Jeff Fleming

5.7k citations
17 papers · 3.1k · 1 hit paper · h-index 13

Impact in

  • Finance top 0.1%
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Global Financial Crisis and Policies
    • Credit Risk and Financial Regulations
    • Market Dynamics and Volatility

Papers in

    • Financial Risk and Volatility Modeling 13
    • Stochastic processes and financial applications 5
    • Financial Markets and Investment Strategies 4
    • Market Dynamics and Volatility 2

Jeff Fleming

17 papers receiving 2.8k citations

Jeff Fleming's Hit Papers

Implied Volatility Functions: Empirical Tests 1998 · 710 citations
7100+9+18Years since publication200400600

Peers

Jeff Fleming
Comparison fields: 5 of 33
  • Finance 2.8k
  • Economics and Econometrics 446
  • Management Science and Operations Research 143
  • Accounting 85
  • General Economics, Econometrics and Finance 34
Replace Barbara Ostdiek with:
Barbara Ostdiek United States
Matthew G. Pritsker United States
Chris Kirby United States
Terry A. Marsh United States
Ludger Hentschel United States
Yi Tang United States
John Okunev Australia
Mikhail Chernov United States
Thomas H. McCurdy Canada
Jeff Fleming relative to Barbara Ostdiek United States Barbara Ostdiek's profile →
Citations per field
00.5×1.6×
Barbara Ostdiek · 1×
Citations per year

Countries citing papers authored by Jeff Fleming

Since Specialization
Citations

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

Fields of papers citing papers by Jeff Fleming

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jeff Fleming. 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 Jeff Fleming. The network helps show where Jeff Fleming may publish in the future.

Co-authors

The 5 scholars most cited alongside Jeff Fleming, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Jeff Fleming Line = papers co-authored together Jeff Fleming links everyone, so they are left out of the graph.

All Works

17 of 17 papers shown
#Work
1
Implied Volatility Functions: Empirical Tests
Hit paper breakdown →
1998710
2 2001444
3 2003374
4 1995346
5 1998331
6 1998283
7 1996280
8 201089
9 200653
10 199949
11 200637
12 199430
13 200619
14
THE ECONOMIC SIGNIFICANCE OF THE FORECAST BIAS OF S&P 100 INDEX OPTION IMPLIED VOLATILITY
199813
15 20087
16 20024
17 20063

About Jeff Fleming

Jeff Fleming is a scholar working on Finance, Economics and Econometrics, Nuclear Energy and Engineering, Waste Management and Disposal and Infectious Diseases, having authored 17 papers that have together received 3.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (13 papers), Stochastic processes and financial applications (5 papers), Financial Markets and Investment Strategies (4 papers) and Market Dynamics and Volatility (2 papers). The work is most often cited by research in Finance (2.8k citations), Economics and Econometrics (446 citations), Management Science and Operations Research (143 citations), Accounting (85 citations) and General Economics, Econometrics and Finance (34 citations). Jeff Fleming has collaborated with scholars based in United States and United Kingdom. Frequent co-authors include Barbara Ostdiek, Robert E. Whaley, Chris Kirby, Bernard Dumas and Bradley S. Paye. Their work appears in journals such as The Journal of Finance, Journal of Futures Markets, Journal of Financial Economics, The Journal of Business and Journal of Empirical Finance.

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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