R. Stephen Sears

753 total citations
18 papers, 453 citations indexed

About

R. Stephen Sears is a scholar working on Finance, Economics and Econometrics and Strategy and Management. According to data from OpenAlex, R. Stephen Sears has authored 18 papers receiving a total of 453 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 9 papers in Economics and Econometrics and 3 papers in Strategy and Management. Recurrent topics in R. Stephen Sears's work include Financial Markets and Investment Strategies (14 papers), Stochastic processes and financial applications (8 papers) and Capital Investment and Risk Analysis (5 papers). R. Stephen Sears is often cited by papers focused on Financial Markets and Investment Strategies (14 papers), Stochastic processes and financial applications (8 papers) and Capital Investment and Risk Analysis (5 papers). R. Stephen Sears collaborates with scholars based in United States. R. Stephen Sears's co-authors include K. Christopher, K.C. John Wei, Ramesh P. Rao, Richard L. Peterson and Manuchehr Shahrokhi and has published in prestigious journals such as The Journal of Finance, Journal of Financial and Quantitative Analysis and Financial Management.

In The Last Decade

R. Stephen Sears

17 papers receiving 396 citations

Peers

R. Stephen Sears
C. Sherman Cheung Canada
Shafiqur Rahman United States
Gary L. Gastineau United States
Susan D. Jordan United States
Angela J. Black United Kingdom
Patricia Chelley‐Steeley United Kingdom
Frank Hatheway United States
Roger Ignatius United States
Mark R. Eaker United States
Dieter Hess Germany
C. Sherman Cheung Canada
R. Stephen Sears
Citations per year, relative to R. Stephen Sears R. Stephen Sears (= 1×) peers C. Sherman Cheung

Countries citing papers authored by R. Stephen Sears

Since Specialization
Citations

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

Fields of papers citing papers by R. Stephen Sears

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by R. Stephen Sears. 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 R. Stephen Sears. The network helps show where R. Stephen Sears may publish in the future.

Co-authorship network of co-authors of R. Stephen Sears

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

All Works

18 of 18 papers shown
1.
Sears, R. Stephen, et al.. (1994). Dividend Announcements and Changes in Beta. Financial Review. 29(3). 371–393. 3 indexed citations
2.
Christopher, K., Richard L. Peterson, & R. Stephen Sears. (1992). Trading noise, adverse selection, and intraday bid‐ask spreads in futures markets. Journal of Futures Markets. 12(5). 519–538. 42 indexed citations
3.
Sears, R. Stephen, et al.. (1992). PRICING NIKKEI PUT WARRANTS: SOME EMPIRICAL EVIDENCE. The Journal of Financial Research. 15(3). 231–251. 6 indexed citations
4.
Sears, R. Stephen, et al.. (1990). Pricing the SPIN. Financial Management. 19(2). 36–36. 43 indexed citations
5.
Christopher, K., Ramesh P. Rao, & R. Stephen Sears. (1989). Volatility, price resolution, and the effectiveness of price limits. Journal of Financial Services Research. 3(2-3). 165–199. 85 indexed citations
6.
Christopher, K., Ramesh P. Rao, & R. Stephen Sears. (1989). Limit moves and price resolution: The case of the treasury bond futures market. Journal of Futures Markets. 9(4). 321–335. 80 indexed citations
7.
Sears, R. Stephen & K.C. John Wei. (1988). THE STRUCTURE OF SKEWNESS PREFERENCES IN ASSET PRICING MODELS WITH HIGHER MOMENTS: AN EMPIRICAL TEST. Financial Review. 23(1). 25–38. 38 indexed citations
8.
Sears, R. Stephen, et al.. (1987). Oil prices and energy futures. Journal of Futures Markets. 7(5). 501–518. 23 indexed citations
9.
Sears, R. Stephen, et al.. (1987). OIL PRICES AND ENERGY FUTURES. Financial Review. 22(3). 31–31.
10.
Sears, R. Stephen, et al.. (1986). Skewness, sampling risk, and the importance of diversification. Journal of Economics and Business. 38(1). 77–91. 4 indexed citations
11.
Sears, R. Stephen & K.C. John Wei. (1985). Asset Pricing, Higher Moments, and the Market Risk Premium: A Note. The Journal of Finance. 40(4). 1251–1251. 10 indexed citations
12.
Sears, R. Stephen, et al.. (1985). CHANGING VOLATILITY AND THE PRICING OF OPTIONS ON STOCK INDEX FUTURES. The Journal of Financial Research. 8(4). 265–274. 3 indexed citations
13.
Sears, R. Stephen, et al.. (1985). Estimating stock index futures volatility through the prices of their options. Journal of Futures Markets. 5(2). 223–237. 18 indexed citations
14.
Sears, R. Stephen & K.C. John Wei. (1985). Asset Pricing, Higher Moments, and the Market Risk Premium: A Note. The Journal of Finance. 40(4). 1251–1253. 68 indexed citations
15.
Sears, R. Stephen, et al.. (1985). Asset preference, skewness, and the measurement of expected utility. Journal of Economics and Business. 37(1). 35–47. 10 indexed citations
16.
Sears, R. Stephen, et al.. (1984). HOW MANY SMALL FIRMS ARE ENOUGH?. The Journal of Financial Research. 7(4). 341–349. 2 indexed citations
17.
Sears, R. Stephen, et al.. (1983). DIVERSIFICATION AND SKEWNESS IN OPTION PORTFOLIOS. The Journal of Financial Research. 6(3). 199–212. 11 indexed citations
18.
Sears, R. Stephen, et al.. (1982). Measuring Portfolio Risk in Options. Journal of Financial and Quantitative Analysis. 17(3). 391–391. 7 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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