Dean Diavatopoulos

Seattle University

Associate Professor of Finance

901 12th Avenue

Seattle, WA 98122

United States

  • Seattle University

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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SSRN RANKINGS

Top 29,645

in Total Papers Citations

14

CROSSREF CITATIONS

15

Scholarly Papers (15)

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1.

The Information Content in Implied Idiosyncratic Volatility and the Cross-Section of Stock Returns: Evidence from the Option Markets

Journal of Futures Markets Vol. 28, pp.1013-1039, October 2008
Number of pages: 33 Posted: 30 Dec 2006 Last Revised: 15 Dec 2014
Dean Diavatopoulos, James Doran and David R. Peterson
Seattle University, University of New South Wales and Florida State University - Department of Finance
Downloads 1,256 (25,596)
Citation 3

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implied volatility, idiosyncratic volatility, portfolio returns

2.

The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns

Number of pages: 36 Posted: 02 Dec 2008
Dean Diavatopoulos, James Doran, Andy Fodor and David R. Peterson
Seattle University, University of New South Wales, Ohio University and Florida State University - Department of Finance
Downloads 806 (47,915)
Citation 9

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Earnings announcements, Option Prices, Higher-Order Moments

3.

Show Me the Money: Option Moneyness Concentration and Future Stock Returns

Bergsma K, Csapi V, Diavatopoulos D, Fodor A. Show me the money: Option moneyness concentration and future stock returns. Journal of Futures Markets. 2020;40:761–775.
Number of pages: 35 Posted: 10 Jan 2020 Last Revised: 23 Apr 2020
Kelley Bergsma Lovelace, Vivien Csapi, Dean Diavatopoulos and Andy Fodor
Ohio University, University of Pécs, Seattle University and Ohio University
Downloads 435 (104,460)
Citation 1

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option moneyness, implied volatility, open interest, stock returns

4.

Does Corporate Governance Matter for Equity Returns?

Number of pages: 33 Posted: 02 Feb 2010 Last Revised: 25 Dec 2013
Dean Diavatopoulos and Andy Fodor
Seattle University and Ohio University
Downloads 425 (107,342)
Citation 2

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corporate governance, stock returns, Nasdaq bubble

5.

The Indicative Value - Price Puzzle in ETNs: Liquidity Constraints, Information Signaling, or an Ineffective System for Share Creation?

Journal of Investing, Vol. 20, No. 3, 2011
Number of pages: 22 Posted: 20 Aug 2010 Last Revised: 05 Sep 2012
Dean Diavatopoulos, James Felton and Colbrin Wright
Seattle University, Central Michigan University - Department of Finance and Law and Brigham Young University
Downloads 337 (139,405)

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Exchange-Traded Notes, Exchange-Traded Funds, Tracking Error, Risk and Performance, Active Management

6.

Anchoring and Probability Weighting in Option Prices

Journal of Futures Markets 37(6), 614-638.
Number of pages: 36 Posted: 09 Feb 2015 Last Revised: 16 Jul 2017
Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Kevin Krieger
Utah State University, Seattle University, Ohio University and University of West Florida
Downloads 266 (178,265)

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Prospect theory, Mental accounting, Option prices

7.

REIT Volatility and the Introduction of Listed Equity Options

Number of pages: 24 Posted: 09 Jan 2009 Last Revised: 20 Jan 2009
Dean Diavatopoulos, Andy Fodor, Shawn D. Howton and Shelly Howton
Seattle University, Ohio University, Villanova University - Department of Finance and Villanova University - School of Business
Downloads 186 (249,656)

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REIT, Volatility, Implied Volatility, Idiosyncratic Volatility

8.

The Impact of Option Introduction on Real Estate Investment Trusts

Number of pages: 29 Posted: 24 Jan 2011
Dean Diavatopoulos, Andy Fodor, Shawn D. Howton and Shelly Howton
Seattle University, Ohio University, Villanova University - Department of Finance and Villanova University - School of Business
Downloads 82 (457,303)
Citation 1

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REIT, Options, Returns, Volatility

9.

Do REIT Repurchases Signal Value Changes in Rivals? An Analysis of the Stock Price Reaction of Non-Repurchasing REITs

Number of pages: 24 Posted: 08 Jan 2009 Last Revised: 20 Jan 2009
Dean Diavatopoulos, Andy Fodor, Shawn D. Howton and Shelly Howton
Seattle University, Ohio University, Villanova University - Department of Finance and Villanova University - School of Business
Downloads 73 (488,812)

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REIT, Open Market Repurchase, Information Asymmetry

10.

Variability of Mispricing Characteristics and Future Stock Returns

Number of pages: 26 Posted: 26 Sep 2022
Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Haim Kassa
Utah State University, Seattle University, Ohio University and Miami University
Downloads 38 (653,182)

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anomalies, Information, stock returns, mispricing characteristics, portfolio choice

11.

Variation in Option Implied Volatility Spread and Future Stock Returns

Posted: 20 May 2020
Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Haim Kassa
Utah State University, Seattle University, Ohio University and Miami University

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options, implied volatility spread, information, stock returns

12.

Returns to Option Strategies Following Class Action Lawsuits

(2019) The Journal of Investing 29(1), 119-131.
Posted: 20 May 2020
Dean Diavatopoulos, Andy Fodor and Kevin Krieger
Seattle University, Ohio University and University of West Florida

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13.

Implied Volatility Changes as Evidence of Stock Price Disequilibrium

Journal of Investing, Forthcoming, https://doi.org/10.3905/joi.2017.26.3.129
Posted: 21 May 2019
Dean Diavatopoulos and Andy Fodor
Seattle University and Ohio University

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option volume, implied volatility, short-term momentum, stock returns, disequilibrium

14.

Exchange Traded Notes: An Introduction

Journal of Investing, Vol. 19, No. 2 (Summer), 2010, 27-37 , Journal of Index Investing, Vol. 1, No. 1 (Summer), 2010, 164-175, https://doi.org/10.3905/jii.2010.1.1.164
Posted: 21 May 2019
Dean Diavatopoulos, James Felton and Colbrin Wright
Seattle University, Central Michigan University - Department of Finance and Law and Brigham Young University

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exchange-traded notes, ETNs, exchange-traded funds, tracking error, risk and performance, active management

15.

Mispricing and Trading Profits in ETNs

Journal of Investing, Forthcoming
Posted: 16 Sep 2012 Last Revised: 15 Jul 2015
Dean Diavatopoulos, Hélyette Geman, Lovjit Thukral and Colbrin Wright
Seattle University, University of London - Economics, Mathematics and Statistics, Long Rock Capital and Brigham Young University

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exchange-traded notes, leveraged exchange-traded funds, tracking error, mispricing, ETNs, ETN, risk and performance, active management