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Ni, Sophie X.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,799 |
Total
Citations
75 |
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1.
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Ni, Sophie X.
Hong Kong University of Science and Technology Pearson, Neil D.
University of Illinois at Urbana-Champaign - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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3,521
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Stock price clustering, Option expiration, Hedging, Manipulation
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2.
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Stock Option Returns: A Puzzle
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Ni, Sophie X.
Hong Kong University of Science and Technology
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Posted:
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24 Jan 07
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Last Revised:
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31 Oct 10
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943
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15
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Ni, Sophie X.
Hong Kong University of Science and Technology
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112
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15
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Options, Idiosyncratic skewness, Derivatives, Behavioral study
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Ni, Sophie X.
Hong Kong University of Science and Technology
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340
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15
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Stock Options, Skewness, Derivatives, Prospect Theory
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Ni, Sophie X.
Hong Kong University of Science and Technology
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491
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15
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Stock Options, Derivatives, Skewness, Risk Seeking
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The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options
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Lemmon, Michael L.
University of Utah - Department of Finance Ni, Sophie X.
Hong Kong University of Science and Technology
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Posted:
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12 Feb 09
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Last Revised:
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23 Aug 11
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595
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10
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Lemmon, Michael L.
University of Utah - Department of Finance Ni, Sophie X.
Hong Kong University of Science and Technology
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18 Mar 10
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Last Revised:
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23 Aug 11
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360
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Options, Volatility Smile, Sentiment, Speculation, Hedging
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Lemmon, Michael L.
University of Utah - Department of Finance Ni, Sophie X.
Hong Kong University of Science and Technology
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12 Feb 09
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Last Revised:
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23 Aug 11
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235
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10
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Options, Volatility Smile, Sentiment, Speculation, Hedging
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4.
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Volatility Information Trading in the Option Market
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Versions (2)
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Ni, Sophie X.
Hong Kong University of Science and Technology Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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Posted:
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06 Oct 05
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Last Revised:
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11 Sep 09
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558
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24
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Ni, Sophie X.
Hong Kong University of Science and Technology Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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0
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Volatility, Stock Options, Deriviatives, Information
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Ni, Sophie X.
Hong Kong University of Science and Technology Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA) Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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558
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24
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options, derivatives, information, volatility
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5.
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Chen, Hui
Massachusetts Institute of Technology Joslin, Scott
University of Southern California Ni, Sophie X.
Hong Kong University of Science and Technology
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19 Mar 12
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Last Revised:
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02 Jan 13
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182
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