Syracuse, NY
United States
Syracuse University
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options, predictability, put-call parity
Perks, disclosure, executive compensation, governance
option trading, news releases, stock return predictability
cross-sectional asset pricing, aggregate jump risk, aggregate volatility risk, option returns
extreme value, realized volatility, high-frequency returns, GARCH, implied volatility
media, news, stock return predictability, delayed reaction
Preference heterogeneity, volatility, general equilibrium
expected market returns; discount rate news; equity duration
Accounting Quality; Alliances; Investment
leases, recognition, hospitality industry
Labor Leverage, Debt Contracting
Conservatism, Bad News, Good News, Dispersion