Mark D. Flood : Citation Profile

University of Maryland

9

H index

8

i10 index

734

Citations

RESEARCH PRODUCTION:

16

Articles

22

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 24
   Journals where Mark D. Flood has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 13 (1.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl126
   Updated: 2025-04-19    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark D. Flood.

Is cited by:

Lyons, Richard (11)

Aldasoro, Iñaki (9)

Paddrik, Mark (7)

Ugolini, Andrea (7)

Watugala, Sumudu (6)

Lucas, Andre (6)

Brownlees, Christian (6)

Acharya, Viral (5)

Hau, Harald (5)

Sarlin, Peter (5)

Danielsson, Jon (5)

Cites to:

Lo, Andrew (21)

Shleifer, Andrei (8)

Shin, Hyun Song (8)

Reinhart, Carmen (7)

Summer, Martin (7)

Rheinberger, Klaus (6)

Rochet, Jean (6)

Schuermann, Til (6)

Detken, Carsten (5)

Billio, Monica (5)

merton, robert (5)

Main data

Production by document typepaperarticle199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202002.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202002040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920200200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents12345678910110250500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Mark D. Flood has published?

Journals with more than one article published# docs
Review5
Quantitative Finance3

Working Papers Series with more than one paper published# docs
Working Papers / Office of Financial Research, US Department of the Treasury13
Staff Discussion Papers / Office of Financial Research, US Department of the Treasury3

Recent works citing Mark D. Flood (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Huang, Difang ; Wu, Boyao ; Wang, Yuhang ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19439.

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2025FinArena: A Human-Agent Collaboration Framework for Financial Market Analysis and Forecasting. (2025). Liu, Zhaobin ; Xu, Congluo. In: Papers. RePEc:arx:papers:2503.02692.

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2024Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems. (2024). Kosse, Anneke ; Desai, Ajit ; Sharples, Jacob. In: Staff Working Papers. RePEc:bca:bocawp:24-15.

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2024Decomposing systemic risk measures by bank business model in Luxembourg. (2024). Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp182.

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2024Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems. (2024). Sharples, Jacob ; Kosse, Anneke ; Desai, Ajit. In: BIS Working Papers. RePEc:bis:biswps:1188.

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2024Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941.

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2024Works like a Sahm: Recession indicators and the Sahm rule. (2024). Nickelsburg, Jerry ; Ash, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003628.

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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

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2024Put–call parity in a crypto option market — Evidence from Binance. (2024). Varadi, Kata ; Kralik, Balazs ; Felfoldi-Szcs, Nora. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012461.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Macroprudential regulation and bank risk: The role of shareholders and creditors rights. (2024). Matos, Tiago ; Dutra, Tiago M. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001151.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Probability equivalent level for CoVaR and VaR. (2024). Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Pellerey, Franco ; Ortega-Jimenez, Patricia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:22-35.

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2025Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726.

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2025The Relationship between Market Depth and Liquidity Fragility in the Treasury Market. (2025). Meldrum, Andrew ; Sokolinskiy, Oleg. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-14.

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2024Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Maillet, Bertrand ; Costola, Michele ; Zhang, Xiang ; Yuan, Zhining. In: Post-Print. RePEc:hal:journl:hal-04514343.

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2024Global Liquidity: Drivers, Volatility and Toolkits. (2024). Goldberg, Linda S. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00208-9.

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2024Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. (2024). Zhang, Xiang ; Costola, Michele ; Yuan, Zhining ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04881-3.

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2024Computing the probability of a financial market failure: a new measure of systemic risk. (2024). Jarrow, Robert ; Quintos, Alejandra ; Protter, Philip. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05146-9.

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2024An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression. (2024). Zhou, Yingxue ; Wang, DA. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00574-3.

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2024An empirical comparison of correlation-based systemic risk measures. (2024). Uberti, Pierpaolo ; Pastorino, Caterina. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01746-0.

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Mark D. Flood has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Mark D. Flood:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012A Survey of Systemic Risk Analytics In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article450
2012A Survey of Systemic Risk Analytics.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 450		paper
In: .
[Full Text][Citation analysis]		article9
2013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2016Big data challenges and opportunities in financial stability monitoring In: Financial Stability Review.
[Full Text][Citation analysis]		article5
2012Search Costs: The Neglected Spread Component In: Research Program in Finance, Working Paper Series.
[Full Text][Citation analysis]		paper8
1998Search Costs: The Neglected Spread Component..(1998) In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2016The application of visual analytics to financial stability monitoring In: Journal of Financial Stability.
[Full Text][Citation analysis]		article20
2015The Application of Visual Analytics to Financial Stability Monitoring.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
1998Put-call parity revisited: intradaily tests in the foreign currency options market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2020The Complexity of Bank Holding Companies: A Topological Approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2017The Complexity of Bank Holding Companies: A Topological Approach.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
1994Market structure and inefficiency in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article38
1993Market structure and inefficiency in the foreign exchange market.(1993) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2002Dividing the Pie In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper3
2013Cryptography and the economics of supervisory information: balancing transparency and confidentiality In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper4
2013Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1990On the use of option pricing models to analyze deposit insurance In: Review.
[Full Text][Citation analysis]		article8
1991An introduction to complete markets In: Review.
[Full Text][Citation analysis]		article5
1991Microstructure theory and the foreign exchange market In: Review.
[Full Text][Citation analysis]		article16
1992The great deposit insurance debate In: Review.
[Full Text][Citation analysis]		article12
1992Two faces of financial innovation In: Review.
[Full Text][Citation analysis]		article1
2014A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper6
2018An Ontology of Ownership and Control Relations of Bank Holding Companies In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper1
2013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper29
2015Systematic scenario selection: stress testing and the nature of uncertainty.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2013The History of Cyclical Macroprudential Policy in the United States In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future In: Working Papers.
[Full Text][Citation analysis]		paper8
2017Contract as Automaton: The Computational Representation of Financial Agreements In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Systemwide Commonalities in Market Liquidity In: Working Papers.
[Full Text][Citation analysis]		paper3
2015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures In: Working Papers.
[Full Text][Citation analysis]		paper6
2015Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios In: Working Papers.
[Full Text][Citation analysis]		paper6
2017The Complexity of Bank Holding Companies: A New Measurement Approach In: Working Papers.
[Full Text][Citation analysis]		paper4
1999Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets. In: The Review of Financial Studies.
[Citation analysis]		article68
2017Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2009Embracing change: financial informatics and risk analytics In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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