processes and financial applications 24
- Credit Risk and Financial Regulations 20
- Banking stability, regulation, efficiency 19
- Financial Risk and Volatility Modeling 9
- Capital Investment and Risk Analysis 8
- Financial Markets and Investment Strategies 7
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- Economic theories and models 6
- Insurance and Financial Risk Management 6
- Co-authors
- Alan White (31 shared papers)Gerald D. Gay (1 shared paper)Mirela Predescu (3 shared papers)Wulin Suo (2 shared papers)Nahum Biger (1 shared paper)Zissis Poulos (2 shared papers)Andreas Veneris (1 shared paper)Zeyu Wang (1 shared paper)
- Journals
- Quantitative Finance (5 papers)Journal of Financial and Quantitative Analysis (5 papers)Financial Analysts Journal (4 papers)The Journal of Finance (3 papers)Journal of Banking & Finance (3 papers)
- Partner nations
- CanadaUnited StatesHungary
In The Last Decade
John Hull
45 papers receiving 7.5k citations
John Hull's Hit Papers
Peers
Comparison fields: 5 of 104
- Finance 7.8k
- Economics and Econometrics 3.2k
- General Economics, Econometrics and Finance 964
- Demography 915
- Accounting 720
Countries citing papers authored by John Hull
This map shows the geographic impact of John Hull'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 John Hull with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites John Hull more than expected).
Fields of papers citing papers by John Hull
This network shows the impact of papers produced by John Hull. 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 John Hull. The network helps show where John Hull may publish in the future.
Co-authors
The 12 scholars most cited alongside John Hull, 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 50 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Pricing of Options on Assets with Stochastic Volatilities Hit paper breakdown → | 1987 | 2601 |
| 2 | Pricing Interest-Rate-Derivative Securities Hit paper breakdown → | 1990 | 1317 |
| 3 | The Pricing of Options on Assets with Stochastic Volatilities Hit paper breakdown → | 1987 | 887 |
| 4 | Options, Futures, and Other Derivative Securities. Hit paper breakdown → | 1990 | 832 |
| 5 | The relationship between credit default swap spreads, bond yields, and credit rating announcements Hit paper breakdown → | 2004 | 739 |
| 6 | 1993 | 310 | |
| 7 | 1990 | 228 | |
| 8 | 1998 | 228 | |
| 9 | 1995 | 219 | |
| 10 | Options, futures & other derivatives | 2003 | 208 |
| 11 | 1988 | 137 | |
| 12 | 1983 | 96 | |
| 13 | 2005 | 87 | |
| 14 | 2004 | 87 | |
| 15 | 2002 | 80 | |
| 16 | 1987 | 63 | |
| 17 | 2012 | 62 | |
| 18 | 2017 | 61 | |
| 19 | 2007 | 53 | |
| 20 | 2009 | 32 |
About John Hull
John Hull is a scholar working on Finance, Economics and Econometrics, Accounting, Strategy and Management and General Economics, Econometrics and Finance, having authored 50 papers that have together received 8.6k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (24 papers), Credit Risk and Financial Regulations (20 papers), Banking stability, regulation, efficiency (19 papers), Financial Risk and Volatility Modeling (9 papers), Capital Investment and Risk Analysis (8 papers), Financial Markets and Investment Strategies (7 papers), Economic theories and models (6 papers) and Insurance and Financial Risk Management (6 papers). The work is most often cited by research in Finance (7.8k citations), Economics and Econometrics (3.2k citations), General Economics, Econometrics and Finance (964 citations), Demography (915 citations) and Accounting (720 citations). John Hull has collaborated with scholars based in Canada, United States and Hungary. Frequent co-authors include Alan White, Gerald D. Gay, Mirela Predescu, Wulin Suo, Nahum Biger, Zissis Poulos, Andreas Veneris, Zeyu Wang, Jun Yuan and Jon C. Ball. Their work appears in journals such as Quantitative Finance, Journal of Financial and Quantitative Analysis, Financial Analysts Journal, The Journal of Finance and Journal of Banking & 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.