Dennis Lasser

State University of New York (SUNY) at Binghamton - School of Management

Vestal Parkway East

Binghamton, NY 13902-6015

United States

SCHOLARLY PAPERS

7

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30

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Scholarly Papers (7)

Ranking Journals by Concentration of Author Affiliation: Thirty-Five Years of Finance Research

Number of pages: 37 Posted: 05 Jun 2006
Kristian Rydqvist and Dennis Lasser
State University of New York at Binghamton - School of Management and State University of New York (SUNY) at Binghamton - School of Management
Downloads 709 (33,846)

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Journal ranking, institution ranking, concentration index, impact factor, financial economics

Ranking Journals by Concentration of Author Affiliation: Thirty-Five Years of Finance Research

CEPR Discussion Paper No. 5731
Number of pages: 39 Posted: 16 Aug 2006
Dennis Lasser and Kristian Rydqvist
State University of New York (SUNY) at Binghamton - School of Management and State University of New York at Binghamton - School of Management
Downloads 83 (295,796)
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Journal ranking, institution ranking, concentration index, impact factor, financial economics

Price Dynamics in the Regular and E-Mini Futures Markets

Number of pages: 38 Posted: 07 May 2003
Alexander Kurov and Dennis Lasser
West Virginia University - College of Business & Economics and State University of New York (SUNY) at Binghamton - School of Management
Downloads 427 (65,347)

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Futures, Electronic trading, Exchange locals, Price discovery

Price Dynamics in the Regular and E-Mini Futures Markets

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 07 May 2003
Alexander Kurov and Dennis Lasser
West Virginia University - College of Business & Economics and State University of New York (SUNY) at Binghamton - School of Management

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Futures, Electronic trading, Exchange locals, Price discovery

3.

Trading Around Macroeconomic Announcements: Are All Traders Created Equal?

Number of pages: 34 Posted: 07 Apr 2005
Grigori Erenburg, Alexander Kurov and Dennis Lasser
University of Western Ontario - King's University College, West Virginia University - College of Business & Economics and State University of New York (SUNY) at Binghamton - School of Management
Downloads 227 (132,212)

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Macroeconomic announcements, futures, trading, exchange locals

4.

Electronic Limit Order Book and Order Submission Choice Around Macroeconomic News

Number of pages: 37 Posted: 12 Feb 2007 Last Revised: 03 Jun 2009
Grigori Erenburg and Dennis Lasser
University of Western Ontario - King's University College and State University of New York (SUNY) at Binghamton - School of Management
Downloads 225 (133,345)

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Macroeconomic announcements, Microstructure, Limit order book, Order aggressiveness

5.

The Value of the Wildcard Option in Cash-Settled American Index Options

Number of pages: 34 Posted: 28 Sep 2014 Last Revised: 15 Sep 2015
Dennis Lasser and Joshua D. Spizman
State University of New York (SUNY) at Binghamton - School of Management and Loyola Marymount University - Department of Finance and Computer Information Systems
Downloads 54 (368,486)

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Cash Settled Options; S&P 100 Index; Option Pricing; American-style; European-style

6.

The Effect of Short Selling on Market Reactions to Earnings Announcements

Contemporary Accounting Research, Forthcoming
Posted: 21 Mar 2007 Last Revised: 05 Nov 2009
Dennis Lasser, Xue Wang and Yan Zhang
State University of New York (SUNY) at Binghamton - School of Management, Renmin University of China and State University of New York at Binghamton - School of Management

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Short interest, post-earnings-announcement drift, demand curves

7.

The Effect of Securitization on Primary Market Mortgage Yields

Posted: 25 Jun 1998
Andrea J. Heuson and Dennis Lasser
University of Miami - Department of Finance and State University of New York (SUNY) at Binghamton - School of Management

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