Anthony Neuberger

2.8k total citations · 1 hit paper
42 papers, 1.7k citations indexed

About

Anthony Neuberger is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Anthony Neuberger has authored 42 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 20 papers in Economics and Econometrics and 14 papers in Accounting. Recurrent topics in Anthony Neuberger's work include Financial Markets and Investment Strategies (17 papers), Stochastic processes and financial applications (15 papers) and Financial Risk and Volatility Modeling (8 papers). Anthony Neuberger is often cited by papers focused on Financial Markets and Investment Strategies (17 papers), Stochastic processes and financial applications (15 papers) and Financial Risk and Volatility Modeling (8 papers). Anthony Neuberger collaborates with scholars based in United Kingdom, United States and Switzerland. Anthony Neuberger's co-authors include Mark Britten‐Jones, Roman Kozhan, Paul Schneider, Marcus Miller, David Hobson, David McCarthy, Siva Viswanathan, Narayan Y. Naik, Ingmar Nolte and Richard Payne and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Anthony Neuberger

38 papers receiving 1.6k citations

Hit Papers

Option Prices, Implied Price Processes, and Stochastic Vo... 2000 2026 2008 2017 2000 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Option Prices, Implied Price Processes, and Stochastic Volatility
    2000 679 citations Mark Britten‐Jones, Anthony Neuberger profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Anthony Neuberger United Kingdom 16 1.5k 858 260 238 131 42 1.7k
Fernando Zapatero United States 22 1.3k 0.9× 1.0k 1.2× 332 1.3× 512 2.2× 184 1.4× 71 1.7k
Nikunj Kapadia United States 13 2.8k 1.9× 1.3k 1.5× 352 1.4× 471 2.0× 128 1.0× 23 3.0k
Evan W. Anderson United States 10 818 0.5× 719 0.8× 290 1.1× 221 0.9× 201 1.5× 14 1.1k
Peter C. Schotman Netherlands 20 1.1k 0.7× 1.0k 1.2× 734 2.8× 244 1.0× 151 1.2× 76 1.6k
Luca Benzoni United States 13 1.3k 0.8× 806 0.9× 285 1.1× 363 1.5× 75 0.6× 41 1.6k
Jens Carsten Jackwerth Germany 19 2.7k 1.8× 1.3k 1.5× 417 1.6× 220 0.9× 237 1.8× 52 2.9k
Jimmy E. Hilliard United States 15 850 0.6× 735 0.9× 272 1.0× 96 0.4× 76 0.6× 72 1.1k
Robert R. Bliss United States 17 2.5k 1.6× 1.1k 1.3× 1.0k 4.0× 415 1.7× 101 0.8× 50 2.8k
Mao‐Wei Hung Taiwan 17 856 0.6× 521 0.6× 159 0.6× 321 1.3× 105 0.8× 75 1.1k

Countries citing papers authored by Anthony Neuberger

Since Specialization
Citations

This map shows the geographic impact of Anthony Neuberger's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Anthony Neuberger with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Anthony Neuberger more than expected).

Fields of papers citing papers by Anthony Neuberger

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Anthony Neuberger. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Anthony Neuberger. The network helps show where Anthony Neuberger may publish in the future.

Co-authorship network of co-authors of Anthony Neuberger

This figure shows the co-authorship network connecting the top 25 collaborators of Anthony Neuberger. A scholar is included among the top collaborators of Anthony Neuberger based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Anthony Neuberger. Anthony Neuberger is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Corte, Pasquale Della, Roman Kozhan, & Anthony Neuberger. (2020). The cross-section of currency volatility premia. Journal of Financial Economics. 139(3). 950–970. 9 indexed citations
2.
Neuberger, Anthony & Richard Payne. (2020). The Skewness of the Stock Market over Long Horizons. Review of Financial Studies. 34(3). 1572–1616. 17 indexed citations
3.
Beber, Alessandro, et al.. (2020). Pricing Liquidity Risk with Heterogeneous Investment Horizons. Journal of Financial and Quantitative Analysis. 56(2). 373–408. 8 indexed citations
4.
Neuberger, Anthony & Richard Payne. (2018). The Skewness of the Stock Market at Long Horizons. SSRN Electronic Journal. 2 indexed citations
5.
Kozhan, Roman, Anthony Neuberger, & Paul Schneider. (2013). The Skew Risk Premium in the Equity Index Market. Review of Financial Studies. 26(9). 2174–2203. 144 indexed citations
6.
Neuberger, Anthony. (2012). Realized Skewness. Review of Financial Studies. 25(11). 3423–3455. 140 indexed citations
7.
Kozhan, Roman, Anthony Neuberger, & Paul Schneider. (2011). The Skew Risk Premium in Index Option Prices. SSRN Electronic Journal. 22 indexed citations
8.
Britten‐Jones, Mark, Anthony Neuberger, & Ingmar Nolte. (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance & Accounting. 38(5-6). 657–683. 41 indexed citations
9.
Hobson, David & Anthony Neuberger. (2010). ROBUST BOUNDS FOR FORWARD START OPTIONS. Mathematical Finance. 22(1). 31–56. 68 indexed citations
10.
Britten‐Jones, Mark, Anthony Neuberger, & Ingmar Nolte. (2010). Improved Inference in Regression with Overlapping Observations. SSRN Electronic Journal. 2 indexed citations
11.
McCarthy, David & Anthony Neuberger. (2009). The economic basis for the regulation of pensions. 2 indexed citations
12.
McCarthy, David & Anthony Neuberger. (2005). Pricing Pension Insurance: The Proposed Levy Structure for the Pension Protection Fund*. Fiscal Studies. 26(4). 471–489. 4 indexed citations
13.
Neuberger, Anthony. (1999). Hedging long-term exposures with multiple short-term futures contracts. Review of Financial Studies. 12(3). 429–459. 30 indexed citations
14.
Neuberger, Anthony. (1998). How Well Can You Hedge Long Term Exposures with Multiple Short Term Futures Contracts. SSRN Electronic Journal. 3 indexed citations
15.
Naik, Narayan Y., Siva Viswanathan, & Anthony Neuberger. (1998). Disclosure Regulation in Competitive Dealership Markets: Analysis of the London Stock Exchange. 17 indexed citations
16.
Hansch, Oliver & Anthony Neuberger. (1996). Strategic Trading by Market Makers on the London Stock Exchange. SSRN Electronic Journal. 13 indexed citations
17.
Neuberger, Anthony. (1996). Using futures contracts for corporate hedging: The problem of expiry and a possible solution. European Financial Management. 2(3). 263–271. 2 indexed citations
18.
Neuberger, Anthony. (1995). Option Replication with Transaction Costs: An Exact Solution for the Pure Jump Process. SSRN Electronic Journal. 8 indexed citations
19.
Neuberger, Anthony & Marcus Miller. (1993). Financial Innovations and Market Volatility.. Economica. 60(237). 115–115. 82 indexed citations
20.
Neuberger, Anthony. (1993). An empirical examination of market maker profits on the London stock exchange. Journal of Financial Services Research. 6(4). 343–372. 17 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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