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Ederington, Louis H.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
22,131 |
Total
Citations
226 |
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1.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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8,484
(198)
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12
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2.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Goh, Jeremy
Singapore Management University Nelson, Jacob
Bank for International Settlements
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2,130
(2,544)
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58
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3.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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1,297
(5,999)
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16
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implied volatility, options, market efficiency
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4.
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Chaput, J. Scott
University of Otago - Department of Finance and Quantitative Analysis Ederington, Louis H.
University of Oklahoma - Division of Finance
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1,058
(8,462)
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5
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option spreads, option combinations, effective spreads, straddles, vertical spreads, effective spreads
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5.
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Who Trades Futures and How: Evidence from the Heating Oil Futures Market
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Versions (2)
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Ederington, Louis H.
University of Oklahoma - Division of Finance Lee, Jae Ha
Sungkyunkwan University
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Posted:
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20 Dec 00
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Last Revised:
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01 Apr 02
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958
(9,889)
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14
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Ederington, Louis H.
University of Oklahoma - Division of Finance Lee, Jae Ha
Sungkyunkwan University
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0
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Ederington, Louis H.
University of Oklahoma - Division of Finance Lee, Jae Ha
Sungkyunkwan University
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958
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14
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6.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Chaput, J. Scott
University of Otago - Department of Finance and Quantitative Analysis
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772
(13,859)
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2
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volatility, straddle, strangle, option trading
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7.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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746
(14,537)
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10
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8.
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Higher Order Greeks
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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Posted:
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18 Aug 04
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Last Revised:
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06 Dec 06
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740
(14,713)
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2
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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516
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2
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Option Greeks, hedging, Delta, Gamma, Vega
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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224
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2
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Options, Greeks, Delta, Gamma
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9.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Dewally, Michael
Towson University - Department of Finance
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647
(17,879)
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11
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reputation, certification, warranties, information asymmetry, signaling, auctions
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10.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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493
(25,901)
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6
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11.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Chaput, J. Scott
University of Otago - Department of Finance and Quantitative Analysis
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420
(31,965)
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1
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Option spreads, vertical spreads, bull spreads, trade design
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12.
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Dewally, Michael
Towson University - Department of Finance Ederington, Louis H.
University of Oklahoma - Division of Finance Fernando, Chitru S.
University of Oklahoma - Michael F. Price College of Business
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| Posted: |
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14 Jan 10
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Last Revised:
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29 Jan 13
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394
(34,639)
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3
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risk premium, trading profits, energy futures, market makers
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13.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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15 Jan 07
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Last Revised:
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30 Aug 08
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382
(36,007)
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1
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GARCH, EGARCH, volatility, options
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14.
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Ratio Spreads
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ederington, Louis H.
University of Oklahoma - Division of Finance Chaput, J. Scott
University of Otago - Department of Finance and Quantitative Analysis
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Posted:
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24 Aug 06
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Last Revised:
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07 May 08
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355
(39,386)
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1
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Ederington, Louis H.
University of Oklahoma - Division of Finance Chaput, J. Scott
University of Otago - Department of Finance and Quantitative Analysis
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171
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1
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Ratio Spreads, option spreads, option trading
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Ederington, Louis H.
University of Oklahoma - Division of Finance Chaput, J. Scott
University of Otago - Department of Finance and Quantitative Analysis
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184
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1
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Ratio Spreads, option spreads, option trading
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15.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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336
(42,123)
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3
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GARCH, EGARCH, options, volatility, volatility forecasting, value-at-risk
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16.
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Dewally, Michael
Towson University - Department of Finance Ederington, Louis H.
University of Oklahoma - Division of Finance
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298
(48,550)
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2
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Winner's curse, auctions, reserve prices, eBay
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17.
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Dewally, Michael
Towson University - Department of Finance Ederington, Louis H.
University of Oklahoma - Division of Finance
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265
(55,451)
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17
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Reputation, certification, warranties, information asymmetry
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18.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Golubeva, Evgenia V.
