.
Pearson, Neil D.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 8,837
Total Citations 130
1.
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
3,521(1,038)
25
Stock price clustering, Option expiration, Hedging, Manipulation
2.
Henderson, Brian J. George Washington University - Department of Finance
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Posted:
20 Mar 07
Last Revised:
13 Dec 07
1,138(7,481)
3
Structured Products, Behavioral Finance, Derivative Pricing
3.
Henderson, Brian J. George Washington University - Department of Finance
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Posted:
16 Feb 09
Last Revised:
14 Feb 10
867(11,596)
15
structured products, valuation errors, cognitive biases, individual investor
4.
Li, Minqiang Bloomberg LP
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
776(13,767)
7
option pricing models, performance comparison, implied skew
5.
Is There Price Discovery in Equity Options?
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Muravyev, Dmitriy Boston College
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Broussard, John Paul Rutgers School of Business - Camden
Posted:
28 Sep 10
Last Revised:
01 Sep 12
717(15,451)
8
Muravyev, Dmitriy Boston College
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Broussard, John Paul Rutgers School of Business - Camden
Posted:
22 Jan 11
Last Revised:
21 Aug 11
230
8
Price Discovery, Equity Options, Market Microstructure, High Frequency Data, Put-Call Parity
Muravyev, Dmitriy Boston College
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Broussard, John Paul Rutgers School of Business - Camden
Posted:
28 Sep 10
Last Revised:
01 Sep 12
487
8
Price discovery, equity options, market microstructure, high frequency data, put-call parity
6.
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance
White, Joshua S. University of Illinois at Urbana-Champaign - Department of Finance
695(16,160)
4
options, stock price paths, impact, trading, hedging
7.
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Zhou, Anjun State Street Corporate - ARC
326(43,713)
2
8.
Henderson, Brian J. George Washington University - Department of Finance
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Wang, Li University of Illinois at Urbana-Champaign
Posted:
25 Jan 12
Last Revised:
08 Nov 12
266(55,547)
2
financialization, commodity-linked notes, commodity structured products, commodity index investors, commodity futures
9.
Li, Minqiang Bloomberg LP
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Poteshman, Allen M. University of Illinois at Urbana-Champaign - Department of Finance
251(59,002)
7
10.
Chapman, David A. Boston College
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
217(68,828)
55
11.
Henderson, Brian J. George Washington University - Department of Finance
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Wang, Li University of Illinois at Urbana-Champaign
Posted:
18 Mar 10
Last Revised:
04 Jun 12
37(228,589)
2
Structured Products, Derivatives, Hedging, Liquidity, Price Impact
12.
Kitwiwattanachai, Chanatip University of Connecticut
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Posted:
30 Aug 12
Last Revised:
22 Jan 13
26(255,093)
13.
Chapman, David A. Boston College
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Short-rate models, term structure of interest rates
14.
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
15.
Using Proxies for the Short Rate: When are Three Months Like an Instant?
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Chapman, David A. Boston College
Long, John B. Simon Graduate School of Business, University of Rochester
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Posted:
22 Oct 98
Last Revised:
29 Aug 00
Chapman, David A. Boston College
Long, John B. Simon Graduate School of Business, University of Rochester
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
0
Chapman, David A. Boston College
Long, John B. Simon Graduate School of Business, University of Rochester
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
0
16.
Kandel , Eugene Hebrew University of Jerusalem - Department of Economics
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
17.
Barclay, Michael J. University of Rochester - Simon School (Deceased)
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
Weisbach, Michael S. Ohio State University (OSU) - Department of Finance
18.
Kandel , Eugene Hebrew University of Jerusalem - Department of Economics
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
19.
Linsmeier, Thomas J. Financial Accounting Standards Board
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
20.
Kandel , Eugene Hebrew University of Jerusalem - Department of Economics
Pearson, Neil D. University of Illinois at Urbana-Champaign - Department of Finance
