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Mark H. Davis

Mark H. Davis publishes mostly in Finance, Social Psychology and Economics and Econometrics, on topics such as Stochastic processes and financial applications, Financial Markets and Investment Strategies and Financial Risk and Volatility Modeling.

World rank
#8,592
of 1,633,909 ranked researchers
Rank in United Kingdom
#745
of 90,785
Works
64
Citations
1.2k
Citations per work
18.1

What does Mark H. Davis research?

Finance: 31.2%Social Psychology: 10.4%Economics and Econometrics: 7.8%Management Science and Operations Research: 5.2%other fields: 45.4%31%top field
Finance31.2%Social Psychology10.4%Economics and Econometrics7.8%Management Science and Operations Research5.2%other fields45.4%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance31% of their works
  2. 2Social Psychology10% of their works
  3. 3Economics and Econometrics8% of their works
  4. 4Management Science and Operations Research5% of their works
  5. 5Experimental and Cognitive Psychology5% of their works
  6. 6Sociology and Political Science5% of their works

Research topics

Which keywords describe Mark H. Davis's research?

The keywords of their largest research topics: Asset Pricing, Option Pricing, Stochastic Calculus, Market Efficiency, Stock Returns, Liquidity, Risk Management and Economic Growth.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 20 words, with their numbers
  1. Asset Pricing82 topics
  2. Option Pricing71 topic
  3. Stochastic Calculus71 topic
  4. Market Efficiency61 topic
  5. Stock Returns61 topic
  6. Liquidity52 topics
  7. Risk Management52 topics
  8. Economic Growth42 topics
  9. Credit Spread Changes31 topic
  10. Default Risk31 topic
  11. GARCH Models31 topic
  12. Volatility31 topic
  13. Catastrophe Bonds21 topic
  14. Competitive Economy21 topic
  15. Disgust21 topic
  16. Forecasting21 topic
  17. Insurance21 topic
  18. Monetary Equilibrium21 topic
  19. Moral Judgment21 topic
  20. Time Series21 topic

Where does Mark H. Davis work?

Mark H. Davis's main affiliation in the publication record is Imperial College London, United Kingdom.

How many publications and citations does Mark H. Davis have?

Science Explorer counts 64 works and 1,156 citations for Mark H. Davis, ranking #8,592 of 1,633,909 researchers worldwide on the composite score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.