Kris Jacobs

7.3k total citations · 3 hit papers
125 papers, 4.7k citations indexed

About

Kris Jacobs is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Kris Jacobs has authored 125 papers receiving a total of 4.7k indexed citations (citations by other indexed papers that have themselves been cited), including 115 papers in Finance, 47 papers in Economics and Econometrics and 16 papers in Accounting. Recurrent topics in Kris Jacobs's work include Stochastic processes and financial applications (73 papers), Financial Markets and Investment Strategies (62 papers) and Financial Risk and Volatility Modeling (42 papers). Kris Jacobs is often cited by papers focused on Stochastic processes and financial applications (73 papers), Financial Markets and Investment Strategies (62 papers) and Financial Risk and Volatility Modeling (42 papers). Kris Jacobs collaborates with scholars based in United States, Canada and Denmark. Kris Jacobs's co-authors include Peter Christoffersen, Steven L. Heston, Chayawat Ornthanalai, Vihang R. Errunza, Bo Young Chang, Hugues Langlois, Karim Mimouni, Xisong Jin, Jan Ericsson and Y WANG and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Kris Jacobs

119 papers receiving 4.4k citations

Hit Papers

The Shape and Term Structure of the Index Option Smirk: W... 2009 2026 2014 2020 2009 2012 2013 100 200 300 400

Peers

Kris Jacobs
Comparison fields: 5 of 59
  • Finance 4.3k
  • Economics and Econometrics 2.2k
  • General Economics, Econometrics and Finance 719
  • Accounting 400
  • Demography 298
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Citations per field, relative to Kris Jacobs
Kris Jacobs · 1×
Citations per year, relative to Kris Jacobs
Kris Jacobs · 1×

Countries citing papers authored by Kris Jacobs

Since Specialization
Citations

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

Fields of papers citing papers by Kris Jacobs

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Kris Jacobs

This figure shows the co-authorship network connecting the top 25 collaborators of Kris Jacobs. A scholar is included among the top collaborators of Kris Jacobs 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 Kris Jacobs. Kris Jacobs 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
# Work Indexed citations
1 0
2 1
3 11
4 2
5 2
6
Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk
4
7 132
8
Leverage and the Value Premium
3
9
Dynamic Diversification in Corporate Credit
8
10
Market Skewness Risk and the Cross Section of Stock Returns breakdown →
290
11 2
12 12
13 4
14 9
15 17
16 20
17 44
18 6
19 103
20 188

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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