Emilio Osambela
- Finance top 5%
- Economics and Econometrics top 5%
- Accounting top 10%
- General Economics, Econometrics and Finance top 10%
- Strategy and Management
- Co-authors
- Burton HollifieldKaren K. LewisBernard DumasMathias S. KruttliPatrick E. McCabeBerardino PalazzoGustavo SuárezYacine Aı̈t-Sahalia
- Topics
- Financial Markets and Investment Strategies (17 papers)Market Dynamics and Volatility (7 papers)Monetary Policy and Economic Impact (5 papers)
- Partner nations
- United StatesUnited KingdomMexico
In The Last Decade
Emilio Osambela
18 papers receiving 291 citations
Peers
Comparison fields: 5 of 31
- Finance 231
- Economics and Econometrics 188
- Accounting 99
- General Economics, Econometrics and Finance 78
- Strategy and Management 35
Countries citing papers authored by Emilio Osambela
This map shows the geographic impact of Emilio Osambela'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 Emilio Osambela with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Emilio Osambela more than expected).
Fields of papers citing papers by Emilio Osambela
This network shows the impact of papers produced by Emilio Osambela. 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 Emilio Osambela. The network helps show where Emilio Osambela may publish in the future.
Co-authorship network of co-authors of Emilio Osambela
This figure shows the co-authorship network connecting the top 25 collaborators of Emilio Osambela. A scholar is included among the top collaborators of Emilio Osambela 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 Emilio Osambela. Emilio Osambela is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 4 | |
| 2 | 12 | |
| 3 | 27 | |
| 4 | 1 | |
| 5 | 9 | |
| 6 | 45 | |
| 7 | 17 | |
| 8 | 13 | |
| 9 | 19 | |
| 10 | 6 | |
| 11 | 40 | |
| 12 | 45 | |
| 13 | 26 | |
| 14 | 13 | |
| 15 | 1 | |
| 16 | 16 | |
| 17 | 11 | |
| 18 | 1 | |
| 19 | Understanding Stock Return Volatility | 0 |
About Emilio Osambela
Emilio Osambela is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 19 papers that have together received 306 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (17 papers), Market Dynamics and Volatility (7 papers) and Monetary Policy and Economic Impact (5 papers). The work is most often cited by research in Finance (231 citations), General Economics, Econometrics and Finance (78 citations) and Accounting (99 citations). Emilio Osambela has collaborated with scholars based in United States, United Kingdom and Mexico. Frequent co-authors include Burton Hollifield, Karen K. Lewis, Bernard Dumas, Mathias S. Kruttli, Patrick E. McCabe, Berardino Palazzo, Gustavo Suárez, Yacine Aı̈t-Sahalia and Ronnie Sircar. Their work appears in journals such as Journal of Financial Economics, Review of Financial Studies and Journal of Econometrics.
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.