Dean Diavatopoulos

Seattle University

Assistant Professor of Finance

901 12th Avenue

Seattle, WA 98122

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 15,968

SSRN RANKINGS

Top 15,968

in Total Papers Downloads

3,237

SSRN CITATIONS
Rank 31,036

SSRN RANKINGS

Top 31,036

in Total Papers Citations

8

CROSSREF CITATIONS

15

Scholarly Papers (14)

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 1,212 (17,599)
Citation 3

Abstract:

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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 724 (36,919)
Citation 8

Abstract:

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Earnings announcements, Option Prices, Higher-Order Moments

3.

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 399 (78,619)
Citation 1

Abstract:

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corporate governance, stock returns, Nasdaq bubble

4.

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 301 (108,083)

Abstract:

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

5.

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
Downloads 241 (136,275)

Abstract:

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Prospect theory, Mental accounting, Option prices

6.

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 166 (192,139)

Abstract:

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REIT, Volatility, Implied Volatility, Idiosyncratic Volatility

7.

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, Vivien Csapi, Dean Diavatopoulos and Andy Fodor
Ohio University, University of Pécs, Seattle University and Ohio University
Downloads 70 (351,506)

Abstract:

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option moneyness, implied volatility, open interest, stock returns

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 63 (371,503)
Citation 1

Abstract:

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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 61 (377,561)

Abstract:

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REIT, Open Market Repurchase, Information Asymmetry

10.

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

Abstract:

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options, implied volatility spread, information, stock returns

11.

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

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12.

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

Abstract:

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

13.

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

Abstract:

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

14.

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

Abstract:

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