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John Cotter

Institution: University College Dublin

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://johncotter.org/

First Publication: 2001

Most Recent: 2025

RePEc ID: pco227 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 2.02 0.76 2.78 65%
Last 10 Years 0.00 0.00 2.69 0.76 3.45 60%
All Time 0.00 9.42 8.41 6.14 23.97 95%

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 25.41

Publications (24)

Year Article Journal Tier Authors
2025 Trends and key determinants of firm-level integration Journal of International Money and Finance B 3
2023 Macro-financial spillovers Journal of International Money and Finance B 3
2023 A financial modeling approach to industry exchange-traded funds selection Journal of Empirical Finance C 4
2022 The illusion of oil return predictability: The choice of data matters! Journal of Banking & Finance B 3
2022 The non-linear trade-off between return and risk and its determinants Journal of Empirical Finance C 2
2019 Credit default swaps as indicators of bank financial distress Journal of International Money and Finance B 3
2015 Performance of utility based hedges Energy Economics A 2
2015 Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust The Review of Financial Studies A 3
2015 A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics Real Estate Economics C 2
2013 Downside risk and the energy hedger's horizon Energy Economics A 2
2012 A utility based approach to energy hedging Energy Economics A 2
2012 Extreme Measures of Agricultural Financial Risk Journal of Agricultural Economics B 3
2012 An empirical analysis of dynamic multiscale hedging using wavelet decomposition Journal of Futures Markets C 2
2011 U.s. Core Inflation: a Wavelet Analysis Macroeconomic Dynamics C 3
2010 Time-varying risk aversion: An application to energy hedging Energy Economics A 2
2010 Estimating financial risk measures for futures positions: A nonparametric approach Journal of Futures Markets C 2
2008 Volatility and Irish Exports Economic Inquiry C 2
2008 Modeling Long Memory in REITs Real Estate Economics C 2
2007 Varying the VaR for unconditional and conditional environments Journal of International Money and Finance B 1
2006 Extreme spectral risk measures: An application to futures clearinghouse margin requirements Journal of Banking & Finance B 2
2006 Reevaluating hedging performance Journal of Futures Markets C 2
2005 Tail behaviour of the euro Applied Economics C 1
2004 Minimum capital requirement calculations for UK futures Journal of Futures Markets C 1
2001 Margin exceedences for European stock index futures using extreme value theory Journal of Banking & Finance B 1