Anthony Neuberger
Impact in
- Finance top 0.5%
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Economics and Econometrics top 1%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
- Finance 26
- Financial Markets and Investment Strategies 17
- Stochastic processes and financial applications 15
- Financial Risk and Volatility Modeling 8
- Capital Investment and Risk Analysis 6
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- Economic theories and models 7
- Co-authors
- Mark Britten‐Jones (4 shared papers)Roman Kozhan (6 shared papers)Paul Schneider (3 shared papers)Marcus Miller (1 shared paper)David Hobson (2 shared papers)David McCarthy (6 shared papers)Narayan Y. Naik (2 shared papers)Siva Viswanathan (2 shared papers)
- Journals
- Review of Financial Studies (6 papers)Journal of Financial and Quantitative Analysis (2 papers)Fiscal Studies (2 papers)Economica (1 paper)Journal of Financial Services Research (1 paper)
- Partner nations
- United KingdomUnited StatesSwitzerland
In The Last Decade
Anthony Neuberger
38 papers receiving 1.6k citations
Anthony Neuberger's Hit Papers
Peers
Comparison fields: 5 of 58
- Finance 1.5k
- Economics and Econometrics 864
- General Economics, Econometrics and Finance 261
- Accounting 239
- Management Science and Operations Research 130
Countries citing papers authored by Anthony Neuberger
This map shows the geographic impact of Anthony Neuberger'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 Anthony Neuberger with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Anthony Neuberger more than expected).
Fields of papers citing papers by Anthony Neuberger
This network shows the impact of papers produced by Anthony Neuberger. 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 Anthony Neuberger. The network helps show where Anthony Neuberger may publish in the future.
Co-authors
The 15 scholars most cited alongside Anthony Neuberger, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 42 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Option Prices, Implied Price Processes, and Stochastic Volatility Hit paper breakdown → | 2000 | 686 |
| 2 | 1994 | 179 | |
| 3 | 2013 | 147 | |
| 4 | 2012 | 140 | |
| 5 | 1993 | 82 | |
| 6 | 2010 | 68 | |
| 7 | 1999 | 67 | |
| 8 | 1999 | 42 | |
| 9 | 2011 | 41 | |
| 10 | 1999 | 30 | |
| 11 | 2004 | 29 | |
| 12 | 2011 | 22 | |
| 13 | 2005 | 18 | |
| 14 | 2020 | 17 | |
| 15 | Disclosure Regulation in Competitive Dealership Markets: Analysis of the London Stock Exchange | 1998 | 17 |
| 16 | 1993 | 17 | |
| 17 | Strategic Trading by Market Makers on the London Stock Exchange | 1996 | 13 |
| 18 | 1996 | 13 | |
| 19 | 2020 | 11 | |
| 20 | Option Replication with Transaction Costs: An Exact Solution for the Pure Jump Process | 1995 | 8 |
About Anthony Neuberger
Anthony Neuberger is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Demography, having authored 42 papers that have together received 1.7k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (17 papers), Stochastic processes and financial applications (15 papers), Financial Risk and Volatility Modeling (8 papers), Financial Literacy, Pension, Retirement Analysis (7 papers), Economic theories and models (7 papers), Capital Investment and Risk Analysis (6 papers), Monetary Policy and Economic Impact (6 papers) and Corporate Finance and Governance (5 papers). The work is most often cited by research in Finance (1.5k citations), Economics and Econometrics (864 citations), General Economics, Econometrics and Finance (261 citations), Accounting (239 citations) and Management Science and Operations Research (130 citations). Anthony Neuberger has collaborated with scholars based in United Kingdom, United States and Switzerland. Frequent co-authors include Mark Britten‐Jones, Roman Kozhan, Paul Schneider, Marcus Miller, David Hobson, David McCarthy, Narayan Y. Naik, Siva Viswanathan, Ingmar Nolte and Richard Payne. Their work appears in journals such as Review of Financial Studies, Journal of Financial and Quantitative Analysis, Fiscal Studies, Economica and Journal of Financial Services Research.
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.