Mike Buckle

524 total citations
27 papers, 379 citations indexed

About

Mike Buckle is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Mike Buckle has authored 27 papers receiving a total of 379 indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 23 papers in Economics and Econometrics and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Mike Buckle's work include Financial Markets and Investment Strategies (16 papers), Market Dynamics and Volatility (15 papers) and Monetary Policy and Economic Impact (8 papers). Mike Buckle is often cited by papers focused on Financial Markets and Investment Strategies (16 papers), Market Dynamics and Volatility (15 papers) and Monetary Policy and Economic Impact (8 papers). Mike Buckle collaborates with scholars based in United Kingdom, United States and South Africa. Mike Buckle's co-authors include Mike Adams, Owain ap Gwilym, Hong Zou, Stephen Thomas, Qian Guo, Chen Tong, Jing Chen, Jing Chen, Andrew Clare and Julian Williams and has published in prestigious journals such as Journal of the Royal Statistical Society Series C (Applied Statistics), International Review of Financial Analysis and Journal of Business Finance & Accounting.

In The Last Decade

Mike Buckle

24 papers receiving 331 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Mike Buckle United Kingdom 10 285 206 153 60 38 27 379
Dwight C. Anderson United States 9 243 0.9× 211 1.0× 123 0.8× 40 0.7× 22 0.6× 12 349
Yoram Landskroner Israel 11 221 0.8× 295 1.4× 178 1.2× 67 1.1× 9 0.2× 38 395
James A. Ligon United States 13 202 0.7× 181 0.9× 217 1.4× 9 0.1× 35 0.9× 37 386
Tie Su United States 8 248 0.9× 514 2.5× 94 0.6× 68 1.1× 29 0.8× 21 567
Neil Esho Australia 11 308 1.1× 301 1.5× 276 1.8× 26 0.4× 74 1.9× 19 505
Jason Fink United States 9 186 0.7× 257 1.2× 175 1.1× 32 0.5× 8 0.2× 16 354
Andrey D. Ukhov United States 7 157 0.6× 221 1.1× 86 0.6× 59 1.0× 11 0.3× 14 283
Mario Cerrato United Kingdom 11 227 0.8× 145 0.7× 45 0.3× 150 2.5× 18 0.5× 35 301
Vladyslav Sushko Switzerland 15 310 1.1× 515 2.5× 117 0.8× 284 4.7× 14 0.4× 36 642
Alenka Kavkler Slovenia 8 206 0.7× 233 1.1× 122 0.8× 54 0.9× 8 0.2× 32 340

Countries citing papers authored by Mike Buckle

Since Specialization
Citations

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

Fields of papers citing papers by Mike Buckle

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Mike Buckle

This figure shows the co-authorship network connecting the top 25 collaborators of Mike Buckle. A scholar is included among the top collaborators of Mike Buckle 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 Mike Buckle. Mike Buckle 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.
Chen, Jing, et al.. (2025). A new method for jump detection: analysis of jumps in the S&P 500 financial index. Journal of the Royal Statistical Society Series C (Applied Statistics). 74(5). 1321–1339.
2.
Weng, Futian, et al.. (2024). Class imbalance Bayesian model averaging for consumer loan default prediction: The role of soft credit information. Research in International Business and Finance. 74. 102722–102722. 2 indexed citations
3.
Buckle, Mike, et al.. (2022). Does smile help detect the UK's price leadership change after MiFID?. International Review of Economics & Finance. 84. 756–769. 1 indexed citations
4.
Buckle, Mike, et al.. (2019). The impact of multilateral trading facilities on price discovery: Further evidence from the European markets. Financial Markets Institutions and Instruments. 28(4). 321–343.
5.
Chen, Jing, David G. McMillan, & Mike Buckle. (2018). Information Transmission across European Equity Markets During Crisis Periods. Manchester School. 86(6). 770–788. 1 indexed citations
6.
Tong, Chen, Jing Chen, & Mike Buckle. (2018). A network visualization approach and global stock market integration. International Journal of Finance & Economics. 23(3). 296–314. 4 indexed citations
7.
Buckle, Mike, et al.. (2018). The Efficiency of Sport Betting Markets: An Analysis Using Arbitrage Trading within Super Rugby. International Journal of Sport Finance. 13(3). 279–294. 3 indexed citations
8.
Buckle, Mike, et al.. (2018). The impact of multilateral trading facilities on price discovery. Financial Markets Institutions and Instruments. 27(4). 145–165. 3 indexed citations
9.
Buckle, Mike, Jing Chen, & Julian Williams. (2014). Realised higher moments: theory and practice. European Journal of Finance. 22(13). 1272–1291. 8 indexed citations
10.
Buckle, Mike, Jing Chen, & Julian Williams. (2014). How Predictable Are Equity Covariance Matrices? Evidence from High‐Frequency Data for Four Markets. Journal of Forecasting. 33(7). 542–557. 1 indexed citations
11.
Adams, Mike, et al.. (2011). The strategic use of corporate insurance in China. European Journal of Finance. 17(8). 675–694. 5 indexed citations
12.
Zou, Hong, Mike Adams, & Mike Buckle. (2003). Corporate Risks and Property Insurance: Evidence From the People's Republic of China. Journal of Risk & Insurance. 70(2). 289–314. 62 indexed citations
13.
Gwilym, Owain ap & Mike Buckle. (2001). The lead-lag relationship between the FTSE100 stock index and its derivative contracts. Applied Financial Economics. 11(4). 385–393. 27 indexed citations
14.
Buckle, Mike, Andrew Clare, & Stephen Thomas. (1999). Developing a Trading Rule from the FTSE‐100 Stock Index Futures Contract: Evidence in Support of the EMH. Journal of Business Finance & Accounting. 26(1-2). 249–260. 5 indexed citations
15.
Gwilym, Owain ap & Mike Buckle. (1999). Volatility forecasting in the framework of the option expiry cycle. European Journal of Finance. 5(1). 73–94. 22 indexed citations
16.
Gwilym, Owain ap, Mike Buckle, & Stephen Thomas. (1997). The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options. SSRN Electronic Journal. 1 indexed citations
17.
Gwilym, Owain ap & Mike Buckle. (1997). Forward/forward volatilities and the term structure of implied volatility. Applied Economics Letters. 4(5). 325–328. 6 indexed citations
18.
Gwilym, Owain ap, Mike Buckle, & Stephen Thomas. (1997). The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options. The Journal of Derivatives. 4(4). 20–32. 15 indexed citations
19.
Gwilym, Owain ap & Mike Buckle. (1996). An analysis of bid–ask spreads on American-and European-style index options. Applied Economics Letters. 3(7). 445–449.
20.
Gwilym, Owain ap, et al.. (1996). The Intraday Behavior of European Bond Futures. The Journal of Fixed Income. 6(2). 49–66. 4 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

Breakdown of academic impact, for papers by Dwight C. Anderson Breakdown of academic impact, for papers by Yoram Landskroner Breakdown of academic impact, for papers by James A. Ligon Breakdown of academic impact, for papers by Tie Su Breakdown of academic impact, for papers by Neil Esho Breakdown of academic impact, for papers by Jason Fink Breakdown of academic impact, for papers by Andrey D. Ukhov Breakdown of academic impact, for papers by Mario Cerrato Breakdown of academic impact, for papers by Vladyslav Sushko Breakdown of academic impact, for papers by Alenka Kavkler
Rankless by CCL
2026