Stuart Hyde

1.2k citations
58 papers · 753 · h-index 16

Impact in

Papers in

    • Financial Markets and Investment Strategies 30
    • Financial Risk and Volatility Modeling 17
    • Global Financial Crisis and Policies 5
    • Market Dynamics and Volatility 26
    • Housing Market and Economics 10
    • Complex Systems and Time Series Analysis 6
    • Economic theories and models 5

Stuart Hyde

53 papers receiving 696 citations

Peers

Stuart Hyde
Comparison fields: 5 of 44
  • Finance 487
  • General Economics, Econometrics and Finance 298
  • Economics and Econometrics 555
  • Accounting 101
  • Management Science and Operations Research 73
Replace Valerio Potì with:
Valerio Potì Ireland
Michael Frömmel Belgium
Dionisis Philippas France
Matthew Pritsker United States
Sassan Alizadeh United States
Ilias Tsiakas Canada
Igor Masten Slovenia
Hossein Asgharian Sweden
George H. K. Wang United States
Eric Engström United States
Stuart Hyde relative to Valerio Potì Ireland Valerio Potì's profile →
Citations per field
00.5×1.6×
Valerio Potì · 1×
Citations per year

Countries citing papers authored by Stuart Hyde

Since Specialization
Citations

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

Fields of papers citing papers by Stuart Hyde

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 20 scholars most cited alongside Stuart Hyde, 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 Stuart Hyde Line = papers co-authored together Stuart Hyde links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 58 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2020121
2 200780
3 200958
4 201450
5 200746
6 200739
7 201132
8 201030
9 201023
10 200721
11 201420
12 200718
13 200517
14 200717
15 200915
16 200215
17 201311
18 200810
19 20108
20 20098

About Stuart Hyde

Stuart Hyde is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting and Communication, having authored 58 papers that have together received 753 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (30 papers), Monetary Policy and Economic Impact (29 papers), Market Dynamics and Volatility (26 papers), Financial Risk and Volatility Modeling (17 papers), Housing Market and Economics (10 papers), Complex Systems and Time Series Analysis (6 papers), Global Financial Crisis and Policies (5 papers) and Economic theories and models (5 papers). The work is most often cited by research in Finance (487 citations), General Economics, Econometrics and Finance (298 citations), Economics and Econometrics (555 citations), Accounting (101 citations) and Management Science and Operations Research (73 citations). Stuart Hyde has collaborated with scholars based in United Kingdom, United States and Ireland. Frequent co-authors include Don Bredın, Massimo Guidolin, Lavinia Rognone, S. Sarah Zhang, Dirk Nitzsche, Gerard O’Reilly, David G. McMillan, Cal B. Muckley, Mohamed Sherif and Keith Cuthbertson. Their work appears in journals such as International Review of Financial Analysis, Journal of Banking & Finance, Journal of International Money and Finance, Journal of Business Finance & Accounting and Quantitative 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.

Explore authors with similar magnitude of impact