Sanjiv Ranjan Das : Citation Profile

Santa Clara University

17

H index

27

i10 index

1594

Citations

RESEARCH PRODUCTION:

35

Articles

19

Papers

2

Chapters

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 59
   Journals where Sanjiv Ranjan Das has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 10 (0.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda527
   Updated: 2025-04-12    RAS profile: 2023-03-12    
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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 Sanjiv Ranjan Das.

Is cited by:

Xiao, Tim (18)

Härdle, Wolfgang (15)

Schwaab, Bernd (10)

Andersen, Torben (10)

Koopman, Siem Jan (10)

Lucas, Andre (10)

Shen, Dehua (9)

Guidolin, Massimo (9)

Maheu, John (9)

Baptista, Alexandre (8)

Duffie, Darrell (8)

Cites to:

merton, robert (33)

Jarrow, Robert (20)

Duffie, Darrell (19)

Leland, Hayne (14)

Scholes, Myron (10)

Lerner, Josh (10)

Longstaff, Francis (9)

Willen, Paul (8)

Engle, Robert (8)

Singleton, Kenneth (8)

Gompers, Paul (7)

Main data

Production by document typearticlechapterpaper19961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 17Most cited documents123456789101112131415161718190100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Sanjiv Ranjan Das has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Journal of Financial and Quantitative Analysis4
Journal of Economic Dynamics and Control4
Journal of Financial Services Research2
Journal of Financial Intermediation2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc10
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Sanjiv Ranjan Das (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Realised Volatility Forecasting: Machine Learning via Financial Word Embedding. (2021). Poon, Ser-Huang ; Zohren, Stefan ; Rahimikia, Eghbal. In: Papers. RePEc:arx:papers:2108.00480.

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2024Social Media Emotions and IPO Returns. (2023). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2306.12602.

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2024Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2024Probabilistic Predictions of Option Prices Using Multiple Sources of Data. (2024). Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2412.00658.

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2025Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching. (2025). Mishura, Yuliya ; Kladivko, Kamil ; Golomoziy, Vitaliy. In: Papers. RePEc:arx:papers:2501.06895.

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2025Modeling portfolio loss distribution under infectious defaults and immunization. (2025). Farina, Gianluca ; Torri, Gabriele ; Giacometti, Rosella. In: Papers. RePEc:arx:papers:2503.03306.

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2024Does image sentiment of major public emergency affect the stock market performance? New insight from deep learning techniques. (2024). Huang, Dengshi ; Zhou, Jianan ; Wang, Sirui ; Liu, Yun. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4447-4472.

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2024The impact of feminism‐related public discussions on the promotion of female senior executives: evidence from China. (2024). Liu, Jing. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:38:y:2024:i:2:p:123-139.

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2024Dissecting the impact of the three E, S, G pillars on credit risk. (2024). Yan, Jingzhou ; Liu, Hanying ; Deng, Guoying ; Shuai, Can ; Ma, Shibo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:301-313.

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2024Target rate factors in short rate models. (2024). Harju, Antti J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001560.

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2024Analytical valuation of vulnerable chained options. (2024). Zhou, KE ; Zhang, Jiayi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001924.

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2024Pricing VIX options based on mean-reverting models driven by information. (2024). Zheng, Zun-Xin ; Yin, Ya-Hua ; Zhu, Fu-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001281.

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2024Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Bouri, Elie ; Chen, Yan ; Zhang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x.

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2024Local FinTech development, industrial structure, and north-south economic disparity in China. (2024). Zhou, BO ; Yang, Tongbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000516.

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2024Media opinion divergence and stock returns: Evidence from China. (2024). Shen, Dehua ; Goodell, John W ; Zhang, Zuochao ; Lahmar, Oumaima. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000723.

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2024The financial health of a company and the risk of its default: Back to the future. (2024). Dainelli, Francesco ; Bet, Gianmarco ; Fabrizi, Eugenio. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003818.

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2024Investor attention and corporate leverage manipulation. (2024). Mao, Ruoyu ; Guan, Xinle ; Lin, Weizhen ; Chen, Yuxuan ; Ye, Binghui ; Guo, Huitao. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012862.

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2024Determinants of credit default swap spread changes: The sell-side perspective. (2024). Joe, Denis Yongmin ; Park, Haerang ; Oh, Byungmin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323008462.

