D-Index & Metrics Best Publications
Walter N. Torous

Walter N. Torous

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 31 Citations 8,130 67 World Ranking 2154 National Ranking 1281

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Statistics
  • Financial economics

Walter N. Torous mainly investigates Financial economics, Actuarial science, Creditor, Bankruptcy and Microeconomics. His study explores the link between Financial economics and topics such as Common stock that cross with problems in Rational pricing, Sample and Call option. Walter N. Torous interconnects Valuation, Prepayment of loan and Market value in the investigation of issues within Actuarial science.

The study incorporates disciplines such as Insolvency and Accounting in addition to Creditor. Walter N. Torous has researched Bankruptcy in several fields, including Cash, Equity and Debtor. In his works, Walter N. Torous performs multidisciplinary study on Geometric Brownian motion and Econometrics.

His most cited work include:

  • An Empirical Investigation of U.S. Firms in Reorganization (437 citations)
  • Do industries lead stock markets (400 citations)
  • On Jumps in Common Stock Prices and Their Impact on Call Option Pricing (361 citations)

What are the main themes of his work throughout his whole career to date?

Walter N. Torous mainly investigates Econometrics, Financial economics, Real estate, Interest rate and Actuarial science. The concepts of his Econometrics study are interwoven with issues in Sample and Consumption. His Financial economics research focuses on subjects like Bond valuation, which are linked to Debt.

His study in Real estate is interdisciplinary in nature, drawing from both Asset, Economic rent and Predictability. His Interest rate research is multidisciplinary, relying on both Least squares and Unit root. His Actuarial science study integrates concerns from other disciplines, such as Valuation, Prepayment of loan, Equity, Finance and Floating interest rate.

He most often published in these fields:

  • Econometrics (46.67%)
  • Financial economics (31.11%)
  • Real estate (18.89%)

What were the highlights of his more recent work (between 2011-2021)?

  • Econometrics (46.67%)
  • Real estate (18.89%)
  • Financial economics (31.11%)

In recent papers he was focusing on the following fields of study:

His primary areas of investigation include Econometrics, Real estate, Financial economics, Real estate investment trust and Default. His Econometrics research is mostly focused on the topic Capital asset pricing model. In his work, Walter N. Torous performs multidisciplinary research in Financial economics and Database transaction.

The Real estate investment trust study combines topics in areas such as Asset, Predictability, Corporate Real Estate, Monetary policy and Leverage. His study on Default also encompasses disciplines like

  • Financial crisis which intersects with area such as Standard deviation,
  • Structured finance, which have a strong connection to Monetary economics, Microeconomics and Third market. His Cash flow research incorporates themes from Commercial mortgage-backed security, Volatility, Fixed asset, Fixed income and Common stock.

Between 2011 and 2021, his most popular works were:

  • Forecasting real estate prices (89 citations)
  • Commercial Real Estate as an Asset Class (20 citations)
  • Complexity in Structured Finance (19 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Statistics
  • Financial economics

His scientific interests lie mostly in Default, Structured finance, Quality, Financial economics and Financial crisis. His Default study combines topics in areas such as Third market and Microeconomics, Search cost. His Financial economics research integrates issues from Real estate investment trust and Real estate.

His studies deal with areas such as Asset and Asset allocation as well as Real estate. His Financial crisis study integrates concerns from other disciplines, such as Monetary economics and Standard deviation. Walter N. Torous combines subjects such as Collateral and SAFER with his study of Actuarial science.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Prepayment and the Valuation of Mortgage-Backed Securities

Eduardo S. Schwartz;Walter N. Torous.
Journal of Finance (1989)

692 Citations

An Empirical Investigation of U.S. Firms in Reorganization

Julian R. Franks;Walter N. Torous.
Journal of Finance (1989)

678 Citations

Do industries lead stock markets

Harrison Hong;Walter N. Torous;Rossen Valkanov.
Journal of Financial Economics (2007)

663 Citations

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

Clifford A. Ball;Walter N. Torous.
Journal of Finance (1985)

649 Citations

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

Julian R Franks;Walter N Torous.
Journal of Financial Economics (1994)

625 Citations

A Simplified Jump Process for Common Stock Returns

Clifford A. Ball;Walter N. Torous.
Journal of Financial and Quantitative Analysis (1983)

472 Citations

On Predicting Stock Returns with Nearly Integrated Explanatory Variables

Walter Torous;Rossen Valkanov;Shu Yan.
The Journal of Business (2004)

395 Citations

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

Sheridan Titman;Walter Torous.
Journal of Finance (1989)

367 Citations

A Comparison of US, UK, and German Insolvency Codes

Julian R. Franks;Kjell G. Nyborg;Walter N. Torous.
Financial Management (1996)

305 Citations

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

Clifford A. Ball;Walter N. Torous;Adrian E. Tschoegl.
Journal of Futures Markets (1985)

286 Citations

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