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Heston, Steven L.


 SSRN Author Rank: 666 by Downloads
 

University of Maryland - Department of Finance


 Robert H. Smith School of Business
 Van Munching Hall
 College Park, MD 20742
 United States
 email address

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. Heston, Steven L.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
20,197
Total
Citations
415
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Heston, Steven L.
University of Maryland - Department of Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
17 Jun 09
Last Revised:
27 May 10
3,417
(1,341)
25

2.  
Heston, Steven L.
University of Maryland - Department of Finance
Nandi, Saikat
Federal National Mortgage Association (Fannie Mae)
Posted:
08 Jun 98
2,989
(1,704)
131

3.   Incl. Electronic Paper
Christoffersen, Peter
University of Toronto - Rotman School of Management
Heston, Steven L.
University of Maryland - Department of Finance
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Posted:
05 Feb 07
Last Revised:
13 Aug 09
2,307
(2,734)
26

4.   Incl. Electronic Paper
Heston, Steven L.
University of Maryland - Department of Finance
Nandi, Saikat
Federal National Mortgage Association (Fannie Mae)
Posted:
28 Feb 00
Last Revised:
23 Jul 01
1,812
(4,152)
132

5.  
Heston, Steven L.
University of Maryland - Department of Finance
Sinha, Nitish Ranjan
Board of Governers of the Federal Reserve System
Posted:
18 Aug 13
Last Revised:
25 Apr 14
1,505
(5,767)
 

6.  
Derivatives on Volatility: Some Simple Solutions Based on Observables | Show Abstract | Download |
Federal Reserve Bank of Atlanta WP No. 2000-20, November 2000
Working Paper Series
Heston, Steven L.
University of Maryland - Department of Finance
Nandi, Saikat
Federal National Mortgage Association (Fannie Mae)
Posted:
07 Nov 00
1,429
(6,274)
5

7.  
Seasonality in the Cross-Section of Expected Stock Returns | Show Abstract | Download |
AFA 2006 Boston Meetings Paper
Working Paper Series
Heston, Steven L.
University of Maryland - Department of Finance
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
20 Mar 05
1,356
(6,847)
19

8.   Incl. Electronic Paper
Heston, Steven L.
University of Maryland - Department of Finance
Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
Sadka, Ronnie
Boston College - Carroll School of Management
Thorson, Lewis D.
University of Washington - Foster School of Business
Posted:
05 Jun 10
Last Revised:
13 Apr 11
1,266
(7,635)
1

9.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Heston, Steven L.
University of Maryland - Department of Finance
Posted:
22 Jan 10
Last Revised:
07 Jun 12
1,046
(10,481)
3

10.   Incl. Electronic Paper
Heston, Steven L.
University of Maryland - Department of Finance
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
20 Mar 07
Last Revised:
20 Mar 08
859
(14,188)
 

11.  
Heston, Steven L.
University of Maryland - Department of Finance
Sadka, Ronnie
Boston College - Carroll School of Management
Posted:
13 Jan 04
732
(17,996)
1

12.  
Option Valuation with Conditional Skewness | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 2964
Working Paper Series
Christoffersen, Peter
University of Toronto - Rotman School of Management
Heston, Steven L.
University of Maryland - Department of Finance
Jacobs, Kris
University of Houston - C.T. Bauer College of Business
Posted:
23 Jun 04
550
(26,886)
41

13.  
The Role of Beta and Size in the Cross-Section of European Stock Returns | Show Abstract | Download |
European Financial Management Vol 4, pp. 9-28, 1999
Accepted Paper Series
Heston, Steven L.
University of Maryland - Department of Finance
Wessels, Roberto E.
University of Groningen - Faculty of Economics and Business
Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
Posted:
05 Jul 08
524
(28,656)
27

14.   Incl. Electronic Paper
Bernhardt, Dan
University of Illinois at Urbana-Champaign - Department of Economics
Heston, Steven L.
University of Maryland - Department of Finance
Posted:
26 Jul 07
Last Revised:
27 Jan 10
216
(81,675)
4

15.  
Heston, Steven L.
University of Maryland - Department of Finance
Posted:
19 May 05
141
(121,351)
 

16.  
A Spanning Series Approach to Options | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 2416989
Working Paper Series
Heston, Steven L.
University of Maryland - Department of Finance
Rossi, Alberto G.
University of Maryland - Department of Finance
Posted:
28 Mar 14
48
(237,718)
 

17.  
Closed-Form Option Pricing Formulas with Extreme Events | Show Abstract |
Journal of Futures Markets, Vol. 28, pp. 213-230, 2008
Accepted Paper Series
Camara, Antonio
Oklahoma State University, Stillwater - College of Business Administration
Heston, Steven L.
University of Maryland - Department of Finance
Posted:
04 Sep 08
 

18.  
Options and Bubbles | Show Abstract |
The Review of Financial Studies, Vol. 20, Issue 2, pp. 359-390, 2007
Accepted Paper Series
Heston, Steven L.
University of Maryland - Department of Finance
Loewenstein, Mark
University of Maryland - Robert H. Smith School of Business
Willard, Gregory A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
17 Jul 08
 

19.  
The Structure of International Stock Returns and the Integration of Capital Markets | Show Abstract |
Journal of Empirical Finance, Vol. 2, pp. 173-197, 1995
Accepted Paper Series
Heston, Steven L.
University of Maryland - Department of Finance
Wessels, Roberto E.
University of Groningen - Faculty of Economics and Business
Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
Posted:
14 Dec 04
 

20.  
Does Industrial Structure Explain the Benefits of International Diversification? | Show Abstract |
Journal of Financial Economics, Vol. 36, pp. 3-27, 1994
Accepted Paper Series
Heston, Steven L.
University of Maryland - Department of Finance
Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
Posted:
14 Dec 04
 

21.  
Heston, Steven L.
University of Maryland - Department of Finance
Posted:
01 Sep 98
 

22.  
Heston, Steven L.
University of Maryland - Department of Finance
Posted:
01 Sep 98
 

23.  
Heston, Steven L.
University of Maryland - Department of Finance
Posted:
26 May 98
 


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