|
Does the Options Market Underreact to Firms' Left-Tail Risk?
|
Journal of Financial and Quantitative Analysis |
2025 |
A* |
|
Anticipating jumps: Decomposition of straddle price
|
Journal of Banking & Finance |
2023 |
A* |
|
Firm-specific sentiment and individual option's implied volatility slope
|
Review of Behavioral Finance |
2023 |
B |
|
Contract rescission in the real estate presale market
|
Real Estate Economics |
2022 |
A |
|
Measuring gambling activity in options market
|
Review of Behavioral Finance |
2022 |
B |
|
Do intra-day auctions improve market liquidity?
|
Finance Research Letters |
2021 |
A |
|
The information content of 10�-K file size change
|
International Review of Finance |
2021 |
A |
|
Do Sovereign Credit Ratings Matter for Foreign Direct Investments?
|
Journal of International Financial Markets, Institutions and Money |
2018 |
A |
|
Does the Probability of Informed Trading Model Fit Empirical Data?
|
Financial Review (US) |
2017 |
A |
|
A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering
|
Quantitative Finance |
2015 |
A |
|
Location-scale portfolio selection with factor-recentered skew normal asset returns
|
Journal of Economic Dynamics and Control |
2014 |
A* |
|
Optimal Selling Mechanism, Auction Discounts and Time on Market
|
Real Estate Economics |
2013 |
A |
|
Modeling Dependence Using Skew t-Copulas: Bayesian Inference and Applications
|
Journal of Applied Econometrics |
2012 |
A* |
|
Measuring housing affordability: Looking beyond the median
|
Journal of Housing Economics |
2009 |
A |