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Poteshman, Allen M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
12,252 |
Total
Citations
664 |
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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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3,523
(1,038)
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25
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Stock price clustering, Option expiration, Hedging, Manipulation
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2.
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
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1,168
(7,158)
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107
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options, information, volume, derivatives
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3.
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Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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Posted:
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15 Aug 00
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Last Revised:
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11 Sep 01
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1,107
(7,841)
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45
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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416
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45
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Misreaction, Behavioral Finance, Option Pricing, Stochastic Variance
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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691
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45
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Underreaction, Overreaction, Behavioral Finance, Option Pricing, Stochastic Variance
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4.
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Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives
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Versions (2)
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Ju, Nengjiu
Hong Kong University of Science & Technology (HKUST) - Department of Finance Parrino, Robert
University of Texas at Austin - Department of Finance Weisbach, Michael S.
Ohio State University (OSU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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Posted:
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16 Nov 02
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Last Revised:
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30 Oct 10
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1,084
(8,137)
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22
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Ju, Nengjiu
Hong Kong University of Science & Technology (HKUST) - Department of Finance Parrino, Robert
University of Texas at Austin - Department of Finance Weisbach, Michael S.
Ohio State University (OSU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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54
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22
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Ju, Nengjiu
Hong Kong University of Science & Technology (HKUST) - Department of Finance Parrino, Robert
University of Texas at Austin - Department of Finance Weisbach, Michael S.
Ohio State University (OSU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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1,030
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19
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optimal capital structure, taxes, bankruptcy costs, calibration
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5.
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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964
(9,818)
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26
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6.
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Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects
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Versions (3)
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Export Bibliographic Info |
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Parrino, Robert
University of Texas at Austin - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Weisbach, Michael S.
Ohio State University (OSU) - Department of Finance
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Posted:
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25 Jan 02
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Last Revised:
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16 May 05
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743
(14,654)
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31
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Parrino, Robert
University of Texas at Austin - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Weisbach, Michael S.
Ohio State University (OSU) - Department of Finance
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12
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31
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Parrino, Robert
University of Texas at Austin - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Weisbach, Michael S.
Ohio State University (OSU) - Department of Finance
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36
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31
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Parrino, Robert
University of Texas at Austin - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Weisbach, Michael S.
Ohio State University (OSU) - Department of Finance
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695
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31
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Agency Costs, Capital Structure, Calibration
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7.
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Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options
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Versions (2)
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Export Bibliographic Info |
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Serbin, Vitaly
affiliation not provided to SSRN
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Posted:
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21 Aug 01
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Last Revised:
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25 Jul 03
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702
(15,931)
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52
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Serbin, Vitaly
affiliation not provided to SSRN
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0
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Serbin, Vitaly
affiliation not provided to SSRN
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702
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52
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Market Efficiency, Behavioral Finance, Early Exercise, Irrational Behavior, Prospect Theory
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8.
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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
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695
(16,168)
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4
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options, stock price paths, impact, trading, hedging
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9.
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Volatility Information Trading in the Option Market
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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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
(22,036)
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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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10.
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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419
(32,137)
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3
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terrorism, options, unusual trading
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11.
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Demand-Based Option Pricing
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Show Abstracts |
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Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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Posted:
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05 Mar 05
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Last Revised:
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02 Feb 10
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410
(33,073)
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103
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Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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31
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103
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Option, demand, valuation, intermediation, market makers, implied volatility, hedging, price pressure, risk, dealers
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Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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33
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103
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Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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346
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103
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Options, demand pressure, price pressure, frictions, liquidity
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12.
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Mahani, Reza S.
Georgia State University - Department of Finance
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344
(41,028)
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9
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overreaction, value versus growth, option market, unsophisticated investors
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13.
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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
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251
(59,023)
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7
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14.
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
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98
(137,192)
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100
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15.
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Lakonishok, Josef
University of Illinois at Urbana-Champaign Lee, Inmoo
KAIST Graduate School of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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98
(137,192)
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6
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16.
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Demand-Based Option Pricing
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Gârleanu, Nicolae
affiliation not provided to SSRN Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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Posted:
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05 Nov 08
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Last Revised:
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29 Jul 10
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88
(147,388)
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102
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Gârleanu, Nicolae
affiliation not provided to SSRN Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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0
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Gârleanu, Nicolae
affiliation not provided to SSRN Pedersen, Lasse Heje
New York University (NYU) - Department of Finance Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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88
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102
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17.
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Poteshman, Allen M.
University of Illinois at Urbana-Champaign - Department of Finance
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