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Walter N. Torous

Walter N. Torous

D-Index & Metrics

Economics and Finance

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

Walter N. Torous publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Walter N. Torous sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 101 publications — 15th percentile

15% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Walter N. Torous D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Walter N. Torous sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 40 D-Index — 41st percentile

41% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

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

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