Feedback to SSRN

 
  • Selected
  • Entire List
 

Bondarenko, Oleg


 SSRN Author Rank: 1,219 by Downloads
 

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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Bondarenko, Oleg's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
15,365
Total
Citations
186
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
3,659
(1,405)
49

2.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
08 Nov 05
2,186
(3,471)
37

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
1,877
(4,539)
19

4.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
19 Oct 00
1,851
(4,640)
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.
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
1,363
(7,890)
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
1,146
(10,486)
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
742
(20,275)
36

8.  
Exploring Return Dynamics via Corridor Implied Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
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
Last Revised:
26 Apr 15
469
(37,944)
 

9.   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
459
(39,012)
8

10.  
Sung, Jaeyoung
Ajou University
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
20 Dec 00
438
(41,406)
4

11.  
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.
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
396
(46,826)
 

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:
06 Apr 15
392
(47,388)
 

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
165
(119,112)
 

14.  
The Fine Structure of Equity-Index Option Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
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
164
(119,759)
 

15.  
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
48
(266,028)
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
10
(403,378)
18


Records 1 - 16 of 16 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 0.297 seconds