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Diavatopoulos, Dean's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,109 |
Total
Citations
22 |
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1.
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Doran, James S. Florida State University - Department of Finance Diavatopoulos, Dean Villanova University - Department of Finance Peterson, David R. Florida State University - Department of Finance
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30 Dec 06
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Last Revised:
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03 Aug 10
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943
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15
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implied volatility, idiosyncratic volatility, portfolio returns
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2.
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Diavatopoulos, Dean Villanova University - Department of Finance Doran, James S. Florida State University - Department of Finance Fodor, Andy Ohio University Peterson, David R. Florida State University - Department of Finance
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526
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6
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Earnings announcements, Option Prices, Higher-Order Moments
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3.
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Diavatopoulos, Dean Villanova University - Department of Finance Geman, Hélyette University of London, Birkbeck College - School of Economics, Mathematics and Statistics Thukral, Lovjit University of London, Birkbeck College - School of Economics, Mathematics and Statistics Wright, Colbrin Brigham Young University
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16 Sep 12
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Last Revised:
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19 Mar 13
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497
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exchange-traded notes, leveraged exchange-traded funds, tracking error, mispricing, ETNs, ETN, risk and performance, active management
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4.
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Diavatopoulos, Dean Villanova University - Department of Finance Felton, James Central Michigan University - Department of Finance and Law Wright, Colbrin Brigham Young University
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21 May 09
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Last Revised:
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25 Feb 13
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486
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1
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exchange-traded notes, ETNs, exchange-traded funds, tracking error, risk and performance, active management
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5.
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Fodor, Andy Ohio University Diavatopoulos, Dean Villanova University - Department of Finance
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02 Feb 10
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Last Revised:
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18 Feb 10
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303
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corporate governance, stock returns, Nasdaq bubble
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6.
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Diavatopoulos, Dean Villanova University - Department of Finance Fodor, Andy Ohio University Howton, Shawn D. Villanova University - Department of Finance Howton, Shelly W. Villanova University - School of Business
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09 Jan 09
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Last Revised:
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20 Jan 09
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142
(103,705)
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REIT, Volatility, Implied Volatility, Idiosyncratic Volatility
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7.
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Diavatopoulos, Dean Villanova University - Department of Finance Felton, James Central Michigan University - Department of Finance and Law Wright, Colbrin Brigham Young University
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20 Aug 10
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Last Revised:
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05 Sep 12
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118
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Exchange-Traded Notes, Exchange-Traded Funds, Tracking Error, Risk and Performance, Active Management
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8.
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Diavatopoulos, Dean Villanova University - Department of Finance Fodor, Andy Ohio University Howton, Shawn D. Villanova University - Department of Finance Howton, Shelly W. Villanova University - School of Business
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08 Jan 09
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Last Revised:
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20 Jan 09
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55
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REIT, Open Market Repurchase, Information Asymmetry
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9.
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Diavatopoulos, Dean Villanova University - Department of Finance Fodor, Andy Ohio University Howton, Shawn D. Villanova University - Department of Finance Howton, Shelly W. Villanova University - School of Business
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39
(224,119)
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REIT, Options, Returns, Volatility
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Records 1 -
9
of 9 matches
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1
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