Kees C. G. Koedijk

1.4k citations
46 papers · 999 · h-index 11

Impact in

  • Finance top 1%
    • Financial Markets and Investment Strategies
    • Capital Investment and Risk Analysis
    • Financial Risk and Volatility Modeling
  • Accounting top 2%
    • Corporate Finance and Governance
    • Auditing, Earnings Management, Governance

Papers in

    • Financial Markets and Investment Strategies 23
    • Financial Risk and Volatility Modeling 9
    • Market Dynamics and Volatility 11
    • Housing Market and Economics 7
    • Complex Systems and Time Series Analysis 7
    • Economic Policies and Impacts 4

Kees C. G. Koedijk

46 papers receiving 894 citations

Peers

Kees C. G. Koedijk
Comparison fields: 5 of 64
  • Finance 615
  • Accounting 489
  • Strategy and Management 442
  • Economics and Econometrics 323
  • Marketing 82
Replace Mike Staunton with:
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Citations per field
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Citations per year

Countries citing papers authored by Kees C. G. Koedijk

Since Specialization
Citations

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

Fields of papers citing papers by Kees C. G. Koedijk

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Kees C. G. Koedijk. 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 Kees C. G. Koedijk. The network helps show where Kees C. G. Koedijk may publish in the future.

Co-authors

The 25 scholars most cited alongside Kees C. G. Koedijk, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Kees C. G. Koedijk Line = papers co-authored together Kees C. G. Koedijk links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 46 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2004318
2 2002183
3 200694
4 201063
5 200556
6 200641
7
The Portfolio Implications of Home Ownership
200219
8 199919
9
Increased Correlation in Bear Markets
200219
10 200113
11
The Dynamics of Short-term Interest Rate Volatility Reconsidered
199412
12
Quote Disclosure and Price Discovery in Multiple Dealer Financial Markets
199810
13 200010
14 199810
15 199810
16 19979
17 20048
18
VAR Plus: Fat Tails in Financial Risk Management
19988
19
Continental Factors in International Real Estate Returns
19967
20 19987

About Kees C. G. Koedijk

Kees C. G. Koedijk is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 46 papers that have together received 999 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (23 papers), Market Dynamics and Volatility (11 papers), Financial Risk and Volatility Modeling (9 papers), Monetary Policy and Economic Impact (9 papers), Housing Market and Economics (7 papers), Corporate Finance and Governance (7 papers), Complex Systems and Time Series Analysis (7 papers) and Economic Policies and Impacts (4 papers). The work is most often cited by research in Finance (615 citations), Accounting (489 citations), Strategy and Management (442 citations), Economics and Econometrics (323 citations) and Marketing (82 citations). Kees C. G. Koedijk has collaborated with scholars based in Netherlands, United States and Australia. Frequent co-authors include Dirk Brounen, Abe de Jong, Rob Bauer, Rogér Otten, Jeroen Derwall, Rachel A.J. Pownall, Nadja Guenster, Ronald Huisman, Jenke ter Horst and Marno Verbeek. Their work appears in journals such as Journal of International Money and Finance, Journal of Applied Econometrics, Journal of Banking & Finance, Clinical Pediatrics and SSRN Electronic Journal.

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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