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Stephen Figlewski

SSRN Author Rank: 2,251 by Downloads and 3,136 by Citations

 Professor of Finance
 

New York University - Stern School of Business


 44 West 4th Street
 Department of Finance Suite 9-160
 New York, NY 10012-1126
 United States
 212-998-0712 (Phone)
 212-995-4220 (Fax)
 email address

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. Stephen Figlewski's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,371
Total
Citations
173
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Figlewski, Stephen
New York University - Stern School of Business
Wang, Xiaozu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
12 Jan 01
2,060
(3,939)
24

2.   Incl. Electronic Paper
Green, T. Clifton
Emory University - Goizueta Business School
Figlewski, Stephen
New York University - Stern School of Business
Posted:
07 May 99
Last Revised:
29 Apr 08
1,319
(9,810)
36

3.   Incl. Electronic Paper
Ahn, Dong-Hyun
University of North Carolina at Chapel Hill
Figlewski, Stephen
New York University - Stern School of Business
Gao, Bin
University of North Carolina (UNC) at Chapel Hill - Finance Area
Posted:
01 Jul 99
Last Revised:
29 Apr 08
1,283
(10,286)
4

4.  
Figlewski, Stephen
New York University - Stern School of Business
Frydman, Halina
New York University (NYU) - Department of Information, Operations, and Management Sciences
Liang, Weijian
NYU Stern School of Business
Posted:
03 Oct 06
780
(20,368)
14

5.   Incl. Electronic Paper
Figlewski, Stephen
New York University - Stern School of Business
Posted:
20 Dec 98
Last Revised:
15 Dec 08
756
(22,946)
 

6.  
Program Trading and Stock Index Arbitrage | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-94-023
Number of Pages in PDF File: 48
Canina, Linda
Cornell University - School of Hotel Administration
Figlewski, Stephen
New York University - Stern School of Business
Posted:
11 Nov 08
603
(30,521)
3

7.  
Estimating the Implied Risk Neutral Density | Show Abstract | Download This Paper | Open PDF in Browser |
VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAY IN HONOR OF ROBERT F. ENGLE, Tim Bolloerslev, Jeffrey R. Russell, Mark Watson, Oxford, UK: Oxford University Press, 2008, NYU Working Paper No. FIN-08-004
Number of Pages in PDF File: 44
Figlewski, Stephen
New York University - Stern School of Business
Posted:
09 Mar 09
507
(30,587)
17

8.  
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Figlewski, Stephen
New York University - Stern School of Business
Posted:
15 Jul 12
Last Revised:
02 Oct 15
484
(32,875)
3

9.  
Estimating the Implied Risk Neutral Density for the U.S. Market Portfolio | Show Abstract | Download This Paper | Open PDF in Browser |
VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT F. ENGLE, Tim Bollerslev, Jeffrey R. Russell and Mark Watson, eds., Oxford, UK: Oxford University Press, 2008
Number of Pages in PDF File: 44
Figlewski, Stephen
New York University - Stern School of Business
Posted:
27 Aug 08
Last Revised:
07 Sep 08
469
(42,468)
16

10.  
Figlewski, Stephen
New York University - Stern School of Business
Posted:
02 Dec 12
Last Revised:
29 Jan 16
416
(40,177)
 

11.   Incl. Electronic Paper
Figlewski, Stephen
New York University - Stern School of Business
Posted:
23 Jul 03
Last Revised:
07 Nov 08
416
(50,608)
5

12.   Incl. Electronic Paper
Figlewski, Stephen
New York University - Stern School of Business
Posted:
16 Jan 03
Last Revised:
23 Dec 08
335
(65,411)
3

13.  
Birru, Justin
New York University - Stern School of Business
Figlewski, Stephen
New York University - Stern School of Business
Posted:
18 Mar 10
Last Revised:
02 Apr 10
254
(76,504)
2

14.   Incl. Electronic Paper
Birru, Justin
New York University - Stern School of Business
Figlewski, Stephen
New York University - Stern School of Business
Posted:
05 May 09
Last Revised:
17 Mar 10
237
(95,414)
8

15.  
Derivatives Risks, Old and New | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-98-033
Number of Pages in PDF File: 62
Figlewski, Stephen
New York University - Stern School of Business
Posted:
07 Nov 08
205
(102,837)
3

16.  
Figlewski, Stephen
New York University - Stern School of Business
Heisler, Jeffrey
Boston University - Department of Finance & Economics
Weigend, Andreas
Stern School of Business, New York University
Posted:
23 Oct 08
175
(121,357)
 

17.   Incl. Electronic Paper
Figlewski, Stephen
New York University - Stern School of Business
Wang, Xiaozu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
04 Nov 08
Last Revised:
23 Dec 08
149
(147,038)
23

18.  
Figlewski, Stephen
New York University - Stern School of Business
Malik, Muhammad Fahd
AllianceBernstein
Posted:
08 Aug 14
92
(191,217)
 

19.  
Battalio, Robert H.
University of Notre Dame - Department of Finance
Figlewski, Stephen
New York University - Stern School of Business
Neal, Robert
Indiana University - Kelley School of Business
Posted:
05 Jan 15
Last Revised:
15 Apr 15
77
(186,192)
 

20.  
Figlewski, Stephen
New York University - Stern School of Business
Posted:
07 Nov 08
41
(303,617)
3

21.  
Derivatives Valuation Based on Arbitrage: The Trade Is Crucial | Show Abstract | Download This Paper | Open PDF in Browser |
Proceedings of China Derivatives Markets Conference 2016
Number of Pages in PDF File: 18
Figlewski, Stephen
New York University - Stern School of Business
Posted:
23 Aug 16
0
(366,215)
 

22.  
Figlewski, Stephen
New York University - Stern School of Business
Posted:
23 Aug 16
0
(366,215)
 

23.  
Chidambaran, N.K.
Fordham University - Schools of Business
Figlewski, Stephen
New York University - Stern School of Business
Posted:
23 Jul 98
 

24.  
Chidambaran, N.K.
Fordham University - Schools of Business
Figlewski, Stephen
New York University - Stern School of Business
Posted:
13 Jul 98
 

25.  
Forecasting Volatility | Show Abstract |
FINANCIAL MARKETS, INSTITUTIONS AND INSTRUMENTS, Vol. 6 No. 2, 1997
Figlewski, Stephen
New York University - Stern School of Business
Posted:
24 Apr 97
 


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