University of Oklahoma - Division of Finance
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240
(61,777)
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2
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mutual funds, VIX, implied volatility
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19.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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217
(68,740)
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3
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Implied volatility, asymmetric volatility, GARCH, EGARCH, volatility
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20.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Le, Doung
University of Oklahoma - Michael F. Price College of Business
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217
(68,740)
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1
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interest rates, volatility, GARCH, day-of-the-week effects, macroeconomic announcements
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21.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Salas, Jesus M.
Lehigh University
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217
(68,740)
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2
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hedging, natural gas markets
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22.
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The Bias in Time-Series Volatility Forecasts
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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Posted:
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17 Mar 09
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Last Revised:
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17 May 09
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204
(73,249)
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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101
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GARCH, EGARCH, volatility, value-at-risk
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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103
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GARCH, EGARCH, volatility, value-at-risk
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23.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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203
(73,614)
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Volatility, GARCH, forecasting
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24.
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Dewally, Michael
Towson University - Department of Finance Ederington, Louis H.
University of Oklahoma - Division of Finance Fernando, Chitru S.
University of Oklahoma - Michael F. Price College of Business
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| Posted: |
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10 Mar 11
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Last Revised:
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28 Jan 13
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200
(74,692)
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25.
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The Impact of Risk and Return Perceptions on the Portfolio Reallocation Decisions of Mutual Fund Investors
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ederington, Louis H.
University of Oklahoma - Division of Finance Golubeva, Evgenia V.
University of Oklahoma - Division of Finance
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Posted:
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15 Mar 10
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Last Revised:
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16 Mar 10
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198
(75,440)
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1
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Ederington, Louis H.
University of Oklahoma - Division of Finance Golubeva, Evgenia V.
University of Oklahoma - Division of Finance
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109
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1
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Mutual funds, VIX, implied volatility, portfolio choice, portfolio allocation, portfolio rebalancing
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Ederington, Louis H.
University of Oklahoma - Division of Finance Golubeva, Evgenia V.
University of Oklahoma - Division of Finance
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89
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1
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Mutual funds, VIX, implied volatility, portfolio choice, portfolio allocation, portfolio rebalancing
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26.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Golubeva, Evgenia V.
University of Oklahoma - Division of Finance
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188
(79,353)
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mutual funds, VIX, implied volatility, portfolio choice
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27.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg Yang, Zongfei(Lisa)
University of Oklahoma - Division of Finance
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177
(84,023)
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event studies, bonds, financial econometrics
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28.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Yawitz, Jess B.
Washington University in Saint Louis Roberts, Brian
Queensland University of Technology
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110
(127,025)
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46
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29.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Fernando, Chitru S.
University of Oklahoma - Michael F. Price College of Business Lee, Thomas K
Energy Information Administration - US DOE Linn, Scott C.
University of Oklahoma - Michael F. Price College of Business May, Anthony D.
Wichita State University - W. Frank Barton School of Business
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78
(158,601)
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Oil prices, energy markets, energy derivatives, commodity index funds, speculation, arbitrage
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30.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Fernando, Chitru S.
University of Oklahoma - Michael F. Price College of Business Holland, Kateryna V.
University of Oklahoma - Division of Finance Lee, Thomas K
Energy Information Administration - US DOE
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| Posted: |
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15 Mar 12
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Last Revised:
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12 Oct 12
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61
(182,063)
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oil prices, spot oil markets, oil futures markets, oil storage, cash & carry arbitrage, speculation, index investors
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31.
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Yawitz, Jess B.
Washington University in Saint Louis Maloney, Kevin J.
Gottex Fund Managemnt Ederington, Louis H.
University of Oklahoma - Division of Finance
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24
(261,178)
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6
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32.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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22
(267,995)
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1
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33.
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Dewally, Michael
Towson University - Department of Finance Ederington, Louis H.
University of Oklahoma - Division of Finance
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Signaling theory, Firm image, Credibility, Reliability, Electronic commerce, Information asymmetry, Valuation, Information utilization, Certification, Prices
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34.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Goh, Jeremy
Singapore Management University
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35.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Lee, Jae Ha
Sungkyunkwan University
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36.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Guan, Wei
University of South Florida St. Petersburg
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37.
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Ederington, Louis H.
University of Oklahoma - Division of Finance Lee, Jae Ha
Sungkyunkwan University
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