Bevan Blair
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Capital Investment and Risk Analysis
- Economics and Econometrics top 2%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
-
- Market Dynamics and Volatility 7
- Housing Market and Economics 2
- Complex Systems and Time Series Analysis 2
- Finance 8
- Financial Risk and Volatility Modeling 8
- Financial Markets and Investment Strategies 3
- Stochastic processes and financial applications 1
- Co-authors
- Ser‐Huang Poon (7 shared papers)Stephen J. Taylor (7 shared papers)Stan Beckers (1 shared paper)
- Journals
- Journal of Banking & Finance (1 paper)Journal of Econometrics (1 paper)Journal of Asset Management (2 papers)Applied Financial Economics (1 paper)Dialnet (Universidad de la Rioja) (1 paper)
- Partner nations
- United Kingdom
In The Last Decade
Bevan Blair
8 papers receiving 493 citations
Peers
Comparison fields: 5 of 22
- Finance 498
- Economics and Econometrics 425
- General Economics, Econometrics and Finance 127
- General Energy 3
- Management Science and Operations Research 36
Countries citing papers authored by Bevan Blair
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
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-authors
The 3 scholars most cited alongside Bevan Blair, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2001 | 441 | |
| 2 | 2001 | 40 | |
| 3 | 1999 | 35 | |
| 4 | 2002 | 12 | |
| 5 | 2002 | 3 | |
| 6 | Modelling S&P 100 Volatility: The Information Content of Stock Returns | 1997 | 2 |
| 7 | 2001 | 2 | |
| 8 | Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High-Frequency Index Returns , Ser-Huang Poon, Stephen J Taylor | 2010 | 1 |
| 9 | 2002 | 1 |
About Bevan Blair
Bevan Blair is a scholar working on Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research and Infectious Diseases, having authored 9 papers that have together received 537 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (8 papers), Market Dynamics and Volatility (7 papers), Financial Markets and Investment Strategies (3 papers), Monetary Policy and Economic Impact (3 papers), Housing Market and Economics (2 papers), Complex Systems and Time Series Analysis (2 papers), Stochastic processes and financial applications (1 paper) and Stock Market Forecasting Methods (1 paper). The work is most often cited by research in Finance (498 citations), Economics and Econometrics (425 citations), General Economics, Econometrics and Finance (127 citations), General Energy (3 citations) and Management Science and Operations Research (36 citations). Bevan Blair has collaborated with scholars based in United Kingdom. Frequent co-authors include Ser‐Huang Poon, Stephen J. Taylor and Stan Beckers. Their work appears in journals such as Journal of Banking & Finance, Journal of Econometrics, Journal of Asset Management, Applied Financial Economics and Dialnet (Universidad de la Rioja).
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.