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2024Exacerbation or suppression? Digital transformation and shadow banking activities of non-financial firms. (2024). Yao, Chen ; Zhao, Xiaoqing. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013193.

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2024Navigating uncharted skies: The role of pilot CEO in FinTech adoption. (2024). Sun, Liang ; Liu, Shiang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002241.

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2024Do auditors care about what retail investors say? Evidence from China. (2024). Yang, Jing ; Xiao, Min ; Lin, Ling ; Zhang, Xiaoying. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004902.

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2024Tail mean-variance portfolio selection with estimation risk. (2024). Weng, Chengguo ; Wei, Pengyu ; Huang, Zhenzhen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234.

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2024Default dependence in the insurance and banking sectors: A copula approach. (2024). Zhao, Yang ; Yan, Cheng ; Kim, Minjoo ; Zhang, Xuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001798.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024The governance effects of social media engagement on M&A outcomes: Evidence from China. (2024). Zhang, Pengdong ; Chen, Yugang ; Liu, Siyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400012x.

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2024How does standardization affect OTC markets in the long term? Evidence from the small bang reform in the CDS market. (2024). Banti, Chiara ; Kellard, Neil ; Manac, Radu-Dragomir. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001094.

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2025Information sharing in financial markets. (2025). Xiong, Yan ; Goldstein, Itay ; Yang, Liyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001909.

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2024What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion. (2024). Yeh, Zong-Wei ; Lin, Shih-Kuei ; He, Jie-Cao ; Fang, Dong-Jie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001434.

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2024Agreeing to disagree: Informativeness of sentiments in internet message boards. (2024). Leung, Henry ; Schiereck, Dirk ; Gao, Yang ; Ton, Thai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002373.

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2024Covid-19 and market discipline: Evidence from the banking sector in emerging markets. (2024). Umar, Muhammad ; Mirza, Nawazish ; Xie, Xin ; Ji, Xiaoman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:612-621.

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2024Reaching the public with Twitter: The reputation value of CEOs. (2024). Du, Yao ; Thuy, Tran Thi ; Nguyen, Hong Thoa ; Lu, Chien-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003411.

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2024Self-weighted quantile regression estimation for diffusion parameter in jump–diffusion models. (2024). Mao, Huijue ; Cai, Chunchun ; Song, Yuping ; Zhu, Min. In: Statistics & Probability Letters. RePEc:eee:stapro:v:206:y:2024:i:c:s0167715223002341.

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2024Zooming in and out the landscape: Artificial intelligence and system dynamics in business and management. (2024). Iandolo, Francesca ; Franco, Eduardo ; Armenia, Stefano ; Vito, Pietro ; Maielli, Giuliano. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008168.

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2024Put Your Mouth Where Your Money Is: A Field Experiment Encouraging Donors to Share About Charity. (2024). Small, Deborah A ; Silver, Ike. In: Marketing Science. RePEc:inm:ormksc:v:43:y:2024:i:2:p:392-406.

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2024Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model. (2024). Li, Jizu ; Zhang, Zhicheng ; Guo, Yanyu ; Du, Huayun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10534-9.

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2024.

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2024How do strategic pricing approaches influence franchise fee decisions?. (2024). Lee, Seoki ; Kyung-A Sun, . In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:6:p:1508-1530.

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2025The state of robo-advisory design: A systematic consolidation of design requirements and recommendations. (2025). Namyslo, Nicole Maria ; Jung, Dominik ; Sturm, Timo. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00762-2.

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2024Exploring Latent Characteristics of Fake Reviews and Their Intermediary Role in Persuading Buying Decisions. (2024). Rana, Nripendra P ; Mukherjee, Shubhadeep ; Kumar, Rahul. In: Information Systems Frontiers. RePEc:spr:infosf:v:26:y:2024:i:3:d:10.1007_s10796-023-10401-w.

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2024Investment in risky assets and participation in the financial market: does financial literacy matter?. (2024). Wendt, Stefan ; Horn, Matthias ; Oehler, Andreas. In: International Review of Economics. RePEc:spr:inrvec:v:71:y:2024:i:1:d:10.1007_s12232-023-00432-9.

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2024The importance of individual-pair lending relationships. (2024). Wang, Hui ; Li, Xinlei ; Even-Tov, Omri ; Williams, Christopher. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:4:d:10.1007_s11142-023-09782-9.

