Thomas A. Hanson

Butler University - Lacy School of Business

4600 Sunset Avenue

Indianapolis, IN 46208

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 13,865

SSRN RANKINGS

Top 13,865

in Total Papers Downloads

4,594

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

Statistical Arbitrage Trading Strategies and High Frequency Trading

Number of pages: 36 Posted: 16 Sep 2012 Last Revised: 19 Feb 2013
Thomas A. Hanson and Joshua Hall
Butler University - Lacy School of Business and Kent State University - College of Business Administration
Downloads 3,343 (4,317)
Citation 1

Abstract:

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statistical arbitrage, pairs trading, cointegration, high frequency trading

2.

The Effects of High Frequency Traders in a Simulated Market

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 26 Posted: 15 Sep 2011
Thomas A. Hanson
Butler University - Lacy School of Business
Downloads 434 (86,079)
Citation 6

Abstract:

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high frequency trading, agent-based simulation, market efficiency, price volatility, regulation

3.

Statistical Arbitrage and Robust Tests for Cointegration

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 42 Posted: 01 Oct 2012
Thomas A. Hanson and Joshua Hall
Butler University - Lacy School of Business and Kent State University - College of Business Administration
Downloads 358 (107,309)

Abstract:

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Statistical arbitrage, pairs trading, cointegration, robust statistics, rank-based statistics, weighted Wilcoxon regression, least absolute deviation

4.

Discrepancy between Black-Scholes and Binomial Option Premia

Number of pages: 25 Posted: 17 Mar 2012
Jayaram Muthuswamy and Thomas A. Hanson
Kent State University and Butler University - Lacy School of Business
Downloads 226 (172,906)
Citation 2

Abstract:

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Option pricing model, binomial lattice, Black-Scholes model, Gosper's algorithm, hypergeometricity

5.

The Impact of Computational Error on the Volatility Smile

Number of pages: 41 Posted: 04 Apr 2013
Louisiana State University, Baton Rouge - Department of Finance, Butler University - Lacy School of Business, Civil Aviation Flight University of China and Kent State University
Downloads 217 (179,652)
Citation 2

Abstract:

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Black-Scholes-Merton model, option pricing, implied volatility, volatility, volatility smile, computational finance, options

6.

Financial Literacy, Naive Diversification, and Security Selection

Journal of Applied Financial Research, 1, 69-86 (2019)
Number of pages: 21 Posted: 15 Jun 2021
Thomas A. Hanson and Jenna Kalthoff
Butler University - Lacy School of Business and Minnesota State University Moorhead
Downloads 16 (679,097)

Abstract:

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Financial literacy, asset allocation, naive diversification, security selection