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 Allen M. Poteshman
 SSRN Author Rank: 758 by Downloads
 Assistant Professor of Finance
 University of Illinois at Urbana-Champaign - Department of Finance
 340 Wohlers Hall
 1206 South Sixth Street
 Champaign, IL 61820
 United States
 217-265-0565 (Phone)
 217-244-3102 (Fax)
 HOME PAGE: http://www.business.uiuc.edu/poteshma
 email address

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. Allen M. Poteshman's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,367
Total
Citations
340
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Stock Price Clustering on Option Expiration Dates | Show Abstract | Download |
AFA 2005 Philadelphia Meetings
Working Paper Series
Sophie X. Ni
Hong Kong University of Science and Technology
Neil D. Pearson
University of Illinois at Urbana-Champaign - Department of Finance
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
22 Mar 04
Last Revised:
21 Dec 04
2,470
(934)
14

2.  
The Information in Option Volume for Stock Prices | Show Abstract | Download |
MIT Sloan Working Paper No. 4275-03
Working Paper Series
Jun Pan
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
14 Jan 03
Last Revised:
11 Sep 09
958
(5,299)
19

3.   Incl. Electronic Paper
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
15 Aug 00
Last Revised:
11 Sep 01
900
( 5,921)
27

4.   Incl. Electronic Paper
Nengjiu Ju
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Robert Parrino
University of Texas at Austin - Department of Finance
Michael S. Weisbach
Ohio State University - Department of Finance
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
16 Nov 02
Last Revised:
10 Oct 09
877
( 6,187)
19

5.  
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
31 Dec 00
Last Revised:
31 Dec 00
717
(8,485)
23

6.   Incl. Electronic Paper
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Vitaly A. Serbin
affiliation not provided to SSRN
Posted:
21 Aug 01
Last Revised:
25 Jul 03
620
( 10,466)
29

7.   Incl. Electronic Paper
Robert Parrino
University of Texas at Austin - Department of Finance
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Michael S. Weisbach
Ohio State University - Department of Finance
Posted:
25 Jan 02
Last Revised:
16 May 05
610
( 10,706)
23

8.  
Neil D. Pearson
University of Illinois at Urbana-Champaign - Department of Finance
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Joshua S. White
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
16 Mar 07
Last Revised:
16 Mar 07
462
(15,892)
1

9.  
Sophie X. Ni
Hong Kong University of Science and Technology
Jun Pan
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
06 Oct 05
Last Revised:
11 Sep 09
418
(18,151)
12

10.  
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
19 Feb 03
Last Revised:
20 Aug 04
351
(22,622)
3

11.   Incl. Electronic Paper
Nicolae Bogdan Garleanu
University of California, Berkeley - Haas School of Business
Lasse Heje Pedersen
New York University - Department of Finance
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
05 Mar 05
Last Revised:
29 Nov 06
305
( 26,823)
45

12.  
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Reza S. Mahani
Georgia State University - Department of Finance
Posted:
07 Jul 04
Last Revised:
21 Nov 04
275
(30,251)
1

13.  
Conditional Estimation of Diffusion Processes | Show Abstract | Download |
EFMA 2003 Helinski Meetings
Working Paper Series
Minqiang Li
Georgia Institute of Technology - College of Management
Neil D. Pearson
University of Illinois at Urbana-Champaign - Department of Finance
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
24 Jun 03
Last Revised:
16 Nov 06
206
(41,323)
8

14.  
The Information of Option Volume for Future Stock Prices | Show Abstract | Download |
NBER Working Paper No. W10925
Working Paper Series
Jun Pan
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
13 Dec 04
Last Revised:
13 Dec 04
73
(97,215)
17

15.  
Investor Behavior in the Option Market | Show Abstract | Download |
NBER Working Paper No. W10264
Working Paper Series
Josef Lakonishok
University of Illinois at Urbana-Champaign
Inmoo Lee
Dimensional Fund Advisors
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
31 Jan 04
Last Revised:
31 Jan 04
63
(105,941)
6

16.   Incl. Electronic Paper
Nicolae Gârleanu
affiliation not provided to SSRN
Lasse Heje Pedersen
affiliation not provided to SSRN
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
05 Nov 08
Last Revised:
28 Sep 09
29
(145,369)
43

17.  
Demand-Based Option Pricing | Show Abstract | Download |
NBER Working Paper No. W11843
Working Paper Series
Nicolae Bogdan Garleanu
University of California, Berkeley - Haas School of Business
Lasse Heje Pedersen
New York University - Department of Finance
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
29 Mar 06
Last Revised:
30 Nov 06
20
(166,866)
45

18.  
The Information in Option Volume for Future Stock Prices | Show Abstract | Download |
The Review of Financial Studies, Vol. 19, Issue 3, pp. 871-908, 2006
Accepted Paper Series
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
29 Feb 08
Last Revised:
20 Feb 09
13
(187,001)
 

19.  
Volatility Information Trading in the Option Market | Show Abstract |
Journal of Finance, 2008
Accepted Paper Series
Sophie X. Ni
Hong Kong University of Science and Technology
Jun Pan
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Posted:
28 Aug 08
Last Revised:
11 Sep 09
0
(0)
 


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