Robert Geske

5.3k citations
30 papers · 3.2k · 3 hit papers · h-index 17

Impact in

  • Finance top 0.2%
    • Stochastic processes and financial applications
    • Capital Investment and Risk Analysis
    • Financial Markets and Investment Strategies
    • Credit Risk and Financial Regulations
    • Banking stability, regulation, efficiency
    • Monetary Policy and Economic Impact

Papers in

    • Stochastic processes and financial applications 19
    • Financial Markets and Investment Strategies 13
    • Capital Investment and Risk Analysis 11
    • Credit Risk and Financial Regulations 6
    • Banking stability, regulation, efficiency 3
    • Financial Reporting and Valuation Research 9

Robert Geske

27 papers receiving 2.6k citations

Robert Geske's Hit Papers

The Fiscal and Monetary Linkage between Stock Returns and Inflation 1983 · 690 citations
6900+16+32Years since publication200400600

Peers

Robert Geske
Comparison fields: 5 of 60
  • Finance 2.8k
  • General Economics, Econometrics and Finance 613
  • Accounting 571
  • Economics and Econometrics 1.3k
  • Strategy and Management 452
Replace Herb Johnson with:
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Giovanni Barone‐Adesi Switzerland
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Robert Geske relative to Herb Johnson United States Herb Johnson's profile →
Citations per field
00.5×1.5×2.5×
Herb Johnson · 1×
Citations per year

Countries citing papers authored by Robert Geske

Since Specialization
Citations

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

Fields of papers citing papers by Robert Geske

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authors

The 11 scholars most cited alongside Robert Geske, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Robert Geske Line = papers co-authored together Robert Geske links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 30 papers — load more, or switch the sort, to bring in the rest.

#Work
1
The Fiscal and Monetary Linkage between Stock Returns and Inflation
Hit paper breakdown →
1983690
2
The valuation of compound options
Hit paper breakdown →
1979605
3
The Valuation of Corporate Liabilities as Compound Options
Hit paper breakdown →
1977503
4 1984423
5 1979158
6 1985148
7 2003117
8 2003111
9 198483
10 198471
11 197843
12 198436
13 201630
14 198325
15 198122
16 198518
17 198417
18 198413
19
Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults - eScholarship
199811
20 198311

About Robert Geske

Robert Geske is a scholar working on Finance, Strategy and Management, Economics and Econometrics, General Economics, Econometrics and Finance and Accounting, having authored 30 papers that have together received 3.2k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (19 papers), Financial Markets and Investment Strategies (13 papers), Capital Investment and Risk Analysis (11 papers), Financial Reporting and Valuation Research (9 papers), Credit Risk and Financial Regulations (6 papers), Monetary Policy and Economic Impact (3 papers), Insurance and Financial Risk Management (3 papers) and Banking stability, regulation, efficiency (3 papers). The work is most often cited by research in Finance (2.8k citations), General Economics, Econometrics and Finance (613 citations), Accounting (571 citations), Economics and Econometrics (1.3k citations) and Strategy and Management (452 citations). Robert Geske has collaborated with scholars based in United States. Frequent co-authors include Richard Roll, Herb Johnson, Gordon Delianedis, Kuldeep Shastri, Yi Zhou, Avanidhar Subrahmanyam, Dan Galai, Robert H. Litzenberger, Howard B. Sosin and Markus C. Arnold. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, The Journal of Portfolio Management and Journal of Banking & Finance.

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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