Blake LeBaron
Impact in
- Finance top 0.1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Economics and Econometrics top 0.05%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
- Economic theories and models
- Energy, Environment, Economic Growth
Papers in
- Finance 43
- Financial Markets and Investment Strategies 25
- Financial Risk and Volatility Modeling 21
- Global Financial Crisis and Policies 4
-
- Complex Systems and Time Series Analysis 52
- Economic theories and models 17
- Market Dynamics and Volatility 15
- Co-authors
- W. Davis DechertJ. A. ScheinkmanJosef LakonishokWilliam BrockW. Brian ArthurJosé ScheinkmanWilliam A. BrockR. G. Palmer
- Journals
- The Journal of Finance (3 papers)Journal of Economic Dynamics and Control (3 papers)Quantitative Finance (2 papers)American Economic Review (2 papers)The Journal of Business (2 papers)
- Partner nations
- United StatesTaiwanJapan
In The Last Decade
Blake LeBaron
67 papers receiving 7.8k citations
Hit Papers
Peers
Comparison fields: 5 of 141
- Finance 4.6k
- Economics and Econometrics 6.7k
- General Economics, Econometrics and Finance 1.7k
- Management Science and Operations Research 2.2k
- Statistical and Nonlinear Physics 665
Countries citing papers authored by Blake LeBaron
This map shows the geographic impact of Blake LeBaron'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 Blake LeBaron with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Blake LeBaron more than expected).
Fields of papers citing papers by Blake LeBaron
This network shows the impact of papers produced by Blake LeBaron. 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 Blake LeBaron. The network helps show where Blake LeBaron may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Blake LeBaron, 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 | 2024 | 1 | |
| 2 | 2013 | 5 | |
| 3 | Agent-Based Modeling: the Santa Fe Institute Artificial Stock Market Model Revisited (Lecture Notes in Economics and Mathematical Systems) by Norman Ehrentreich . | 2009 | 3 |
| 4 | Extreme Value Theory and Fat Tails in Equity Markets | 2005 | 7 |
| 5 | A Builder'S Guide to Agent-Based Financial Markets | 2003 | 3 |
| 6 | 2001 | 75 | |
| 7 | Computational finance 1999 | 2000 | 10 |
| 8 | Agent-Based Computational Finance: Suggested Readings and Early Research | 2000 | 7 |
| 9 | The Stability of Moving Average Technical Trading Rules on the Dow Jones Index | 1999 | 24 |
| 10 | Information Dissemination and Aggregation in Asset Markets with Simple Intelligent Traders | 1999 | 4 |
| 11 | Volatility Persistence and Apparent Scaling Laws in Finance | 1999 | 4 |
| 12 | Time Series Properties of an Artificial Stock Market | 1999 | 5 |
| 13 | 1999 | 423 | |
| 14 | Building Financial Markets With Articial Agents: Desired goals, and present techniques | 1999 | 11 |
| 15 | A test for independence based on the correlation dimension Hit paper breakdown → | 1996 | 2449 |
| 16 | A personal overview of non-linear time series analysis from a chaos perspective. Commentary | 1995 | 30 |
| 17 | Evaluating Neural Network Predictors by Bootstrapping | 1994 | 23 |
| 18 | Chaos and Nonlinear Forecastability in Economics and Finance | 1994 | 18 |
| 19 | 1994 | 76 | |
| 20 | Econometría no lineal del caos: resultados empíricos | 1991 | 1 |
About Blake LeBaron
Blake LeBaron is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Management Science and Operations Research and Statistical and Nonlinear Physics, having authored 70 papers that have together received 8.6k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (52 papers), Financial Markets and Investment Strategies (25 papers), Financial Risk and Volatility Modeling (21 papers), Economic theories and models (17 papers), Market Dynamics and Volatility (15 papers), Stock Market Forecasting Methods (12 papers), Monetary Policy and Economic Impact (11 papers) and Global Financial Crisis and Policies (4 papers). The work is most often cited by research in Finance (4.6k citations), Economics and Econometrics (6.7k citations), General Economics, Econometrics and Finance (1.7k citations), Management Science and Operations Research (2.2k citations) and Statistical and Nonlinear Physics (665 citations). Blake LeBaron has collaborated with scholars based in United States, Taiwan and Japan. Frequent co-authors include W. Davis Dechert, J. A. Scheinkman, Josef Lakonishok, William Brock, W. Brian Arthur, José Scheinkman, William A. Brock, R. G. Palmer, Richard Palmer and John H. Holland. Their work appears in journals such as The Journal of Finance, Journal of Economic Dynamics and Control, Quantitative Finance, American Economic Review and The Journal of Business.
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.