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Why does the option to stock volume ratio predict stock returns?

Ge, Li; Lin, Tse-Chun; Pearson, Neil D. - In: Journal of financial economics 120 (2016) 3, pp. 601-622

Persistent link: https://www.econbiz.de/10011590269

Pre-trade hedging : Evidence from the issuance of retail structured products

Henderson, Brian J.; Pearson, Neil D.; Wang, Li - In: Journal of financial economics 137 (2020) 1, pp. 108-128

Persistent link: https://www.econbiz.de/10012631073

Repurchases after being well known as good news

Lee, Inmoo; Park, Yuen Jung; Pearson, Neil D. - In: The journal of corporate finance : contracting, … 62 (2020), pp. 1-29

Persistent link: https://www.econbiz.de/10012239174

Options trading costs are lower than you think

Muravyev, Dmitriy; Pearson, Neil D. - In: The review of financial studies 33 (2020) 11, pp. 4973-5014

Persistent link: https://www.econbiz.de/10012387406

The Chinese warrants bubble : evidence from brokerage account records

Pearson, Neil D.; Yang, Zhishu; Zhang, Qi - In: The review of financial studies 34 (2021) 1, pp. 264-312

Persistent link: https://www.econbiz.de/10012405813

Does option trading have a pervasive impact on underlying stock prices?

Ni, Sophie X.; Pearson, Neil D.; Poteshman, Allen M.; … - In: The review of financial studies 34 (2021) 4, pp. 1952-1986

Persistent link: https://www.econbiz.de/10012504731

Is there a risk premium in the stock lending market? : evidence from equity options

Muravyev, Dmitriy; Pearson, Neil D.; Pollet, Joshua M. - In: The journal of finance : the journal of the American … 77 (2022) 3, pp. 1787-1828

Persistent link: https://www.econbiz.de/10013279777

Retail derivatives and sentiment : a sentiment measure constructed from issuances of retail structured equity products

Henderson, Brian J.; Pearson, Neil D.; Wang, Li - In: The journal of finance : the journal of the American … 78 (2023) 4, pp. 2365-2407

Persistent link: https://www.econbiz.de/10014312104

Interest rate swaps: An empirical investigation

Sun, Tong-sheng; Sundaresan, Suresh; Wang, Ching - In: Journal of Financial Economics 34 (1993) 1, pp. 77-99

Persistent link: https://www.econbiz.de/10005477946

Real and Nominal Interest Rates: A Discrete-Time Model and Its Continuous-Time Limit.

Sun, Tong-sheng - In: Review of Financial Studies 5 (1992) 4, pp. 581-611

I provide a general equilibrium theory of the term structure of real interest rates in a discrete-time economy. I derive the prices for one-period and two-period real bonds and a simple recursive formula for general k-period bonds, and prove that the price formula with appropriately specified...

Persistent link: https://www.econbiz.de/10005447431