Victor Ng
Impact in
- Finance top 0.1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
-
- Monetary Policy and Economic Impact
Papers in
- Finance 18
- Financial Risk and Volatility Modeling 12
- Financial Markets and Investment Strategies 7
- Stochastic processes and financial applications 5
-
- Market Dynamics and Volatility 11
- Complex Systems and Time Series Analysis 6
- Co-authors
- Robert F. Engle (3 shared papers)Kenneth F. Kroner (2 shared papers)Robert Engle (2 shared papers)Michael Rothschild (2 shared papers)Kaushik I. Amin (4 shared papers)S. Craig Pirrong (2 shared papers)Ronald W. Masulis (5 shared papers)Yasushi Hamao (2 shared papers)
- Journals
- The Journal of Finance (4 papers)Canadian Journal of Emergency Medicine (3 papers)Review of Financial Studies (3 papers)Canadian Family Physician (3 papers)Fertility and Sterility (2 papers)
- Partner nations
- CanadaUnited StatesHong Kong
In The Last Decade
Victor Ng
62 papers receiving 6.0k citations
Victor Ng's Hit Papers
Peers
Comparison fields: 5 of 155
- Finance 4.8k
- General Economics, Econometrics and Finance 2.0k
- Economics and Econometrics 4.7k
- General Energy 86
- Accounting 290
Countries citing papers authored by Victor Ng
This map shows the geographic impact of Victor Ng'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 Victor Ng with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Victor Ng more than expected).
Fields of papers citing papers by Victor Ng
This network shows the impact of papers produced by Victor Ng. 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 Victor Ng. The network helps show where Victor Ng may publish in the future.
Co-authors
The 25 scholars most cited alongside Victor Ng, 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 64 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Measuring and Testing the Impact of News on Volatility Hit paper breakdown → | 1993 | 2608 |
| 2 | Modeling Asymmetric Comovements of Asset Returns Hit paper breakdown → | 1998 | 1237 |
| 3 | Measuring and Testing the Impact of News on Volatility Hit paper breakdown → | 1993 | 602 |
| 4 | 1990 | 357 | |
| 5 | 1990 | 224 | |
| 6 | 1994 | 166 | |
| 7 | 1993 | 156 | |
| 8 | 2007 | 148 | |
| 9 | 1992 | 142 | |
| 10 | 1997 | 83 | |
| 11 | 2007 | 71 | |
| 12 | 1993 | 64 | |
| 13 | 1996 | 54 | |
| 14 | 1994 | 47 | |
| 15 | 1993 | 42 | |
| 16 | 1991 | 41 | |
| 17 | 1991 | 40 | |
| 18 | 2006 | 32 | |
| 19 | 2007 | 32 | |
| 20 | 2019 | 30 |
About Victor Ng
Victor Ng is a scholar working on Finance, Economics and Econometrics, Public Health, Environmental and Occupational Health, Social Psychology and General Health Professions, having authored 64 papers that have together received 6.6k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (12 papers), Market Dynamics and Volatility (11 papers), Monetary Policy and Economic Impact (8 papers), Financial Markets and Investment Strategies (7 papers), Complex Systems and Time Series Analysis (6 papers), Stochastic processes and financial applications (5 papers), COVID-19 and Mental Health (5 papers) and Innovations in Medical Education (5 papers). The work is most often cited by research in Finance (4.8k citations), General Economics, Econometrics and Finance (2.0k citations), Economics and Econometrics (4.7k citations), General Energy (86 citations) and Accounting (290 citations). Victor Ng has collaborated with scholars based in Canada, United States and Hong Kong. Frequent co-authors include Robert F. Engle, Kenneth F. Kroner, Robert Engle, Michael Rothschild, Kaushik I. Amin, S. Craig Pirrong, Ronald W. Masulis, Yasushi Hamao, John M. Howard and Jennifer D. Irwin. Their work appears in journals such as The Journal of Finance, Canadian Journal of Emergency Medicine, Review of Financial Studies, Canadian Family Physician and Fertility and Sterility.
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.