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Bondarenko, Oleg


 SSRN Author Rank: 1,201 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
14,838
Total
Citations
190
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, 2014, Forthcoming
Number of Pages in PDF File: 40
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
29 Apr 03
Last Revised:
22 Oct 14
3,550
(1,362)
50

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
2,170
(3,293)
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
1,852
(4,324)
19

4.  
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
19 Oct 00
1,838
(4,399)
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
1,276
(8,215)
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
1,139
(9,915)
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
702
(20,649)
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
453
(37,383)
8

9.  
Sung, Jaeyoung
Ajou University
Bondarenko, Oleg
University of Illinois at Chicago - Department of Finance
Posted:
20 Dec 00
435
(39,351)
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:
10 Oct 14
400
(43,705)
1

11.  
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
360
(49,588)
 

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
336
(53,942)
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
141
(129,607)
 

14.  
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
137
(132,701)
 

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:
03 Nov 14
44
(262,620)
1

16.  
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
5
(406,755)
18


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