James B. Wiggins

1.4k total citations · 1 hit paper
20 papers, 961 citations indexed

About

James B. Wiggins is a scholar working on Finance, Accounting and Strategy and Management. According to data from OpenAlex, James B. Wiggins has authored 20 papers receiving a total of 961 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 5 papers in Accounting and 4 papers in Strategy and Management. Recurrent topics in James B. Wiggins's work include Financial Markets and Investment Strategies (14 papers), Stochastic processes and financial applications (6 papers) and Financial Reporting and Valuation Research (4 papers). James B. Wiggins is often cited by papers focused on Financial Markets and Investment Strategies (14 papers), Stochastic processes and financial applications (6 papers) and Financial Reporting and Valuation Research (4 papers). James B. Wiggins collaborates with scholars based in United States and Russia. James B. Wiggins's co-authors include Stephen Crites and Robert A. Jarrow and has published in prestigious journals such as Journal of Financial Economics, Journal of Financial and Quantitative Analysis and The Journal of Business.

In The Last Decade

James B. Wiggins

18 papers receiving 836 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Option values under stochastic volatility: Theory and empirical estimates

1987 612 citations James B. Wiggins Journal of Financial Economics profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
James B. Wiggins United States	13	861	391	150	131	58	20	961
Joshua V. Rosenberg United States	15	830 1.0×	507 1.3×	216 1.4×	230 1.8×	61 1.1×	31	1.0k
Maurry Tamarkin United States	11	322 0.4×	393 1.0×	115 0.8×	42 0.3×	58 1.0×	20	579
Pok‐sang Lam United States	10	528 0.6×	593 1.5×	153 1.0×	337 2.6×	13 0.2×	14	784
Nikolaos Panigirtzoglou United Kingdom	12	1.0k 1.2×	491 1.3×	65 0.4×	364 2.8×	15 0.3×	27	1.2k
Yeung L. Chan United States	5	612 0.7×	558 1.4×	203 1.4×	286 2.2×	22 0.4×	6	830
Giovanni Petrella Italy	11	454 0.5×	188 0.5×	168 1.1×	35 0.3×	38 0.7×	32	525
Robert Hussey United States	3	413 0.5×	507 1.3×	220 1.5×	288 2.2×	23 0.4×	4	712
Luca Benzoni United States	13	1.3k 1.5×	806 2.1×	363 2.4×	285 2.2×	23 0.4×	41	1.6k
Noël Amenc France	18	699 0.8×	454 1.2×	194 1.3×	104 0.8×	89 1.5×	56	827

Countries citing papers authored by James B. Wiggins

Since Specialization

Citations

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

Fields of papers citing papers by James B. Wiggins

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by James B. Wiggins. 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 James B. Wiggins. The network helps show where James B. Wiggins may publish in the future.

Co-authorship network of co-authors of James B. Wiggins

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

All Works

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20 of 20 papers shown

1.

Wiggins, James B., et al.. (2003). Trade Imbalances and Inventory Effects in Long‐term S&P 500 Index Options. Financial Review. 38(2). 293–309. 2 indexed citations

2.

Wiggins, James B., et al.. (2001). Box Spread and Put-Call Parity Tests for the S&P 500 Index LEAPS Market. The Journal of Derivatives. 8(4). 62–71. 14 indexed citations

3.

Wiggins, James B., et al.. (2000). The information content of closed-end country fund discounts. Financial Services Review. 9(2). 13 indexed citations

4.

Wiggins, James B., et al.. (1997). The Performance of Actively Managed International Mutual Funds. Review of Quantitative Finance and Accounting. 8(3). 291–313. 21 indexed citations

5.

Wiggins, James B., et al.. (1996). An Analysis of Repurchase Behavior in Open Market Stock Buyback Programs. SSRN Electronic Journal. 1 indexed citations

6.

Wiggins, James B.. (1994). OPEN MARKET STOCK REPURCHASE PROGRAMS AND LIQUIDITY. The Journal of Financial Research. 17(2). 217–229. 46 indexed citations

7.

Wiggins, James B.. (1993). Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks. Insurance Mathematics and Economics. 12(1). 76–76. 5 indexed citations

8.

Wiggins, James B.. (1992). Betas in Up and Down Markets. Financial Review. 27(1). 107–123. 46 indexed citations

9.

Wiggins, James B.. (1992). Openings and Closings. Journal of the American Academy of Religion. LX(1). 105–116. 15 indexed citations

10.

Wiggins, James B.. (1992). Beta Changes around Stock Splits Revisited. Journal of Financial and Quantitative Analysis. 27(4). 631–631. 19 indexed citations

11.

Wiggins, James B.. (1992). Estimating the volatility of S&P 500 futures prices using the extreme‐value method. Journal of Futures Markets. 12(3). 265–273. 45 indexed citations

12.

Wiggins, James B.. (1991). Empirical Tests of the Bias and Efficiency of the Extreme-Value Variance Estimator for Common Stocks. The Journal of Business. 64(3). 417–417. 59 indexed citations

13.

Wiggins, James B.. (1991). THE EARNINGS‐PRICE AND STANDARDIZED UNEXPECTED EARNINGS EFFECTS: ONE ANOMALY OR TWO?. The Journal of Financial Research. 14(3). 263–275. 6 indexed citations

14.

Wiggins, James B.. (1990). The Relation Between Risk and Optimal Debt Maturity and the Value of Leverage. Journal of Financial and Quantitative Analysis. 25(3). 377–377. 18 indexed citations

15.

Jarrow, Robert A. & James B. Wiggins. (1989). OPTION PRICING AND IMPLICIT VOLATILITIES¹. Journal of Economic Surveys. 3(1). 59–81. 15 indexed citations

16.

Wiggins, James B.. (1987). Option values under stochastic volatility: Theory and empirical estimates. Journal of Financial Economics. 19(2). 351–372. 612 indexed citations breakdown →

17.

Wiggins, James B. & Stephen Crites. (1985). Religion as Story. Medical Entomology and Zoology. 22 indexed citations

18.

Wiggins, James B., et al.. (1983). On Story And Storytelling: A Conversation.. 59(3).

19.

Wiggins, James B.. (1975). Re-Imaging Psycho-History. Theology Today. 32(2). 151–158. 2 indexed citations

20.

Wiggins, James B.. (1966). The embattled saint : aspects of the life and work of John Fletcher. Medical Entomology and Zoology.

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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