Steven J. Jordan

Econometric Solutions

3520 Fossil Park Dr.

Fort Worth, TX NA 76137

United States

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 19,909

SSRN RANKINGS

Top 19,909

in Total Papers Downloads

1,955

CITATIONS

2

Scholarly Papers (16)

1.

Will the Smart Institutional Investor Always Drive Prices to Fundamental Value?

Yale ICF Working Paper No. 06-32
Number of pages: 49 Posted: 16 Nov 2006
Wentworth Boynton and Steven J. Jordan
University of New Haven - Economics & Finance and Econometric Solutions
Downloads 355 (68,021)

Abstract:

Momentum, Asset Pricing Tests, Market Efficiency

2.

Forecasting Returns: New European Evidence

Number of pages: 42 Posted: 07 Nov 2012
Steven J. Jordan, Andrew Vivian and Mark E. Wohar
Econometric Solutions, Loughborough University and University of Nebraska at Omaha
Downloads 258 (87,337)

Abstract:

Return forecasting, Fundamental ratios, Macro variables, Technical indicators, Europe, Emerging markets

3.

Cancellation Latency: The Good, the Bad, and the Ugly

Financial Management, Forthcoming
Number of pages: 55 Posted: 06 Feb 2013 Last Revised: 28 Aug 2016
Pawan Jain and Steven J. Jordan
University of Wyoming - College of Business - Department of Economics and Finance and Econometric Solutions
Downloads 191 (64,014)

Abstract:

cancellation, latency, high frequency trading, HFT, quote stuffing, market regulation, volume, risk, latency arbitrage, microstructure

4.

Noise, Beliefs, and Momentum

Number of pages: 32 Posted: 12 Dec 2012
Steven J. Jordan
Econometric Solutions
Downloads 177 (129,854)

Abstract:

Noise, Momentum, Self, Prophecy, Belief, Price formation, Returns, Reversals, Risk, Limited

5.

Semi-Parametric Upper Bounds for Options

Yale ICF Working Paper No. 06-27
Number of pages: 21 Posted: 14 Sep 2004 Last Revised: 25 Nov 2012
Steven J. Jordan
Econometric Solutions
Downloads 177 (141,906)

Abstract:

Rational expectations, market efficiency, parametric, bounds, options, puts, calls

6.

Scalpel or Hatchet? Program Trade Regulation

Number of pages: 47 Posted: 18 Jan 2010 Last Revised: 25 Sep 2014
Woo-Baik Lee, Jong Won Park and Steven J. Jordan
Korea Open University, University of Seoul and Econometric Solutions
Downloads 128 (176,430)
Citation 1

Abstract:

Asymmetric information, sidecar, trading halts, Korea, KOSPI, market microstructure, options, futures

7.

Macroeconomic Uncertainty, Risk, and Country Index Returns: International Evidence

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 34 Posted: 06 Sep 2012 Last Revised: 21 Feb 2013
Christine X. Jiang, Steven J. Jordan and Bhavik Parikh
University of Memphis - Fogelman College of Business and Economics, Econometric Solutions and Saint Francis Xavier University
Downloads 108 (187,333)

Abstract:

Uncertainty, Risk, International Financial Markets

8.

Economically-Linked Economies and Forecasting Chinese Stock Returns

Number of pages: 21 Posted: 07 Nov 2012
Steven J. Jordan, Mark E. Wohar and Andrew Vivian
Econometric Solutions, University of Nebraska at Omaha and Loughborough University
Downloads 80 (239,153)

Abstract:

China, forecast, import, export, macroeconomics, forecast combinations

9.

Outside Directors and Stock Return Volatility: The Foreign Investor Connection

Number of pages: 41 Posted: 25 Nov 2012
Steven J. Jordan, Ji-Hwan Lee and Elisabeth A. Bui
Econometric Solutions, KAIST Business School and Graduate School of International Studies
Downloads 64 (261,243)

Abstract:

volatility, regulation, corporate governance, foreign investors, emerging markets

10.

Information Content in Sneer Asymmetry: An Application to OOS Implied Volatility Forecasting

Number of pages: 27 Posted: 25 Nov 2012
Youngsoo Choi, Steven J. Jordan and Wonchang Lee
Hankuk University of Foreign Studies, Econometric Solutions and Hi Investment & Securities Co, Ltd
Downloads 38 (359,311)

Abstract:

Ad Hoc Black-Scholes (AHBS), asymmetric volatility sneer, data usage, implied volatility

11.

Option Bounds for Short Variance Swaps and the Variance Risk Premium Adjusting for Skewness

Number of pages: 30 Posted: 12 Dec 2012
Steven J. Jordan and Shirley J. Huang
Econometric Solutions and University of Auckland - Department of Mathematics
Downloads 36 (356,019)

Abstract:

options, bounds, parametric, skewness, moments, expected, payoffs, variance, swaps, default, risk, premium

12.

A Historical Perspective on the International Evidence for Long-Term Reversals

Number of pages: 61 Posted: 23 Mar 2009
Steven J. Jordan
Econometric Solutions
Downloads 27 (392,369)
Citation 1

Abstract:

Behavioral finance, long-term reversals, market efficiency

13.

Time-Varying Risk and Long-Term Reversals: A Re-Examination of the International Evidence

Journal of International Business Studies, Vol. 43, Issue 2, pp. 123-142, 2012
Number of pages: 20 Posted: 20 Jan 2012
Steven J. Jordan
Econometric Solutions
Downloads 1 (541,518)
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Abstract:

14.

Do Supply Curves for Stocks Slope Up?

African Journal of Business Management, Vol.3 (9), pp. 405-409, September 2009
Posted: 20 Sep 2012
Elisabeth A. Bui and Steven J. Jordan
Graduate School of International Studies and Econometric Solutions

Abstract:

Supply curve slope, CAPM, Lucas exchange tree, Demand, Consumption, Production

15.

Dividend-Rollover Effect and the Ad Hoc Black-Scholes Model

Journal of Futures Markets, Vol. 32, No. 8, pp. 742-772, 2012
Posted: 17 Sep 2012
Youngsoo Choi, Steven J. Jordan and Soonchan Ok
Hankuk University of Foreign Studies, Econometric Solutions and e*Learn

Abstract:

Dividends, Black-Scholes, Ad hac, Implied, Volatility, IVOL, AHBS, Expectations, Forward, Hedging

16.
Downloads 0 (565,950)

Option Bounds

Journal of Applied Probability, Vol. 41, Issue A, April 2004
Posted: 23 Jul 2004
Rustam Ibragimov, Victor H. de la Pena and Steven J. Jordan
Harvard University - Department of Economics, Columbia University - Department of Statistics and Econometric Solutions

Abstract:

options, bounds, exotic, path dependent

Option Bounds

Journal of Applied Probability, Vol. 41, p. 145, 2004
Posted: 17 Sep 2012
Victor H. de la Pena, Rustam Ibragimov and Steven J. Jordan
Columbia University - Department of Statistics, Harvard University - Department of Economics and Econometric Solutions

Abstract:

Option pricing, semi-parametric, bounds, binomial, time varying, moments, multiperiod