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Steven L. Heston | Researchclopedia

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Steven L. Heston

University of Maryland, College Park ORCID

78

Works

14,264

Citations

29

h-index

38

i10-index

Research Topics

Stochastic processes and financial applications Financial Markets and Investment Strategies Capital Investment and Risk Analysis

Affiliations

Boston College2010–2010

HEC Montréal2010–2010

Northwestern University2010–2010

University of Southern California2023–2023

Institut National de la Statistique et des Etudes Economiques2010–2010

Top Works

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

Steven L. Heston

19939,010 citations

Financial Risk and Volatility Modeling

Market Dynamics and Volatility

A Closed-Form GARCH Option Valuation Model

Steven L. Heston,Saikat Nandi

2000972 citations

Does industrial structure explain the benefits of international diversification?

Steven L. Heston,K. Geert Rouwenhorst

1994779 citations

The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well

Peter Christoffersen,Steven L. Heston,et al.

2009538 citations

Capturing Option Anomalies with a Variance-Dependent Pricing Kernel

Peter Christoffersen,Steven L. Heston,et al.

2013297 citations

Industry and Country Effects in International Stock Returns

Steven L. Heston,K. Geert Rouwenhorst

1995234 citations

Options and Bubbles

Steven L. Heston,Mark A. Loewenstein,et al.

2006220 citations

News vs. Sentiment: Predicting Stock Returns from News Stories

Steven L. Heston,Nitish Ranjan Sinha

2017215 citations

Intraday Patterns in the Cross‐section of Stock Returns

Steven L. Heston,Robert A. Korajczyk,et al.

2010205 citations