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Oleg Bondarenko

SSRN Author Rank: 1,193 by Downloads and 3,036 by Citations

 

University of Illinois at Chicago - Department of Finance


 2431 University Hall (UH)
 601 S. Morgan Street
 Chicago, IL 60607-7124
 United States
 (312) 996-2362 (Phone)
 (312) 413-7948 (Fax)
 email address

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. Oleg Bondarenko's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
17,512
Total
Citations
177
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 | Open PDF in Browser |
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
3,668
(1,436)
47

2.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
08 Nov 05
2,190
(3,984)
36

3.  
Statistical Arbitrage and Securities Prices | Show Abstract | Download This Paper | Open PDF in Browser |
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
1,918
(5,241)
18

4.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
19 Oct 00
1,852
(5,351)
7

5.  
VPIN and the Flash Crash | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Markets, Vol. 17, pp. 1-46, 2014
Number of Pages in PDF File: 44
Andersen, Torben G.
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
09 Jul 11
Last Revised:
18 Feb 14
1,369
(7,379)
3

6.  
Competing Market Makers, Liquidity Provision, and Bid-Ask Spread | Show Abstract | Download This Paper | Open PDF in Browser |
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
1,164
(12,145)
4

7.  
Variance Trading and Market Price of Variance Risk | Show Abstract | Download This Paper | Open PDF in Browser |
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
747
(20,473)
34

8.   Incl. Electronic Paper
Andersen, Torben G.
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
28 Sep 07
Last Revised:
12 Oct 11
480
(42,775)
7

9.  
Exploring Return Dynamics via Corridor Implied Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Studies, Vol. 28 (10), pp. 2902-2945, 2015
Number of Pages in PDF File: 37
Andersen, Torben G.
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:
10 Oct 15
477
(31,825)
 

10.  
Sung, Jaeyoung
Ajou University
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
20 Dec 00
444
(47,218)
4

11.  
Andersen, Torben G.
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
12 Jul 13
Last Revised:
06 Apr 15
405
(39,287)
 

12.  
Reflecting on the VPIN Dispute | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Markets, Vol. 17, pp. 53-64, 2014
Number of Pages in PDF File: 12
Andersen, Torben G.
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
05 Aug 13
Last Revised:
18 Feb 14
399
(44,268)
 

13.  
The Fine Structure of Equity-Index Option Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Econometrics, Vol. 187, pp. 532-546, 2015
Number of Pages in PDF File: 33
Andersen, Torben G.
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Todorov, Viktor
Tauchen, George
Duke University - Economics Group
Posted:
08 Nov 13
Last Revised:
10 Oct 15
165
(106,167)
 

14.  
Andersen, Torben G.
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
27 Sep 13
Last Revised:
01 Oct 13
165
(115,534)
 

15.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Longarela, I.R.
UiT-The Arctic University of Norway - School of Business and Economics
Posted:
14 Oct 11
Last Revised:
06 Apr 15
59
(273,381)
1

16.  
Estimation of Risk-Neutral Densities Using Positive Convolution Approximation | Show Abstract | Download This Paper | Open PDF in Browser |
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
11
(369,138)
16

17.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
20 Mar 16
0
(31,618)
 

18.  
Bernard, Carole
Grenoble Ecole de Management
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
23 Dec 15
0
(273,381)
 

19.  
Andersen, Torben G.
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Kyle, Albert S.
University of Maryland
Obizhaeva, Anna A.
New Economic School (NES)
Posted:
22 Nov 15
Last Revised:
19 Mar 16
0
(111,255)
 


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