Dmitriy Muravyev

Michigan State University · Boston College · University of Illinois Urbana-Champaign

12本站收录论文

738这些论文的被引

11本站 h 指数

12合作者

作者编号 A5049754851 · ORCID 0000-0003-0472-376X。统计只算本站收录的论文。

发表的论文12 篇，按出版时间

1
What Drives Momentum and Reversal? Evidence from Day and Night SignalsReview of Financial Studies202610
2
Why does options market information predict stock returns?Journal of Financial Economics202512
3
Option Trading Activity, News Releases, and Stock Return PredictabilityManagement Science202238
4
Is There a Risk Premium in the Stock Lending Market? Evidence from Equity OptionsJournal of Finance202253
5
Anomalies and Their Short-Sale CostsJournal of Finance202247
6
Informed Trading IntensityJournal of Finance202185
7
Informed Trading in the Stock Market and Option-Price DiscoveryJournal of Financial and Quantitative Analysis202049
8
Index Option Trading Activity and Market ReturnsManagement Science202040
9
Options Trading Costs Are Lower than You ThinkReview of Financial Studies2020135
10
Market Return Around the Clock: A PuzzleJournal of Financial and Quantitative Analysis202029

按月发文

逐年被引

合作者

Neil D. Pearson4 篇 Joshua Matthew Pollet3 篇 Vincent Bogousslavsky2 篇 Vyacheslav Fos2 篇 Tarun Chordia1 篇 Martijn Cremers1 篇 Yashar H. Barardehi1 篇 Oleg Bondarenko1 篇 Avanidhar Subrahmanyam1 篇 Pierre Collin‐Dufresne1 篇 Xuechuan Ni1 篇 David Weinbaum1 篇

研究主题和期刊

Journal of Finance4 Journal of Financial Economics2 Journal of Financial and Quantitative Analysis2 Review of Financial Studies2 Management Science2