Louis O. Scott

3.0k total citations · 1 hit paper
25 papers, 2.0k citations indexed

About

Louis O. Scott is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Louis O. Scott has authored 25 papers receiving a total of 2.0k indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 10 papers in Economics and Econometrics and 7 papers in General Economics, Econometrics and Finance. Recurrent topics in Louis O. Scott's work include Stochastic processes and financial applications (15 papers), Financial Markets and Investment Strategies (12 papers) and Financial Risk and Volatility Modeling (7 papers). Louis O. Scott is often cited by papers focused on Stochastic processes and financial applications (15 papers), Financial Markets and Investment Strategies (12 papers) and Financial Risk and Volatility Modeling (7 papers). Louis O. Scott collaborates with scholars based in United States and Netherlands. Louis O. Scott's co-authors include Ren‐Raw Chen, Marc Chesney, Peter M. Garber, Robert P. Flood, Stefano Cavaglia and Tarun Gupta and has published in prestigious journals such as Review of Financial Studies, The Review of Economics and Statistics and Journal of Financial and Quantitative Analysis.

In The Last Decade

Louis O. Scott

24 papers receiving 1.8k 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 Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application

1987 631 citations Louis O. Scott Journal of Financial and Quantitative Analysis profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Louis O. Scott United States	14	1.9k	781	486	211	113	25	2.0k
Sang Bin Lee South Korea	9	1.0k 0.6×	578 0.7×	256 0.5×	133 0.6×	85 0.8×	23	1.1k
Farshid Jamshidian Netherlands	13	1.2k 0.7×	410 0.5×	181 0.4×	228 1.1×	121 1.1×	23	1.3k
Jean‐Guy Simonato Canada	17	984 0.5×	430 0.6×	182 0.4×	93 0.4×	100 0.9×	51	1.1k
Clifford A. Ball United States	19	1.5k 0.8×	904 1.2×	396 0.8×	87 0.4×	96 0.8×	29	1.8k
Giovanni Barone‐Adesi Switzerland	20	2.1k 1.1×	1.1k 1.4×	417 0.9×	126 0.6×	180 1.6×	79	2.3k
David S. Bates United States	14	4.1k 2.2×	1.7k 2.1×	481 1.0×	423 2.0×	200 1.8×	19	4.3k
Jesper Lund Denmark	6	1.1k 0.6×	451 0.6×	297 0.6×	86 0.4×	46 0.4×	7	1.1k
Jens Carsten Jackwerth Germany	19	2.7k 1.5×	1.3k 1.7×	417 0.9×	127 0.6×	237 2.1×	52	2.9k
Marek Rutkowski Australia	16	2.1k 1.1×	669 0.9×	135 0.3×	382 1.8×	268 2.4×	79	2.3k
Rüdiger Kiesel Germany	18	747 0.4×	518 0.7×	87 0.2×	215 1.0×	193 1.7×	58	1.2k

Countries citing papers authored by Louis O. Scott

Since Specialization

Citations

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

Fields of papers citing papers by Louis O. Scott

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Louis O. Scott. 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 Louis O. Scott. The network helps show where Louis O. Scott may publish in the future.

Co-authorship network of co-authors of Louis O. Scott

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Cavaglia, Stefano, et al.. (2022). Equity factors for multi-asset class portfolios: a strategic asset allocation perspective. Journal of Asset Management. 23(2). 100–113.

Cavaglia, Stefano, et al.. (2022). Multi-Asset Class Factor Premia: A Strategic Asset Allocation Perspective. The Journal of Portfolio Management. 48(4). 14–32. 6 indexed citations

Scott, Louis O. & Stefano Cavaglia. (2017). A Wealth Management Perspective on Factor Premia and the Value of Downside Protection. The Journal of Portfolio Management. 43(3). 33–41. 7 indexed citations

Chen, Ren‐Raw & Louis O. Scott. (2004). Stochastic Volatility and Jumps in Interest Rates: An International Analysis. SSRN Electronic Journal. 10 indexed citations

Chen, Ren‐Raw & Louis O. Scott. (2003). Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model. SSRN Electronic Journal. 8 indexed citations

Chen, Ren‐Raw & Louis O. Scott. (2003). Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model. The Journal of Real Estate Finance and Economics. 27(2). 143–172. 104 indexed citations

Scott, Louis O.. (1998). The Valuation of Interest Rate Derivatives in a Multi-Factor Term Structure Model with Deterministic Components. SSRN Electronic Journal. 6 indexed citations

Scott, Louis O.. (1997). Pricing Stock Options in a Jump‐Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods. Mathematical Finance. 7(4). 413–426. 249 indexed citations

Chen, Ren‐Raw & Louis O. Scott. (1995). Interest Rate Options in Multifactor Cox-Ingersoll-Ross Models of the Term Structure. The Journal of Derivatives. 3(2). 53–72. 13 indexed citations

10.

Chen, Ren‐Raw & Louis O. Scott. (1993). Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates. The Journal of Fixed Income. 3(3). 14–31. 423 indexed citations

11.

Scott, Louis O.. (1992). The Information Content of Prices in Derivative Security Markets. Staff Papers. 39(3). 596–596. 24 indexed citations

12.

Chen, Ren‐Raw & Louis O. Scott. (1992). Pricing Interest Rate Options in a Two-Factor Cox–Ingersoll–Ross model of the Term Structure: Table 1. Review of Financial Studies. 5(4). 613–636. 128 indexed citations

13.

Scott, Louis O., et al.. (1991). The Information Content of Prices in Derivative Security Markets. IMF Working Paper. 91(132). 1–1. 2 indexed citations

14.

Scott, Louis O.. (1991). Financial Market Volatility: A Survey. Staff Papers. 38(3). 582–582. 25 indexed citations

15.

Scott, Louis O.. (1989). Estimating the Marginal Rate of Substitution in the Intertemporal Capital Asset Pricing Model. The Review of Economics and Statistics. 71(3). 365–365. 3 indexed citations

16.

Scott, Louis O.. (1989). A role for preferred stock in the financing decision of a public utility. Journal of Regulatory Economics. 1(1). 21–33. 1 indexed citations

17.

Scott, Louis O.. (1987). Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application. Journal of Financial and Quantitative Analysis. 22(4). 419–419. 631 indexed citations breakdown →

18.

Scott, Louis O.. (1985). The Present Value Model of Stock Prices: Regression Tests and Monte Carlo Results. The Review of Economics and Statistics. 67(4). 599–599. 26 indexed citations

19.

Scott, Louis O.. (1984). The Stationarity of the Conditional Mean of Real Rates of Return on Common Stocks: An Empirical Investigation. Journal of Financial and Quantitative Analysis. 19(2). 217–217. 1 indexed citations

20.

Flood, Robert P., Peter M. Garber, & Louis O. Scott. (1984). Multi-country tests for price level bubbles. Journal of Economic Dynamics and Control. 8(3). 329–340. 30 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.

Explore authors with similar magnitude of impact