Jimmy E. Hilliard

1.6k total citations
72 papers, 1.1k citations indexed

About

Jimmy E. Hilliard is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Jimmy E. Hilliard has authored 72 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 54 papers in Finance, 38 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Jimmy E. Hilliard's work include Stochastic processes and financial applications (36 papers), Financial Markets and Investment Strategies (23 papers) and Capital Investment and Risk Analysis (20 papers). Jimmy E. Hilliard is often cited by papers focused on Stochastic processes and financial applications (36 papers), Financial Markets and Investment Strategies (23 papers) and Capital Investment and Risk Analysis (20 papers). Jimmy E. Hilliard collaborates with scholars based in United States, China and Denmark. Jimmy E. Hilliard's co-authors include Adam Schwartz, Alan L. Tucker, James B. Kau, Robert Savickas, V. Carlos Slawson, Hiram C. Barksdale, Jeff Madura, Robert A. Leitch, Don M. Chance and Eric Hillebrand and has published in prestigious journals such as The Journal of Finance, Management Science and Journal of Business Research.

In The Last Decade

Jimmy E. Hilliard

66 papers receiving 991 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Jimmy E. Hilliard United States 15 850 735 272 96 76 72 1.1k
Sassan Alizadeh United States 5 939 1.1× 711 1.0× 266 1.0× 97 1.0× 69 0.9× 6 1.1k
Jean‐Guy Simonato Canada 17 984 1.2× 430 0.6× 182 0.7× 100 1.0× 100 1.3× 51 1.1k
Matthew Pritsker United States 8 993 1.2× 714 1.0× 283 1.0× 195 2.0× 109 1.4× 14 1.2k
Anthony Neuberger United Kingdom 16 1.5k 1.8× 858 1.2× 260 1.0× 238 2.5× 131 1.7× 42 1.7k
Thomas H. McCurdy Canada 15 917 1.1× 872 1.2× 422 1.6× 95 1.0× 120 1.6× 38 1.2k
Yiu‐Kuen Tse Singapore 13 1.1k 1.2× 1.1k 1.5× 429 1.6× 163 1.7× 107 1.4× 32 1.4k
Paul Kupiec United States 17 966 1.1× 637 0.9× 212 0.8× 243 2.5× 115 1.5× 77 1.1k
Harry M. Kat United Kingdom 21 1.3k 1.5× 958 1.3× 258 0.9× 214 2.2× 255 3.4× 62 1.6k
Clifford A. Ball United States 19 1.5k 1.8× 904 1.2× 396 1.5× 232 2.4× 96 1.3× 29 1.8k

Countries citing papers authored by Jimmy E. Hilliard

Since Specialization
Citations

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

Fields of papers citing papers by Jimmy E. Hilliard

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jimmy E. Hilliard. 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 Jimmy E. Hilliard. The network helps show where Jimmy E. Hilliard may publish in the future.

Co-authorship network of co-authors of Jimmy E. Hilliard

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

All Works

20 of 20 papers shown
1.
Hilliard, Jimmy E., et al.. (2024). Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions. Journal of commodity markets. 35. 100408–100408.
2.
Hilliard, Jimmy E., et al.. (2023). The GameStop short squeeze: Put–call parity and the effect of frictions before, during and after the squeeze. Journal of Futures Markets. 43(5). 635–661.
3.
Hilliard, Jimmy E., et al.. (2020). Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities. Quantitative Finance. 21(1). 125–142. 2 indexed citations
4.
Hilliard, Jimmy E., et al.. (2018). A jump-diffusion model for pricing and hedging with margined options: An application to Brent crude oil contracts. Journal of Banking & Finance. 98. 137–155. 7 indexed citations
5.
Hilliard, Jimmy E., et al.. (2017). Option pricing under short-lived arbitrage: theory and tests. Quantitative Finance. 17(11). 1661–1681. 5 indexed citations
6.
Hilliard, Jimmy E., et al.. (2017). Rebalancing versus buy and hold: theory, simulation and empirical analysis. Review of Quantitative Finance and Accounting. 50(1). 1–32. 14 indexed citations
7.
Hilliard, Jimmy E., et al.. (2015). Estimating Early Exercise Premiums on Gold and Copper Options Using a Multifactor Model and Density Matched Lattices. Financial Review. 50(1). 27–56. 6 indexed citations
8.
Hilliard, Jimmy E., et al.. (2015). Rebalancing versus Buy and Hold: Theory, Simulation and Empirical Analysis. SSRN Electronic Journal. 1 indexed citations
9.
Hilliard, Jimmy E., et al.. (2014). Option Pricing Under Short-Lived Arbitrage: Theory and Tests. SSRN Electronic Journal.
10.
Hilliard, Jimmy E., et al.. (2014). Using Multivariate Densities to Assign Lattice Probabilities When There Are Jumps. Journal of Futures Markets. 35(4). 385–398. 1 indexed citations
11.
Hilliard, Jimmy E., et al.. (2011). Timing versus Buy and Hold: A Model for Determining Predictive Accuracy Required for Superior Performance. Financial Review. 46(4). 595–620. 1 indexed citations
12.
Chance, Don M., Eric Hillebrand, & Jimmy E. Hilliard. (2008). Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue. Management Science. 54(5). 1015–1028. 18 indexed citations
13.
Arnold, Tom, Jimmy E. Hilliard, & Adam Schwartz. (2007). SHORT‐MATURITY OPTIONS AND JUMP MEMORY. The Journal of Financial Research. 30(3). 437–454. 3 indexed citations
14.
Hilliard, Jimmy E.. (1999). Analytics Underlying the Ag Metallgesellschaft Hedge: Short Term Forwards in a Multi-Period Environment. SSRN Electronic Journal. 7 indexed citations
15.
Hilliard, Jimmy E. & Adam Schwartz. (1998). Pricing Options on Traded Assets Under Stochastic Interest Rates and Volatility: A Binomial Approach. SSRN Electronic Journal. 2 indexed citations
16.
Hilliard, Jimmy E., Adam Schwartz, & Alan L. Tucker. (1994). Bivariate Binomial Options Pricing (With an Application to American Futures Options with Stochastic Interest Rates). SSRN Electronic Journal. 2 indexed citations
17.
Hilliard, Jimmy E. & Adam Schwartz. (1994). Binomial Option Pricing Under Stochastic Volatility and Correlated State Variables. SSRN Electronic Journal. 20 indexed citations
18.
Hilliard, Jimmy E. & Jeri D. Ropero‐Miller. (1980). The Effect of Calibration on End Item Performance in Echelon Systems. Journal of Quality Technology. 12(2). 61–70. 3 indexed citations
19.
Hilliard, Jimmy E., et al.. (1975). A Generalized Utility Model of Shopping Behavior. ACR North American Advances. 1 indexed citations
20.
Hilliard, Jimmy E. & Robert A. Leitch. (1975). Cost-Volume-Profit Analysis Under Uncertainty: A Log Normal Approach.. The Accounting Review. 50(1). 69–80. 13 indexed citations

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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