Scott Murray

1.4k citations
19 papers · 810 · 1 hit paper · h-index 10

Impact in

  • Finance top 1%
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
  • Accounting top 5%
    • Corporate Finance and Governance
    • Auditing, Earnings Management, Governance

Papers in

    • Financial Markets and Investment Strategies 15
    • Stochastic processes and financial applications 9
    • Capital Investment and Risk Analysis 5
    • Banking stability, regulation, efficiency 2
    • Sports Analytics and Performance 3
    • Insurance and Financial Risk Management 2
    • Housing Market and Economics 2

Scott Murray

19 papers receiving 785 citations

Scott Murray's Hit Papers

A Lottery-Demand-Based Explanation of the Beta Anomaly 2017 · 228 citations
2280+3+6Years since publication50100150200

Peers

Scott Murray
Comparison fields: 5 of 36
  • Finance 756
  • Accounting 228
  • Economics and Econometrics 471
  • General Decision Sciences 22
  • General Economics, Econometrics and Finance 71
Replace Felix Goltz with:
Felix Goltz France
Elena Asparouhova United States
Alok Kumar United States
Navin Chopra United States
Travis L. Johnson United States
Abraham Abraham Saudi Arabia
Edward H. Chow Taiwan
B. Radhakrishna United States
Hanjiang Zhang United States
Wen-I Chuang Taiwan
Scott Murray relative to Felix Goltz France Felix Goltz's profile →
Citations per field
00.5×
Felix Goltz · 1×
Citations per year

Countries citing papers authored by Scott Murray

Since Specialization
Citations

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

Fields of papers citing papers by Scott Murray

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 11 scholars most cited alongside Scott Murray, 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 Scott Murray Line = papers co-authored together Scott Murray links everyone, so they are left out of the graph.

All Works

19 of 19 papers shown
#Work
1
A Lottery-Demand-Based Explanation of the Beta Anomaly
Hit paper breakdown →
2017228
2 2013175
3
Empirical Asset Pricing: The Cross Section of Stock Returns
2016146
4 201364
5 201250
6 201847
7 201421
8 202114
9 201713
10 202411
11 20149
12 20139
13 19925
14 20125
15 20174
16 20203
17 20213
18 20112
19 20191

About Scott Murray

Scott Murray is a scholar working on Finance, Economics and Econometrics, Strategy and Management, Clinical Psychology and Management Science and Operations Research, having authored 19 papers that have together received 810 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (9 papers), Capital Investment and Risk Analysis (5 papers), Sports Analytics and Performance (3 papers), Insurance and Financial Risk Management (2 papers), Banking stability, regulation, efficiency (2 papers), Housing Market and Economics (2 papers) and Gambling Behavior and Treatments (2 papers). The work is most often cited by research in Finance (756 citations), Accounting (228 citations), Economics and Econometrics (471 citations), General Decision Sciences (22 citations) and General Economics, Econometrics and Finance (71 citations). Scott Murray has collaborated with scholars based in United States, Singapore and New Zealand. Frequent co-authors include Turan G. Bali, Yi Tang, Stephen J. Brown, Robert F. Engle, Jianfeng Hu, Stanislava Nikolova, Yusen Xia, Houping Xiao, David E. A. Giles and Fousseni Chabi-Yo. Their work appears in journals such as Journal of Financial and Quantitative Analysis, Journal of Financial Economics, Economics Letters, Managerial Finance 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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