Stephen Figlewski
Impact in
- Finance top 0.1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Capital Investment and Risk Analysis
-
- Monetary Policy and Economic Impact
Papers in
- Finance 62
- Financial Markets and Investment Strategies 45
- Stochastic processes and financial applications 34
- Capital Investment and Risk Analysis 19
- Financial Risk and Volatility Modeling 17
- Credit Risk and Financial Regulations 7
-
- Monetary Policy and Economic Impact 9
- Co-authors
- Linda CaninaGwendolyn P. WebbRobert CumbyStephen G. CecchettiT. Clifton GreenPaul WachtelBin GaoXiaozu Wang
- Journals
- The Journal of Finance (14 papers)The Review of Economics and Statistics (4 papers)Financial Analysts Journal (4 papers)Journal of Futures Markets (4 papers)Journal of Financial and Quantitative Analysis (2 papers)
- Partner nations
- United StatesJapanSwitzerland
In The Last Decade
Stephen Figlewski
82 papers receiving 4.1k citations
Peers
Comparison fields: 5 of 83
- Finance 3.9k
- General Economics, Econometrics and Finance 998
- Economics and Econometrics 2.6k
- Accounting 888
- General Decision Sciences 58
Countries citing papers authored by Stephen Figlewski
This map shows the geographic impact of Stephen Figlewski'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 Stephen Figlewski with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stephen Figlewski more than expected).
Fields of papers citing papers by Stephen Figlewski
This network shows the impact of papers produced by Stephen Figlewski. 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 Stephen Figlewski. The network helps show where Stephen Figlewski may publish in the future.
Co-authors
The 25 scholars most cited alongside Stephen Figlewski, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2021 | 6 | |
| 2 | 2020 | 8 | |
| 3 | 2011 | 126 | |
| 4 | Estimating the Implied Risk Neutral Density | 2009 | 15 |
| 5 | 2003 | 7 | |
| 6 | 2002 | 28 | |
| 7 | 1999 | 162 | |
| 8 | 1999 | 5 | |
| 9 | Derivatives Risks, Old and New | 1998 | 9 |
| 10 | Uncovering Hidden Structure in Bond Futures Trading | 1998 | 4 |
| 11 | Discovering technical traders in the T-bond futures market | 1998 | 3 |
| 12 | Streamlining Monte-Carlo Simulation with the Quasi-Analytic Method: An Analysis of a Path-Dependent Option Strategy | 1995 | 5 |
| 13 | Forecasting Volatility Using Historical Data | 1994 | 34 |
| 14 | Program Trading and Stock Index Arbitrage | 1994 | 5 |
| 15 | 1989 | 136 | |
| 16 | Hedging With Financial Futures for Institutional Investors: From Theory to Practice | 1985 | 8 |
| 17 | 1984 | 256 | |
| 18 | 1984 | 91 | |
| 19 | 1983 | 62 | |
| 20 | 1970 | 2 |
About Stephen Figlewski
Stephen Figlewski is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Accounting and Strategy and Management, having authored 83 papers that have together received 4.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (45 papers), Stochastic processes and financial applications (34 papers), Capital Investment and Risk Analysis (19 papers), Financial Risk and Volatility Modeling (17 papers), Complex Systems and Time Series Analysis (11 papers), Monetary Policy and Economic Impact (9 papers), Market Dynamics and Volatility (8 papers) and Credit Risk and Financial Regulations (7 papers). The work is most often cited by research in Finance (3.9k citations), General Economics, Econometrics and Finance (998 citations), Economics and Econometrics (2.6k citations), Accounting (888 citations) and General Decision Sciences (58 citations). Stephen Figlewski has collaborated with scholars based in United States, Japan and Switzerland. Frequent co-authors include Linda Canina, Gwendolyn P. Webb, Robert Cumby, Stephen G. Cecchetti, T. Clifton Green, Paul Wachtel, Bin Gao, Xiaozu Wang, Justin Birru and Halina Frydman. Their work appears in journals such as The Journal of Finance, The Review of Economics and Statistics, Financial Analysts Journal, Journal of Futures Markets and Journal of Financial and Quantitative Analysis.
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.