Robert T. Daigler

1.5k total citations
48 papers, 1.1k citations indexed

About

Robert T. Daigler is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Robert T. Daigler has authored 48 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Finance, 32 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Robert T. Daigler's work include Financial Markets and Investment Strategies (34 papers), Market Dynamics and Volatility (25 papers) and Complex Systems and Time Series Analysis (15 papers). Robert T. Daigler is often cited by papers focused on Financial Markets and Investment Strategies (34 papers), Market Dynamics and Volatility (25 papers) and Complex Systems and Time Series Analysis (15 papers). Robert T. Daigler collaborates with scholars based in United States, Australia and China. Robert T. Daigler's co-authors include Marilyn K. Wiley, Leyuan You, Brice V. Dupoyet, Ann Marie Hibbert, Zhiyao Chen, Laura Rossi, Chaiyuth Padungsaksawasdi, Ali M. Parhizgari, Kimberly C. Gleason and Nivine Richie and has published in prestigious journals such as The Journal of Finance, Journal of Banking & Finance and Applied Economics.

In The Last Decade

Robert T. Daigler

42 papers receiving 1.0k citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Robert T. Daigler United States	15	914	840	238	131	66	48	1.1k
Chris T. Stivers United States	12	1.1k 1.2×	915 1.1×	318 1.3×	204 1.6×	53 0.8×	41	1.2k
Ólan T. Henry Australia	15	677 0.7×	882 1.1×	529 2.2×	87 0.7×	40 0.6×	33	1.0k
Lars A. Lochstoer United States	14	714 0.8×	752 0.9×	391 1.6×	187 1.4×	44 0.7×	30	984
Mbodja Mougoué United States	15	498 0.5×	613 0.7×	411 1.7×	144 1.1×	44 0.7×	35	774
Chien‐Chung Nieh Taiwan	13	478 0.5×	745 0.9×	539 2.3×	143 1.1×	75 1.1×	28	894
Eric Engström United States	16	912 1.0×	812 1.0×	514 2.2×	126 1.0×	56 0.8×	33	1.2k
Mukesh Chaudhry United States	13	481 0.5×	494 0.6×	241 1.0×	155 1.2×	29 0.4×	42	665
José Eduardo Gómez-González Colombia	17	454 0.5×	579 0.7×	243 1.0×	168 1.3×	20 0.3×	76	760
George H. K. Wang United States	15	576 0.6×	530 0.6×	205 0.9×	160 1.2×	87 1.3×	45	708
Paul Kofman Australia	14	632 0.7×	595 0.7×	224 0.9×	118 0.9×	42 0.6×	37	775

Countries citing papers authored by Robert T. Daigler

Since Specialization

Citations

This map shows the geographic impact of Robert T. Daigler'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 T. Daigler with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert T. Daigler more than expected).

Fields of papers citing papers by Robert T. Daigler

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Robert T. Daigler

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

All Works

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20 of 20 papers shown

Daigler, Robert T., Brice V. Dupoyet, & Leyuan You. (2017). Spicing Up a Portfolio with Commodity Futures: Still a Good Recipe?. The Journal of Alternative Investments. 19(4). 8–23. 10 indexed citations

Mishra, Suchismita, et al.. (2017). Price Discovery and Liquidity Characteristics for U.S. Electronic Futures and ETF Markets. The Journal of Trading. 12(2). 59–72. 5 indexed citations

Daigler, Robert T., et al.. (2016). Expanding the Explanations for the Return–Volatility Relation. Journal of Futures Markets. 37(7). 689–716. 10 indexed citations

Daigler, Robert T., et al.. (2016). The Implied Convexity of VIX Futures. The Journal of Derivatives. 23(3). 73–90. 2 indexed citations

Mishra, Suchismita, et al.. (2016). The Effect of High-Frequency Market Making on Option Market Liquidity. The Journal of Trading. 11(4). 56–76. 1 indexed citations

Daigler, Robert T., Ann Marie Hibbert, & Ivelina Pavlova. (2012). Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro VIX. Journal of Futures Markets. 34(1). 74–92. 27 indexed citations

Daigler, Robert T., et al.. (2011). An unbiased autoregressive conditional intraday seasonal variance filtering process. Quantitative Finance. 12(2). 231–247. 1 indexed citations

Dupoyet, Brice V., Robert T. Daigler, & Zhiyao Chen. (2011). A Simplified Pricing Model for Volatility Futures. SSRN Electronic Journal.

Dupoyet, Brice V., Robert T. Daigler, & Zhiyao Chen. (2010). A simplified pricing model for volatility futures. Journal of Futures Markets. 31(4). 307–339. 19 indexed citations

10.

Daigler, Robert T., et al.. (2010). The Performance of Vix Option Pricing Models: Empirical Evidence Beyond Simulation. SSRN Electronic Journal. 7 indexed citations

11.

You, Leyuan & Robert T. Daigler. (2010). Using Four‐Moment Tail Risk to Examine Financial and Commodity Instrument Diversification. Financial Review. 45(4). 1101–1123. 23 indexed citations

12.

You, Leyuan & Robert T. Daigler. (2009). Is international diversification really beneficial?. Journal of Banking & Finance. 34(1). 163–173. 109 indexed citations

13.

Hibbert, Ann Marie, Robert T. Daigler, & Brice V. Dupoyet. (2008). A Behavioral Explanation for the Negative Asymmetric Return-Volatility Relation. SSRN Electronic Journal. 13 indexed citations

14.

You, Leyuan & Robert T. Daigler. (2007). Downside Four-Moment Tail Risk and its Effect on Financial and Commodity Diversification. SSRN Electronic Journal.

15.

Chen, Zhiyao, Robert T. Daigler, & Ali M. Parhizgari. (2006). Persistence of volatility in futures markets. Journal of Futures Markets. 26(6). 571–594. 36 indexed citations

16.

Daigler, Robert T.. (2000). COMPARING HEDGE RATIO METHODOLOGIES FOR FIXED-INCOME INVESTMENTS. 2 indexed citations

17.

Daigler, Robert T. & Marilyn K. Wiley. (1999). The Impact of Trader Type on the Futures Volatility-Volume Relation. 9 indexed citations

18.

Daigler, Robert T., et al.. (1998). A Futures Duration‐Convexity Hedging Method. Financial Review. 33(4). 61–80. 9 indexed citations

19.

Daigler, Robert T.. (1993). Futures bibliography. Journal of Futures Markets. 13(6). 703–709. 1 indexed citations

20.

Daigler, Robert T.. (1993). Advanced Options Trading: The Analysis and Evaluation of Trading Strategies Hedging Tactics and Pricing Models. 1 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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