World's Best Scientists 2026 revealed!
Walter N. Torous

Walter N. Torous

D-Index & Metrics

Economics and Finance

D-Index
40
Citations
9605
World Ranking
2258
National Ranking
1291

Overview

Walter N. Torous is affiliated with MIT in the United States and conducts research primarily in the field of Economics, Econometrics, and Finance. Their work spans several subfields, including Finance, Economics and Econometrics, General Economics, Econometrics and Finance, and Accounting.

Their recent publications cover topics such as market prices of thinly traded assets and residential mortgage defaults. Notable papers include:

  • Assessing proxies for market prices of thinly traded assets with scheduled cash flows, 2024, Journal of Empirical Finance
  • What Causes Residential Mortgage Defaults?, 2024, Oxford Research Encyclopedia of Economics and Finance
  • Assessing Proxies for Market Prices of Thinly Traded Assets with Scheduled Cash Flows, 2022, SSRN Electronic Journal
  • Assessing Proxies for Market Prices of Thinly Traded Assets with Scheduled Cash Flows, 2023, SSRN Electronic Journal
  • Issue Information, 2023, Real Estate Economics

The main research topics addressed in their work include:

  • Financial Markets and Investment Strategies
  • Stochastic processes and financial applications
  • Economic theories and models
  • Monetary Policy and Economic Impact
  • Private Equity and Venture Capital

Frequent co-authors collaborating with Walter N. Torous are:

  • Crocker Herbert Liu
  • Wally Boudry
  • Tobias Mühlhofer
  • Τobias
  • Alberto Plazzi

Their research outputs have been published in venues such as:

  • SSRN Electronic Journal
  • Real Estate Economics
  • Journal of Empirical Finance
  • Oxford Research Encyclopedia of Economics and Finance

Best Publications

  • Do industries lead stock markets

    Harrison Hong;Walter N. Torous;Rossen Valkanov

  • Prepayment and the Valuation of Mortgage-Backed Securities

    Eduardo S. Schwartz;Walter N. Torous

  • An Empirical Investigation of U.S. Firms in Reorganization

    Julian R. Franks;Walter N. Torous

  • On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

    Clifford A. Ball;Walter N. Torous

  • A comparison of financial recontracting in distressed exchanges and chapter 11 reorganizations

    Julian R Franks;Walter N Torous

  • A Simplified Jump Process for Common Stock Returns

    Clifford A. Ball;Walter N. Torous

  • On Predicting Stock Returns with Nearly Integrated Explanatory Variables

    Walter Torous;Rossen Valkanov;Shu Yan

  • Valuing Commercial Mortgages: An Empirical Investigation of the Contingent-Claims Approach to Pricing Risky Debt

    Sheridan Titman;Walter Torous

  • A Comparison of US, UK, and German Insolvency Codes

    Julian R. Franks;Kjell G. Nyborg;Walter N. Torous

  • The degree of price resolution: The case of the gold market

    Clifford A. Ball;Walter N. Torous;Adrian E. Tschoegl

  • The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns

    Robert A. Haugen;Eli Talmor;Walter N. Torous

  • Prepayment, Default, and the Valuation of Mortgage Pass-Through Securities

    Eduardo S. Schwartz;Walter N. Torous

  • Expected Returns and Expected Growth in Rents of Commercial Real Estate

    Alberto Plazzi;Walter Torous;Rossen Valkanov

  • Forecasting Real Estate Prices

    Eric Ghysels;Alberto Plazzi;Rossen Valkanov;Walter Torous

  • Forecasting real estate prices

    Eric Ghysels;Alberto Plazzi;Rossen Valkanov;Walter Torous

  • Bond Price Dynamics and Options

    Clifford A. Ball;Walter N. Torous

  • Mortgage Prepayment and Default Decisions: A Poisson Regression Approach

    Eduardo S. Schwartz;Walter N. Torous

  • The Stochastic Volatility of Short‐Term Interest Rates: Some International Evidence

    Clifford A. Ball;Walter N. Torous

  • Individual Decision Making and Investor Welfare

    Michael J. Brennan;Walter N. Torous

  • Unit roots and the estimation of interest rate dynamics

    Clifford A. Ball;Walter N. Torous

  • Expected Returns and the Expected Growth in Rents of Commercial Real Estate

    Walter N. Torous;Rossen I. Valkanov;Alberto Plazzi;Alberto Plazzi

Frequent Co-Authors

Rossen I. Valkanov
Rossen I. Valkanov University of California, San Diego
Eduardo S. Schwartz
Eduardo S. Schwartz Simon Fraser University
Julian R. Franks
Julian R. Franks London Business School
Harrison G. Hong
Harrison G. Hong Columbia University
Crocker H. Liu
Crocker H. Liu Cornell University
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Kent Daniel
Kent Daniel Columbia University
Sumit Agarwal
Sumit Agarwal National University of Singapore
Sheridan Titman
Sheridan Titman The University of Texas at Austin

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Exploring Economics and Finance opens the door to a variety of dynamic online degrees and versatile career opportunities. For those interested in people management within organizations, a masters of human resource management online equips you with leadership skills and HR expertise valued across industries.

In today’s data-driven world, a master in data analytics online can prepare you to interpret complex datasets, informing strategic decisions in finance, business, and government sectors.

Leadership roles in finance and economics often demand a broader understanding of team and organizational dynamics. An organizational leadership online masters is ideal if you want to move into senior management or drive change in organizations.

If you’re aiming for a well-rounded foundation in business principles, explore how to get a business degree online. These programs offer flexibility and can lead to careers in consulting, analytics, management, and more.

Best Scientists Citing Walter N. Torous

Trending Scientists

Recently Published Articles