Blake LeBaron
Impact in
- Finance top 0.1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Economics and Econometrics top 0.05%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
- Economic theories and models
- Energy, Environment, Economic Growth
Papers in
-
- Complex Systems and Time Series Analysis 52
- Economic theories and models 17
- Market Dynamics and Volatility 15
- Finance 43
- Financial Markets and Investment Strategies 25
- Financial Risk and Volatility Modeling 21
- Global Financial Crisis and Policies 4
- Co-authors
- J. A. Scheinkman (1 shared paper)W. Davis Dechert (1 shared paper)William Brock (2 shared papers)Josef Lakonishok (2 shared papers)W. Brian Arthur (5 shared papers)José Scheinkman (1 shared paper)William A. Brock (5 shared papers)R. G. Palmer (4 shared papers)
- Journals
- The Journal of Finance (3 papers)Journal of Economic Dynamics and Control (3 papers)Quantitative Finance (2 papers)The Journal of Business (2 papers)American Economic Review (2 papers)
- Partner nations
- United StatesTaiwanGermany
In The Last Decade
Blake LeBaron
68 papers receiving 7.9k citations
Blake LeBaron's Hit Papers
Peers
Comparison fields: 5 of 139
- Finance 4.6k
- Economics and Econometrics 6.7k
- General Economics, Econometrics and Finance 1.7k
- Management Science and Operations Research 2.2k
- Statistical and Nonlinear Physics 668
Countries citing papers authored by Blake LeBaron
This map shows the geographic impact of Blake LeBaron'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 Blake LeBaron with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Blake LeBaron more than expected).
Fields of papers citing papers by Blake LeBaron
This network shows the impact of papers produced by Blake LeBaron. 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 Blake LeBaron. The network helps show where Blake LeBaron may publish in the future.
Co-authors
The 25 scholars most cited alongside Blake LeBaron, 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 70 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | A test for independence based on the correlation dimension Hit paper breakdown → | 1996 | 2508 |
| 2 | Simple Technical Trading Rules and the Stochastic Properties of Stock Returns Hit paper breakdown → | 1992 | 1472 |
| 3 | Nonlinear Dynamics and Stock Returns Hit paper breakdown → | 1989 | 514 |
| 4 | 1997 | 431 | |
| 5 | 1999 | 423 | |
| 6 | 1993 | 347 | |
| 7 | 1992 | 344 | |
| 8 | 2000 | 293 | |
| 9 | 1999 | 271 | |
| 10 | 1994 | 246 | |
| 11 | 1992 | 195 | |
| 12 | 2008 | 174 | |
| 13 | 1996 | 124 | |
| 14 | 2001 | 114 | |
| 15 | 2001 | 109 | |
| 16 | 1993 | 100 | |
| 17 | 1994 | 76 | |
| 18 | 2001 | 75 | |
| 19 | 1995 | 62 | |
| 20 | 2002 | 50 |
About Blake LeBaron
Blake LeBaron is a scholar working on Economics and Econometrics, Finance, Management Science and Operations Research, General Economics, Econometrics and Finance and Statistical and Nonlinear Physics, having authored 70 papers that have together received 8.7k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (52 papers), Financial Markets and Investment Strategies (25 papers), Financial Risk and Volatility Modeling (21 papers), Economic theories and models (17 papers), Market Dynamics and Volatility (15 papers), Stock Market Forecasting Methods (12 papers), Monetary Policy and Economic Impact (11 papers) and Global Financial Crisis and Policies (4 papers). The work is most often cited by research in Finance (4.6k citations), Economics and Econometrics (6.7k citations), General Economics, Econometrics and Finance (1.7k citations), Management Science and Operations Research (2.2k citations) and Statistical and Nonlinear Physics (668 citations). Blake LeBaron has collaborated with scholars based in United States, Taiwan and Germany. Frequent co-authors include J. A. Scheinkman, W. Davis Dechert, William Brock, Josef Lakonishok, W. Brian Arthur, José Scheinkman, William A. Brock, R. G. Palmer, Richard Palmer and John H. Holland. Their work appears in journals such as The Journal of Finance, Journal of Economic Dynamics and Control, Quantitative Finance, The Journal of Business and American Economic Review.
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.