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Jonathan E. Ingersoll

Active 1977–2000

17
Papers
20,707
Citations
17
h-index
17
i10-index

Citations

Citations per year for Jonathan E. Ingersoll1977: 2 citations1978: 1 citations1979: 4 citations1980: 6 citations1981: 8 citations1982: 9 citations1983: 2 citations1984: 14 citations1985: 11 citations1986: 18 citations1987: 9 citations1988: 24 citations1989: 24 citations1990: 29 citations1991: 22 citations1992: 32 citations1993: 34 citations1994: 25 citations1995: 57 citations1996: 39 citations1997: 39 citations1998: 50 citations1999: 41 citations2000: 58 citations2001: 83 citations2002: 84 citations2003: 88 citations2004: 52 citations2005: 79 citations2006: 79 citations2007: 61 citations2008: 78 citations2009: 61 citations2010: 88 citations2011: 72 citations2012: 78 citations2013: 73 citations2014: 82 citations2015: 65 citations2016: 63 citations2017: 69 citations2018: 66 citations2019: 68 citations2020: 57 citations2021: 57 citations2022: 60 citations2023: 48 citations2024: 42 citations2025: 29 citations2026: 4 citations

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 749 citing papers, 31.3% of this breakdownChina: 203 citing papers, 8.5% of this breakdownUnited Kingdom: 173 citing papers, 7.2% of this breakdownCanada: 121 citing papers, 5.1% of this breakdownItaly: 105 citing papers, 4.4% of this breakdownFrance: 102 citing papers, 4.3% of this breakdownGermany: 95 citing papers, 4% of this breakdownAustralia: 73 citing papers, 3% of this breakdownSpain: 61 citing papers, 2.5% of this breakdownHong Kong: 58 citing papers, 2.4% of this breakdownJapan: 47 citing papers, 2% of this breakdownTaiwan: 44 citing papers, 1.8% of this breakdown
0%31.3%Other 23.5%

Institutions

Fields

  • Economics, Econometrics and Finance75.8%
  • Decision Sciences5.4%
  • Mathematics4.7%
  • Computer Science3.6%
  • Business, Management and Accounting3.2%
  • Social Sciences2%
  • Other5.3%

Topics

  • Stochastic processes and financial applications19.6%
  • Financial Risk and Volatility Modeling8.9%
  • Financial Markets and Investment Strategies8.5%
  • Economic theories and models5.3%
  • Monetary Policy and Economic Impact4.4%
  • Credit Risk and Financial Regulations4%
  • Other49.3%

Coauthors

All papers

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  1. A Theory of the Term Structure of Interest Rates

    Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - Econometrica 1985 cited by 8,559

  2. Dynamic Asset Pricing Theory.

    Authors: Jonathan E. Ingersoll, Darrell Duffie - The Journal of Finance 1993 cited by 3,081

  3. An Intertemporal General Equilibrium Model of Asset Prices

    Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - Econometrica 1985 cited by 2,106

  4. Theory of Financial Decision Making.

    Authors: Eduardo S. Schwartz, Jonathan E. Ingersoll - The Journal of Finance 1988 cited by 1,949

  5. A contingent-claims valuation of convertible securities

    Authors: Jonathan E. Ingersoll - Journal of Financial Economics 1977 cited by 504

  6. The relation between forward prices and futures prices

    Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - Journal of Financial Economics 1981 cited by 754

  7. Mean-Variance Theory in Complete Markets

    Authors: Philip H. Dybvig, Jonathan E. Ingersoll - The Journal of Business 1982 cited by 270

  8. Portfolio Performance Manipulation and Manipulation-proof Performance Measures

    Authors: Jonathan E. Ingersoll, Ivo Welch cited by 700

  9. A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates

    Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Finance 1981 cited by 551

  10. Waiting to Invest: Investment and Uncertainty

    Authors: Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Business 1992 cited by 512

  11. Optimal bond trading with personal taxes

    Authors: George M. Constantinides, Jonathan E. Ingersoll - Journal of Financial Economics 1984 cited by 274

  12. An Analysis of Variable Rate Loan Contracts

    Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Finance 1980 cited by 269

  13. Monthly Measurement of Daily Timers

    Authors: William N. Goetzmann, Jonathan E. Ingersoll, Zoran Ivković - Journal of Financial and Quantitative Analysis 2000 cited by 255

  14. AN EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES

    Authors: Jonathan E. Ingersoll - The Journal of Finance 1977 cited by 252

  15. Duration and the Measurement of Basis Risk

    Authors: John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Business 1979 cited by 231

  16. High-Water Marks and Hedge Fund Management Contracts

    Authors: William N. Goetzmann, Jonathan E. Ingersoll, Stephen A. Ross - 1998 cited by 228

  17. Long Forward and Zero-Coupon Rates Can Never Fall

    Authors: Philip H. Dybvig, Jonathan E. Ingersoll, Stephen A. Ross - The Journal of Business 1996 cited by 212

All 17 papers shown.