Jeff Fleming
Impact in
- Finance top 0.1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Capital Investment and Risk Analysis
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- Monetary Policy and Economic Impact
Papers in
- Finance 28
- Financial Risk and Volatility Modeling 21
- Financial Markets and Investment Strategies 15
- Stochastic processes and financial applications 9
- Capital Investment and Risk Analysis 3
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- Market Dynamics and Volatility 18
- Complex Systems and Time Series Analysis 8
- Co-authors
- Barbara Ostdiek (19 shared papers)Chris Kirby (19 shared papers)Robert E. Whaley (7 shared papers)Bernard Dumas (2 shared papers)Bradley S. Paye (2 shared papers)Tessie W. October (1 shared paper)Dominic Moore (1 shared paper)D. J. Pascoe (1 shared paper)
- Journals
- The Journal of Finance (5 papers)Journal of Futures Markets (3 papers)Journal of Financial Economics (2 papers)Journal of Empirical Finance (1 paper)BMJ Supportive & Palliative Care (1 paper)
- Partner nations
- United StatesLatviaAustralia
In The Last Decade
Jeff Fleming
31 papers receiving 4.0k citations
Jeff Fleming's Hit Papers
Peers
Comparison fields: 5 of 71
- Finance 3.9k
- General Economics, Econometrics and Finance 1.0k
- Economics and Econometrics 2.8k
- Management Science and Operations Research 297
- Accounting 272
Countries citing papers authored by Jeff Fleming
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
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 10 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.
All Works
Showing the 20 most-cited of 34 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Implied Volatility Functions: Empirical Tests Hit paper breakdown → | 1998 | 891 |
| 2 | The Economic Value of Volatility Timing Hit paper breakdown → | 2001 | 536 |
| 3 | 2003 | 414 | |
| 4 | 1995 | 398 | |
| 5 | 2001 | 383 | |
| 6 | 1998 | 358 | |
| 7 | 1998 | 344 | |
| 8 | 1996 | 319 | |
| 9 | Information and Volatility Linkages in the Stock, Bond, and Money Markets | 1998 | 99 |
| 10 | 2010 | 90 | |
| 11 | 2000 | 62 | |
| 12 | 1999 | 60 | |
| 13 | 2006 | 59 | |
| 14 | 1994 | 40 | |
| 15 | 2006 | 38 | |
| 16 | 2001 | 17 | |
| 17 | 2010 | 17 | |
| 18 | THE ECONOMIC SIGNIFICANCE OF THE FORECAST BIAS OF S&P 100 INDEX OPTION IMPLIED VOLATILITY | 1998 | 16 |
| 19 | Implied Volatility Smiles: Empirical Tests | 1998 | 15 |
| 20 | 2003 | 15 |
About Jeff Fleming
Jeff Fleming is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Strategy and Management and Health, having authored 34 papers that have together received 4.3k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (21 papers), Market Dynamics and Volatility (18 papers), Financial Markets and Investment Strategies (15 papers), Stochastic processes and financial applications (9 papers), Monetary Policy and Economic Impact (8 papers), Complex Systems and Time Series Analysis (8 papers), Capital Investment and Risk Analysis (3 papers) and Financial Reporting and Valuation Research (3 papers). The work is most often cited by research in Finance (3.9k citations), General Economics, Econometrics and Finance (1.0k citations), Economics and Econometrics (2.8k citations), Management Science and Operations Research (297 citations) and Accounting (272 citations). Jeff Fleming has collaborated with scholars based in United States, Latvia and Australia. Frequent co-authors include Barbara Ostdiek, Chris Kirby, Robert E. Whaley, Bernard Dumas, Bradley S. Paye, Tessie W. October, Dominic Moore, D. J. Pascoe, Thomas J. Straka and Stephen E. Miller. Their work appears in journals such as The Journal of Finance, Journal of Futures Markets, Journal of Financial Economics, Journal of Empirical Finance and BMJ Supportive & Palliative Care.
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.