Jeff Fleming

6.1k citations
34 papers · 4.2k indexed · 2 hit papers · h-index 17

Jeff Fleming

31 papers receiving 3.9k citations

Hit Papers

The Economic Value of Volatility Timing5341998202620072016250500750

Peers

Jeff Fleming
Comparison fields: 5 of 72
  • Finance 3.8k
  • General Economics, Econometrics and Finance 1.0k
  • Economics and Econometrics 2.8k
  • Accounting 272
  • Management Science and Operations Research 297
Replace Barbara Ostdiek with:
Barbara Ostdiek United States
Kris Jacobs United States
Hao Zhou United States
Chris Kirby United States
William D. Lastrapes United States
Stephen Figlewski United States
Suleyman Basak United Kingdom
Liuren Wu United States
Paul Labys United States
Christopher G. Lamoureux United States
Jeff Fleming relative to Barbara Ostdiek United States Barbara Ostdiek's profile →
Citations per field
00.5×1.5×
Barbara Ostdiek · 1×
Citations per year

Countries citing papers authored by Jeff Fleming

Since Specialization
Citations

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

Fields of papers citing papers by Jeff Fleming

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jeff Fleming. 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 Jeff Fleming. The network helps show where Jeff Fleming may publish in the future.

Co-authorship network

The 10 scholars most cited alongside Jeff Fleming, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Jeff Fleming Line = papers co-authored together Jeff Fleming links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20206
2 20110
3 201017
4 201090
5 20088
6 20065
7 200657
8 20062
9 20060
10 200510
11 200315
12 2001382
13
THE ECONOMIC SIGNIFICANCE OF THE FORECAST BIAS OF S&P 100 INDEX OPTION IMPLIED VOLATILITY
199816
14 1998342
15
Information and Volatility Linkages in the Stock, Bond, and Money Markets
199899
16
Implied Volatility Functions: Empirical Testsbreakdown →
1998884
17 1998355
18 1996320
19 1995397
20 199439

About Jeff Fleming

Jeff Fleming is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 34 papers that have together received 4.2k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (21 papers), Market Dynamics and Volatility (18 papers), Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (9 papers), Monetary Policy and Economic Impact (8 papers), Complex Systems and Time Series Analysis (8 papers), Financial Reporting and Valuation Research (3 papers) and Capital Investment and Risk Analysis (3 papers). The work is most often cited by research in Finance (3.8k citations), General Economics, Econometrics and Finance (1.0k citations) and Economics and Econometrics (2.8k citations). Jeff Fleming has collaborated with scholars based in United States, Australia and United Kingdom. Frequent co-authors include Barbara Ostdiek, Chris Kirby, Robert E. Whaley, Bernard Dumas, Bradley S. Paye, D. J. Pascoe, Dominic Moore, Thomas J. Straka, Stephen E. Miller and Tessie W. October. Their work appears in journals such as The Journal of Finance, Journal of Futures Markets, Journal of Financial Economics, Journal of Empirical Finance and Energy Economics.

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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