Steven Heston

Finance · 2000–2017

A researcher in the Science corpus: 7 papers; trusts 10 researchers and is trusted by 59 researchers here, as inferred from the citation graph.

Subfields

Whom Steven Heston trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. David S. Bates
  3. Peter P. Carr
  4. Narasimhan Jegadeesh
  5. Mikhail Chernov
  6. Dimitri Vayanos
  7. Dilip B Madan 5
  8. Torben G. Andersen
  9. Bjørn Eraker
  10. Robert A. Korajczyk

Who trusts Steven Heston overall

  1. Lars Stentoft
  2. Peter F. Christoffersen
  3. Tim Bollerslev
  4. Dimitris Psychoyios
  5. Massimo Guidolin
  6. Yi-Hsien Wang
  7. R. Chou
  8. Camila C. Pereira
  9. Young Shin Kim
  10. Alexandru Badescu

Papers from Steven Heston's perspective

Ordered by how strongly the researchers Steven Heston trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Evidence of Predictable Behavior of Security Returns
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  5. Generalized autoregressive conditional heteroskedasticity
  6. The Pricing of Options and Corporate Liabilities
  7. Winter Blues: A SAD Stock Market Cycle
  8. Judgment Under Uncertainty: Heuristics and Biases.
  9. Strategic trading in a dynamic noisy market
  10. Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds

Their papers