Bevan Blair

775 total citations
9 papers, 537 citations indexed

About

Bevan Blair is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Bevan Blair has authored 9 papers receiving a total of 537 indexed citations (citations by other indexed papers that have themselves been cited), including 9 papers in Economics and Econometrics, 8 papers in Finance and 3 papers in General Economics, Econometrics and Finance. Recurrent topics in Bevan Blair's work include Financial Risk and Volatility Modeling (8 papers), Market Dynamics and Volatility (7 papers) and Financial Markets and Investment Strategies (3 papers). Bevan Blair is often cited by papers focused on Financial Risk and Volatility Modeling (8 papers), Market Dynamics and Volatility (7 papers) and Financial Markets and Investment Strategies (3 papers). Bevan Blair collaborates with scholars based in United Kingdom. Bevan Blair's co-authors include Ser‐Huang Poon, Stephen J. Taylor and Stan Beckers and has published in prestigious journals such as Journal of Econometrics, Journal of Banking & Finance and Applied Financial Economics.

In The Last Decade

Bevan Blair

8 papers receiving 493 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Bevan Blair United Kingdom	4	498	425	127	36	22	9	537
Eugenie M. J. H. Hol Netherlands	2	354 0.7×	353 0.8×	110 0.9×	42 1.2×	9 0.4×	2	406
Roméo Tédongap France	12	513 1.0×	337 0.8×	139 1.1×	32 0.9×	55 2.5×	36	568
Julien Idier France	12	288 0.6×	260 0.6×	206 1.6×	27 0.8×	36 1.6×	32	418
Kostas Giannopoulos United Kingdom	8	456 0.9×	322 0.8×	194 1.5×	56 1.6×	16 0.7×	18	496
Cathy Ning Canada	7	238 0.5×	259 0.6×	90 0.7×	23 0.6×	9 0.4×	11	293
Brice V. Dupoyet United States	9	281 0.6×	252 0.6×	78 0.6×	21 0.6×	25 1.1×	34	349
Theodore Simos Greece	7	296 0.6×	364 0.9×	147 1.2×	12 0.3×	25 1.1×	22	418
Jérôme Lahaye United States	7	293 0.6×	258 0.6×	134 1.1×	14 0.4×	13 0.6×	12	339
Wolfgang Lemke Germany	14	392 0.8×	303 0.7×	352 2.8×	14 0.4×	35 1.6×	27	547
Show‐Lin Chen Taiwan	11	248 0.5×	308 0.7×	323 2.5×	17 0.5×	16 0.7×	20	389

Countries citing papers authored by Bevan Blair

Since Specialization

Citations

This map shows the geographic impact of Bevan Blair'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 Bevan Blair with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bevan Blair more than expected).

Fields of papers citing papers by Bevan Blair

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bevan Blair. 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 Bevan Blair. The network helps show where Bevan Blair may publish in the future.

Co-authorship network of co-authors of Bevan Blair

This figure shows the co-authorship network connecting the top 25 collaborators of Bevan Blair. A scholar is included among the top collaborators of Bevan Blair 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 Bevan Blair. Bevan Blair is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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9 of 9 papers shown

1.

Blair, Bevan, Ser‐Huang Poon, & Stephen J. Taylor. (2010). Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High-Frequency Index Returns , Ser-Huang Poon, Stephen J Taylor. Dialnet (Universidad de la Rioja). 1333–1344. 1 indexed citations

2.

Blair, Bevan, Ser‐Huang Poon, & Stephen J. Taylor. (2002). Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents. Applied Financial Economics. 12(5). 319–329. 12 indexed citations

3.

Blair, Bevan. (2002). Conditional asset allocation using prediction intervals to produce allocation decisions. Journal of Asset Management. 2(4). 325–335. 1 indexed citations

4.

Beckers, Stan & Bevan Blair. (2002). Non-parametric forecasting for conditional asset allocation. Journal of Asset Management. 3(3). 213–228. 3 indexed citations

5.

Blair, Bevan, Ser‐Huang Poon, & Stephen J. Taylor. (2001). Modelling S&P 100 volatility: The information content of stock returns. Journal of Banking & Finance. 25(9). 1665–1679. 40 indexed citations

6.

Blair, Bevan, Ser‐Huang Poon, & Stephen J. Taylor. (2001). Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns. Journal of Econometrics. 105(1). 5–26. 441 indexed citations

7.

Poon, Ser‐Huang, Stephen J. Taylor, & Bevan Blair. (2001). Asymmetric and Crash Effects in Stock Volatility for the S&P 100 Index and its Constituents. SSRN Electronic Journal. 2 indexed citations

8.

Blair, Bevan, Ser‐Huang Poon, & Stephen J. Taylor. (1999). Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns. SSRN Electronic Journal. 35 indexed citations

9.

Blair, Bevan, Ser‐Huang Poon, & Stephen J. Taylor. (1997). Modelling S&P 100 Volatility: The Information Content of Stock Returns. SSRN Electronic Journal. 2 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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