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Option Trading Activity, News Releases, and Stock Return Predictability.
- Published in:
- Management Science, 2023, v. 69, n. 8, p. 4810, doi. 10.1287/mnsc.2022.4543
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- Article
Market Return Around the Clock: A Puzzle.
- Published in:
- Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 3, p. 939, doi. 10.1017/S0022109022000783
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- Article
Index Option Trading Activity and Market Returns.
- Published in:
- Management Science, 2021, v. 67, n. 3, p. 1758, doi. 10.1287/mnsc.2019.3529
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- Article
Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading.
- Published in:
- Financial Management (Wiley-Blackwell), 2022, v. 51, n. 4, p. 1201, doi. 10.1111/fima.12405
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- Article
Options Trading Costs Are Lower than You Think.
- Published in:
- Review of Financial Studies, 2020, v. 33, n. 11, p. 4973, doi. 10.1093/rfs/hhaa010
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- Article