Concepedia

Author

David S. Bates

University of Iowa

Also Known As

DAVID S. BATES, David Bates, David S Bates, David S. Bates

35

Publications

6.8K

Citations

18

H-Index

30

Concepts

All Affiliations

University of IowaNational Bureau of Economic Research
DS

About

David S. Bates is an author at University of Iowa specializing in business, finance, and economics.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

11

12

5.8K

2

Economics

10

10

4.3K

3

Management

7

7

1.5K

4

Engineering

2

2

2.4K

5

Accounting

1

1

11

David S. Bates

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20

Publications

6.4K

Citations

17

H-Index

YearCitations

Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options

David S. Bates

Review of Financial Studies

1996

2.3K

Post-'87 crash fears in the S&P 500 futures option market

David S. Bates

Journal of Econometrics

2000

1.5K

The Crash of ʼ87: Was It Expected? The Evidence from Options Markets

David S. Bates

The Journal of Finance

1991

912

Empirical option pricing: a retrospection

David S. Bates

Journal of Econometrics

2003

369

Maximum Likelihood Estimation of Latent Affine Processes

David S. Bates

Review of Financial Studies

2006

280

The Crash of '87: Was It Expected? The Evidence from Options Markets

David S. Bates

The Journal of Finance

1991

220

The market for crash risk

David S. Bates

Journal of Economic Dynamics and Control

2007

190

Dollar jump fears, 1984–1992: distributional abnormalities implicit in currency futures options

David S. Bates

Journal of International Money and Finance

1996

134

U.S. stock market crash risk, 1926–2010

David S. Bates

Journal of Financial Economics

2012

125

How Crashes Develop: Intradaily Volatility and Crash Evolution

David S. Bates

The Journal of Finance

2018

50

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