David S. Bates
Impact in
- Finance top 0.1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Economics and Econometrics top 0.5%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
- Finance 19
- Stochastic processes and financial applications 15
- Financial Risk and Volatility Modeling 13
- Financial Markets and Investment Strategies 8
- Global Financial Crisis and Policies 2
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- Market Dynamics and Volatility 5
- Complex Systems and Time Series Analysis 3
- Insurance and Financial Risk Management 2
David S. Bates
19 papers receiving 4.0k citations
David S. Bates's Hit Papers
Peers
Comparison fields: 5 of 67
- Finance 4.1k
- Economics and Econometrics 1.7k
- General Economics, Econometrics and Finance 481
- Demography 423
- Management Science and Operations Research 200
Countries citing papers authored by David S. Bates
This map shows the geographic impact of David S. Bates'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 David S. Bates with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David S. Bates more than expected).
Fields of papers citing papers by David S. Bates
This network shows the impact of papers produced by David S. Bates. 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 David S. Bates. The network helps show where David S. Bates may publish in the future.
Co-authors
The 1 scholars most cited alongside David S. Bates, 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 | Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options Hit paper breakdown → | 1996 | 1524 |
| 2 | Post-'87 crash fears in the S&P 500 futures option market Hit paper breakdown → | 2000 | 1074 |
| 3 | The Crash of ʼ87: Was It Expected? The Evidence from Options Markets Hit paper breakdown → | 1991 | 618 |
| 4 | 2003 | 250 | |
| 5 | 2006 | 201 | |
| 6 | 1991 | 142 | |
| 7 | 2007 | 130 | |
| 8 | 1996 | 84 | |
| 9 | 2012 | 79 | |
| 10 | 2005 | 35 | |
| 11 | 2002 | 32 | |
| 12 | 2018 | 25 | |
| 13 | 1999 | 19 | |
| 14 | 1995 | 16 | |
| 15 | Post-'87 Crash Fears in S&P 500 Futures Options | 1997 | 8 |
| 16 | 2022 | 8 | |
| 17 | Crashes, options, and international asset substitutability | 1989 | 5 |
| 18 | 1999 | 5 | |
| 19 | 2016 | 5 |
About David S. Bates
David S. Bates is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Demography and Artificial Intelligence, having authored 19 papers that have together received 4.3k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (15 papers), Financial Risk and Volatility Modeling (13 papers), Financial Markets and Investment Strategies (8 papers), Market Dynamics and Volatility (5 papers), Complex Systems and Time Series Analysis (3 papers), Global Financial Crisis and Policies (2 papers), Monetary Policy and Economic Impact (2 papers) and Insurance and Financial Risk Management (2 papers). The work is most often cited by research in Finance (4.1k citations), Economics and Econometrics (1.7k citations), General Economics, Econometrics and Finance (481 citations), Demography (423 citations) and Management Science and Operations Research (200 citations). David S. Bates has collaborated with scholars based in United States. Frequent co-authors include Roger Craine. Their work appears in journals such as The Journal of Finance, Journal of Econometrics, Review of Financial Studies, Journal of money credit and banking and Journal of Economic Dynamics and Control.
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.