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Weinbaum, David


 SSRN Author Rank: 1,594 by Downloads
 Associate Professor of Finance
 

Syracuse University


 Syracuse, NY
 United States
 email address

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. Weinbaum, David's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,776
Total
Citations
225
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Deviations from Put-Call Parity and Stock Return Predictability | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of Pages in PDF File: 51
Cremers, Martijn
University of Notre Dame
Weinbaum, David
Syracuse University
Posted:
05 Mar 07
Last Revised:
18 Jul 08
3,414
(1,547)
57

2.  
The Economic Consequences of Perk Disclosure | Show Abstract | Download This Paper | Open PDF in Browser |
Johnson School Research Paper Series No. 06-2011, AFA 2011 Denver Meetings Paper
Number of Pages in PDF File: 55
Grinstein, Yaniv
Cornell University - Samuel Curtis Johnson Graduate School of Management
Weinbaum, David
Syracuse University
Yehuda, Nir
University of Texas at Dallas - Department of Accounting & Information Management
Posted:
19 Mar 08
Last Revised:
04 Apr 15
2,586
(2,555)
5

3.  
Individual Stock-Option Prices and Credit Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
Yale ICF Working Paper No. 04-14; EFA 2004 Maastricht Meetings Paper No. 5147
Number of Pages in PDF File: 56
Cremers, Martijn
University of Notre Dame
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Weinbaum, David
Syracuse University
Posted:
30 Jun 04
2,110
(3,604)
73

4.  
Cremers, Martijn
University of Notre Dame
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Weinbaum, David
Syracuse University
Posted:
20 Mar 05
1,456
(6,868)
22

5.  
Cremers, Martijn
University of Notre Dame
Halling, Michael
Swedish House of Finance
Weinbaum, David
Syracuse University
Posted:
06 Mar 10
Last Revised:
17 Apr 14
1,049
(11,821)
5

6.  
A Conditional Extreme Value Volatility Estimator Based on High-Frequency Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Forthcoming
Number of Pages in PDF File: 43
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Weinbaum, David
Syracuse University
Posted:
22 Jan 07
935
(14,049)
4

7.   Incl. Electronic Paper
Cremers, Martijn
University of Notre Dame
Driessen, Joost
Tilburg University - Department of Finance
Maenhout, Pascal J.
INSEAD - Finance
Weinbaum, David
Syracuse University
Posted:
20 Sep 07
Last Revised:
18 Oct 13
229
(16,360)
50

8.  
Investor Heterogeneity, Asset Pricing and Volatility Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, Forthcoming, Johnson School Research Paper Series No. #13-09
Number of Pages in PDF File: 34
Weinbaum, David
Syracuse University
Posted:
24 Dec 08
Last Revised:
14 Apr 09
495
(34,623)
4

9.  
Preference Heterogeneity and Asset Prices: An Exact Solution | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 29
Weinbaum, David
Syracuse University
Posted:
24 Nov 09
Last Revised:
06 Apr 10
299
(63,972)
5

10.  
Cremers, Martijn
University of Notre Dame
Fodor, Andy
Ohio University
Weinbaum, David
Syracuse University
Posted:
02 Jan 15
Last Revised:
10 Mar 15
203
(97,335)
 

11.  
Comprix, Joseph
Syracuse University
Huang, Huichi
Oregon State University - College of Business
Weinbaum, David
Syracuse University
Yehuda, Nir
University of Texas at Dallas - Department of Accounting & Information Management
Posted:
05 Oct 14
 


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