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2024Essays in behavioral and empirical corporate finance. (2024). Lyu, Yanying. In: Other publications TiSEM. RePEc:tiu:tiutis:a636d1ce-f80d-4aa1-9b28-0b2a17c0a3e4.

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Works by Sanjiv Ranjan Das:

Year  ↓Title  ↓Type  ↓Cited  ↓
2010Credit default swaps – Financial innovation or financial dysfunction? In: Financial Stability Review.
[Full Text][Citation analysis]		article4
2019Machine Learning: Classification and Clustering In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter0
2019Annex – presentations In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter0
2019The future of fintech In: Financial Management.
[Full Text][Citation analysis]		article24
2007Common Failings: How Corporate Defaults Are Correlated In: Journal of Finance.
[Full Text][Citation analysis]		article265
2006Common Failings: How Corporate Defaults are Correlated.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265		paper
2018Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2018Bank Regulation, Network Topology, and Systemic Risk: Evidence from the Great Depression.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2002Systemic Risk and International Portfolio Choice In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2002Pricing Credit Derivatives with Rating Transitions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
1999Of Smiles and Smirks: A Term Structure Perspective In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article145
1998Of Smiles and Smirks: A Term-Structure Perspective.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2010Portfolio Optimization with Mental Accounts In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article68
2012The Principal Principle In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article5
2020Venture Capital Communities In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article11
1998A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
1999A theory of optimal timing and selectivity In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2009Implied recovery In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article22
2013Options and structured products in behavioral portfolios In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article28
2002The surprise element: jumps in interest rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article171
2023Digitization and data frames for card index records In: Explorations in Economic History.
[Full Text][Citation analysis]		article0
2009Options on portfolios with higher-order moments In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2022Banking networks, systemic risk, and the credit cycle in emerging markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2022Dynamic optimization for multi-goals wealth management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
1999A theory of banking structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2009Accounting-based versus market-based cross-sectional models of CDS spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article76
2013Strategic loan modification: An options-based response to strategic default In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2015Credit spreads with dynamic debt In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2009Hedging credit: Equity liquidity matters In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article34
2011Polishing diamonds in the rough: The sources of syndicated venture performance In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article17
2005eInformation: A Clinical Study of Investor Discussion and Sentiment In: Financial Management.
[Citation analysis]		article22
1996The Central Tendency: A Second Factor in Bond Yields In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper85
1997The Central Tendency: A Second Factor in Bond Yields.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
1998The Central Tendency: A Second Factor In Bond Yields.(1998) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
1998The Regulation of Fee Structures in Mutual Funds: A Theoretical Analysis In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper4
1998A Direct Approach to Arbitrage-Free Pricing of Derivatives In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper6
1999Fee Speech: Signalling and the Regulation of Mutual Fund Fees In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]		paper1
2021Combining Investment and Tax Strategies for Optimizing Lifetime Solvency under Uncertain Returns and Mortality In: JRFM.
[Full Text][Citation analysis]		article0
2000A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives In: Management Science.
[Full Text][Citation analysis]		article23
2007Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web In: Management Science.
[Full Text][Citation analysis]		article280
2007An Integrated Model for Hybrid Securities In: Management Science.
[Full Text][Citation analysis]		article18
2007Basel II: Correlation Related Issues In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article9
2020The Fast and the Curious: VC Drift In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article0
2005The Firms Management of Social Interactions In: Marketing Letters.
[Full Text][Citation analysis]		article72
1997An Efficient Generalized Discrete-Time Approach to Poisson-Gaussian Bond Option Pricing in the Heath-Jarrow-Morton Model In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper1
1997Auction Theory: A Summary with Applications to Treasury Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
1997Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
1997Average Interest In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1998Poisson-Guassian Processes and the Bond Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
1998A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
1998On the Regulation of Fee Structures in Mutual Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
1998Fee Speech: Adverse Selection and the Regulation of Mutual Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2010The Long and Short of It: Why Are Stocks with Shorter Runs Preferred? In: Journal of Consumer Research.
[Full Text][Citation analysis]		article12
2002Fee Speech: Signaling, Risk-Sharing, and the Impact of Fee Structures on Investor Welfare In: The Review of Financial Studies.
[Citation analysis]		article50
1997Macroeconomic implications of search theory for the labour market In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2006A simple approach for pricing equity options with Markov switching state variables In: Quantitative Finance.
[Full Text][Citation analysis]		article15

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