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Bondarenko, Oleg


 SSRN Author Rank: 1,192 by Downloads
 

University of Illinois at Chicago - Department of Finance


 601 South Morgan Street
 Room 2431
 Chicago, IL 60607-7124
 United States
 (312) 996-2362 (Phone)
 (312) 413-7948 (Fax)
 email address

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. Bondarenko, Oleg's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
14,094
Total
Citations
170
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Why are Put Options So Expensive? | Show Abstract | Download |
AFA 2004 San Diego Meetings; University of Illinois at Chicago Working Paper
Working Paper Series
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
29 Apr 03
3,373
(1,375)
50

2.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
08 Nov 05
2,142
(3,115)
36

3.   Incl. Electronic Paper
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
19 Aug 02
Last Revised:
12 Oct 11
1,834
(4,059)
19

4.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
19 Oct 00
1,819
(4,122)
7

5.  
VPIN and the Flash Crash | Show Abstract | Download |
Journal of Financial Markets, Vol. 17, pp. 1-46, 2014
Accepted Paper Series
Andersen, Torben G.
Northwestern University - Kellogg School of Management
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
09 Jul 11
Last Revised:
18 Feb 14
1,130
(9,251)
3

6.   Incl. Electronic Paper
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
20 Dec 00
Last Revised:
21 Oct 08
1,128
(9,269)
4

7.  
Variance Trading and Market Price of Variance Risk | Show Abstract | Download |
Journal of Econometrics, Vol. 180, p. 81-97
Accepted Paper Series
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
14 Oct 11
Last Revised:
04 Aug 14
625
(22,560)
35

8.   Incl. Electronic Paper
Andersen, Torben G.
Northwestern University - Kellogg School of Management
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
28 Sep 07
Last Revised:
12 Oct 11
441
(35,917)
8

9.   Incl. Electronic Paper
Sung, Jaeyoung
Ajou University
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
20 Dec 00
Last Revised:
11 Oct 11
435
(36,549)
4

10.  
Andersen, Torben G.
Northwestern University - Kellogg School of Management
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Gonzalez-Perez, Maria T.
Universidad Complutense de Madrid - Colegio Universitario de Estudios Financieros (CUNEF)
Posted:
21 Mar 11
Last Revised:
06 Dec 12
355
(46,772)
1

11.  
Reflecting on the VPIN Dispute | Show Abstract | Download |
Journal of Financial Markets, Vol. 17, pp. 53-64, 2014
Accepted Paper Series
Andersen, Torben G.
Northwestern University - Kellogg School of Management
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
05 Aug 13
Last Revised:
18 Feb 14
292
(59,077)
 

12.  
Andersen, Torben G.
Northwestern University - Kellogg School of Management
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
12 Jul 13
Last Revised:
20 Aug 14
258
(67,731)
2

13.  
Andersen, Torben G.
Northwestern University - Kellogg School of Management
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
27 Sep 13
Last Revised:
01 Oct 13
120
(138,173)
 

14.  
The Fine Structure of Equity-Index Option Dynamics | Show Abstract | Download |
Journal of Econometrics, Forthcoming
Accepted Paper Series
Andersen, Torben G.
Northwestern University - Kellogg School of Management
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Todorov, Viktor
Northwestern University
Tauchen, George
Duke University - Economics Group
Posted:
08 Nov 13
Last Revised:
04 Aug 14
100
(157,716)
 

15.   Incl. Electronic Paper
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Rodriguez Longarela, I.
University of Tromsø - Department of Economics - NFH
Posted:
24 Jun 09
Last Revised:
14 Oct 11
42
(250,978)
1

16.  
Estimation of Risk-Neutral Densities Using Positive Convolution Approximation | Show Abstract |
Journal of Econometrics, Vol. 116, pp. 85-112, 2003
Accepted Paper Series
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
17 Feb 03
Last Revised:
11 Oct 11
 


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