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Bondarenko, Oleg


 SSRN Author Rank: 1,203 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
14,941
Total
Citations
180
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 This Paper |
Quarterly Journal of Finance, Vol. 4, 1450015 [50 pages], 2014
Number of Pages in PDF File: 40
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
29 Apr 03
Last Revised:
06 Apr 15
3,569
(1,373)
40

2.  
Market Price of Variance Risk and Performance of Hedge Funds | Show Abstract | Download This Paper |
AFA 2006 Boston Meetings Paper
Number of Pages in PDF File: 50
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
08 Nov 05
2,174
(3,332)
37

3.  
Statistical Arbitrage and Securities Prices | Show Abstract | Download This Paper |
Review of Financial Studies, Vol. 16, p. 875-919, 2003
Number of Pages in PDF File: 44
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
19 Aug 02
Last Revised:
03 Nov 14
1,855
(4,378)
19

4.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
19 Oct 00
1,845
(4,432)
7

5.  
VPIN and the Flash Crash | Show Abstract | Download This Paper |
Journal of Financial Markets, Vol. 17, pp. 1-46, 2014
Number of Pages in PDF File: 44
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
1,297
(8,121)
3

6.  
Competing Market Makers, Liquidity Provision, and Bid-Ask Spread | Show Abstract | Download This Paper |
Journal of Financial Markets, Vol. 4, pp. 269-308, 2001
Number of Pages in PDF File: 41
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
20 Dec 00
Last Revised:
10 Oct 14
1,140
(10,037)
4

7.  
Variance Trading and Market Price of Variance Risk | Show Abstract | Download This Paper |
Journal of Econometrics, Vol. 180, p. 81-97
Number of Pages in PDF File: 34
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
14 Oct 11
Last Revised:
04 Aug 14
708
(20,682)
36

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
454
(37,798)
8

9.  
Sung, Jaeyoung
Ajou University
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
20 Dec 00
437
(39,659)
4

10.  
Reflecting on the VPIN Dispute | Show Abstract | Download This Paper |
Journal of Financial Markets, Vol. 17, pp. 53-64, 2014
Number of Pages in PDF File: 12
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
363
(49,767)
 

11.  
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:
06 Apr 15
347
(52,603)
2

12.  
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
146
(127,315)
 

13.  
The Fine Structure of Equity-Index Option Dynamics | Show Abstract | Download This Paper |
Journal of Econometrics, Forthcoming
Number of Pages in PDF File: 33
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
144
(128,799)
 

14.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Rodriguez Longarela, I.
University of Tromsø - Department of Economics - NFH
Posted:
14 Oct 11
Last Revised:
06 Apr 15
47
(258,360)
1

15.  
Estimation of Risk-Neutral Densities Using Positive Convolution Approximation | Show Abstract | Download This Paper |
Journal of Econometrics, Vol. 116, pp. 85-112, 2003
Number of Pages in PDF File: 27
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
17 Feb 03
Last Revised:
14 Oct 14
7
(402,213)
18

16.  
Exploring Return Dynamics via Corridor Implied Volatility | Show Abstract | Download This Paper |
Review of Financial Studies, forthcoming
Number of Pages in PDF File: 37
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
408
 


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