Robert Geske

5.3k total citations · 3 hit papers
30 papers, 3.2k citations indexed

About

Robert Geske is a scholar working on Finance, Strategy and Management and Economics and Econometrics. According to data from OpenAlex, Robert Geske has authored 30 papers receiving a total of 3.2k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Finance, 9 papers in Strategy and Management and 6 papers in Economics and Econometrics. Recurrent topics in Robert Geske's work include Stochastic processes and financial applications (19 papers), Financial Markets and Investment Strategies (13 papers) and Capital Investment and Risk Analysis (11 papers). Robert Geske is often cited by papers focused on Stochastic processes and financial applications (19 papers), Financial Markets and Investment Strategies (13 papers) and Capital Investment and Risk Analysis (11 papers). Robert Geske collaborates with scholars based in United States. Robert Geske's 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 and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Journal of Banking & Finance.

In The Last Decade

Robert Geske

27 papers receiving 2.6k citations

Hit Papers

The Fiscal and Monetary Linkage between Stock Returns and... 1977 2026 1993 2009 1983 1979 1977 200 400 600
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.

  1. The Fiscal and Monetary Linkage between Stock Returns and Inflation
    1983 690 citations Robert Geske, Richard Roll The Journal of Finance profile →
  2. The valuation of compound options
    1979 605 citations Robert Geske Journal of Financial Economics profile →
  3. The Valuation of Corporate Liabilities as Compound Options
    1977 503 citations Robert Geske 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 Career Trend Papers Cites
Robert Geske United States 17 2.8k 1.3k 613 571 452 30 3.2k
Herb Johnson United States 19 2.6k 0.9× 1.1k 0.8× 249 0.4× 987 1.7× 407 0.9× 29 3.0k
John C. Hull Canada 22 2.7k 1.0× 1.1k 0.8× 320 0.5× 587 1.0× 160 0.4× 53 3.2k
Jérôme Detemple United States 30 3.1k 1.1× 1.9k 1.5× 551 0.9× 604 1.1× 184 0.4× 83 3.7k
Stuart M. Turnbull United States 25 4.2k 1.5× 1.4k 1.1× 355 0.6× 1.3k 2.3× 407 0.9× 57 4.7k
Giovanni Barone‐Adesi Switzerland 20 2.1k 0.7× 1.1k 0.8× 417 0.7× 176 0.3× 127 0.3× 79 2.3k
Jin‐Chuan Duan Singapore 33 3.4k 1.2× 1.7k 1.3× 444 0.7× 609 1.1× 124 0.3× 83 3.8k
Stephen Figlewski United States 32 3.9k 1.4× 2.6k 2.0× 998 1.6× 888 1.6× 185 0.4× 83 4.6k
Gerald D. Gay United States 18 1.4k 0.5× 974 0.7× 206 0.3× 892 1.6× 259 0.6× 60 2.2k
Charles Cao United States 29 5.8k 2.1× 2.6k 2.0× 655 1.1× 1.5k 2.7× 240 0.5× 74 6.2k
David S. Bates United States 14 4.1k 1.4× 1.7k 1.3× 481 0.8× 161 0.3× 69 0.2× 19 4.3k

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-authorship network of co-authors of Robert Geske

This figure shows the co-authorship network connecting the top 25 collaborators of Robert Geske. A scholar is included among the top collaborators of Robert Geske 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 Robert Geske. Robert Geske 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.
Geske, Robert, Avanidhar Subrahmanyam, & Yi Zhou. (2014). Capital Structure Effects on the Prices of Individual Equity Call Options. SSRN Electronic Journal. 1 indexed citations
2.
Geske, Robert, et al.. (2009). Capital Structure Effects on Prices of Firm Stock Options: Tests Using Implied Market Values of Corporate Debt. SSRN Electronic Journal.
3.
Geske, Robert & Yi Zhou. (2007). Pricing S&P 500 Index Put Options: Smiles, Skews, and Leverage. SSRN Electronic Journal.
4.
Geske, Robert, et al.. (2007). Alternative Variance Estimators for Pricing Options. SSRN Electronic Journal. 2 indexed citations
5.
Delianedis, Gordon & Robert Geske. (2003). Credit Risk and Risk Neutral Default Probabilities: Information About Rating Migrations and Defaults. SSRN Electronic Journal. 117 indexed citations
6.
Geske, Robert & Gordon Delianedis. (2003). The Components of Corporate Credit Spreads: Default, Recovery, Taxes, Jumps, Liquidity, and Market Factors. SSRN Electronic Journal. 111 indexed citations
7.
Delianedis, Gordon & Robert Geske. (1998). Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults - eScholarship. 11 indexed citations
8.
Geske, Robert & Walter N. Torous. (1991). Skewness, kurtosis, and black-scholes option mispricing. Statistical Papers. 32(1). 299–309. 3 indexed citations
9.
Geske, Robert, et al.. (1986). Controlling Interest Rate Risk and Return with Futures. eScholarship (California Digital Library). 1 indexed citations
10.
Geske, Robert & Kuldeep Shastri. (1985). Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques. Journal of Financial and Quantitative Analysis. 20(1). 45–45. 148 indexed citations
11.
Geske, Robert & Richard Roll. (1984). On Valuing American Call Options with the Black‐Scholes European Formula. The Journal of Finance. 39(2). 443–455. 71 indexed citations
12.
Geske, Robert & Richard Roll. (1984). On Valuing American Call Options with the Black-Scholes European Formula. The Journal of Finance. 39(2). 443–443. 17 indexed citations
13.
Galai, Dan & Robert Geske. (1984). Option performance measurement. The Journal of Portfolio Management. 10(3). 42–46. 13 indexed citations
14.
Geske, Robert, Richard Roll, & Kuldeep Shastri. (1983). Over‐the‐Counter Option Market Dividend Protection and “Biases” in the Black‐Scholes Model: A Note. The Journal of Finance. 38(4). 1271–1277. 25 indexed citations
15.
Arnold, Markus C., Robert Geske, & Richard Roll. (1983). THE FISCAL AND MONETARY LINK BETWEEN STOCK RETURNS AND INFLATION. 38(1). 1–33. 6 indexed citations
16.
Geske, Robert, Richard Roll, & Kuldeep Shastri. (1983). Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note. The Journal of Finance. 38(4). 1271–1271. 11 indexed citations
17.
Geske, Robert. (1979). A note on an analytical valuation formula for unprotected American call options on stocks with known dividends. Journal of Financial Economics. 7(4). 375–380. 158 indexed citations
18.
Geske, Robert. (1979). The valuation of compound options. Journal of Financial Economics. 7(1). 63–81. 605 indexed citations breakdown →
19.
Geske, Robert. (1978). The Pricing of Options with Stochastic Dividend Yield. The Journal of Finance. 33(2). 617–617. 5 indexed citations
20.
Geske, Robert. (1977). The Valuation of Corporate Liabilities as Compound Options. Journal of Financial and Quantitative Analysis. 12(4). 541–541. 503 indexed citations breakdown →

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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