Steven L. Heston

14.3k total citations · 4 hit papers
60 papers, 9.1k citations indexed

About

Steven L. Heston is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Steven L. Heston has authored 60 papers receiving a total of 9.1k indexed citations (citations by other indexed papers that have themselves been cited), including 58 papers in Finance, 20 papers in Economics and Econometrics and 9 papers in Accounting. Recurrent topics in Steven L. Heston's work include Stochastic processes and financial applications (38 papers), Financial Markets and Investment Strategies (32 papers) and Financial Risk and Volatility Modeling (21 papers). Steven L. Heston is often cited by papers focused on Stochastic processes and financial applications (38 papers), Financial Markets and Investment Strategies (32 papers) and Financial Risk and Volatility Modeling (21 papers). Steven L. Heston collaborates with scholars based in United States, Canada and Denmark. Steven L. Heston's co-authors include Saikat Nandi, K. Geert Rouwenhorst, Kris Jacobs, Peter Christoffersen, Nitish Ranjan Sinha, Ronnie Sadka, Robert A. Korajczyk, Roberto E. Wessels, Gregory A. Willard and Mark A. Loewenstein and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Steven L. Heston

55 papers receiving 8.3k citations

Hit Papers

A Closed-Form Solution for Options with Stochastic Volati... 1993 2026 2004 2015 1993 2000 1994 2009 1000 2.0k 3.0k 4.0k 5.0k

Peers

Steven L. Heston
Comparison fields: 5 of 100
  • Finance 8.4k
  • Economics and Econometrics 3.6k
  • Demography 1.1k
  • General Economics, Econometrics and Finance 937
  • Management Science and Operations Research 670
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Citations per field, relative to Steven L. Heston
Steven L. Heston · 1×
Citations per year, relative to Steven L. Heston
Steven L. Heston · 1×

Countries citing papers authored by Steven L. Heston

Since Specialization
Citations

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

Fields of papers citing papers by Steven L. Heston

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Steven L. Heston. 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 Steven L. Heston. The network helps show where Steven L. Heston may publish in the future.

Co-authorship network of co-authors of Steven L. Heston

This figure shows the co-authorship network connecting the top 25 collaborators of Steven L. Heston. A scholar is included among the top collaborators of Steven L. Heston 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 Steven L. Heston. Steven L. Heston 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
# Work Indexed citations
1 1
2 3
3 2
4 2
5 34
6 34
7 23
8 4
9 1
10 47
11 9
12
Closed-Form Option Pricing Formulas with Extreme Events
2
13 131
14 4
15
Does Industrial Structure Explain the Benefits of International Diversification
27
16 4
17
A Closed-Form GARCH Option Valuation Model breakdown →
658
18 0
19 37
20
A Model of Discontinuous Interest Rate Behavior, Yield Curves, and Volatility
1

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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