Farhang Farazmand

Citibank, N.A.

SCHOLARLY PAPERS

2

DOWNLOADS

628

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Stock Return Predictability: Consider Your Open Options

Number of pages: 45 Posted: 20 Jul 2017 Last Revised: 02 Aug 2019
Farhang Farazmand and Andre de Souza
Citibank, N.A. and St. John's University - Department of Economics and Finance
Downloads 593 (89,033)
Citation 1

Abstract:

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Stock return predictability, options, open interest, limited attention, limits to arbitrage, idiosyncratic volatility.

2.

Credit Markets and Adverse Aggregate Shocks: An Application to the Financial Crisis

Number of pages: 27 Posted: 05 Jan 2018
Farhang Farazmand
Citibank, N.A.
Downloads 35 (842,769)

Abstract:

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Stock returns, CDS returns, CDOs, Financial crisis, downside risk