Jitka Hilliard

Auburn University

Assistant Professor

415 Magnolia Ave.

Auburn, AL 36849

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 33,751

SSRN RANKINGS

Top 33,751

in Total Papers Downloads

2,879

SSRN CITATIONS

16

CROSSREF CITATIONS

0

Scholarly Papers (12)

1.

The Role of Market Sentiment in Asset Allocations and Stock Returns

Number of pages: 46 Posted: 22 Jan 2016 Last Revised: 05 Feb 2022
Jitka Hilliard, Arun Narayanasamy and Shen Zhang
Auburn University, University of Northern Iowa and Troy University
Downloads 703 (70,810)
Citation 1

Abstract:

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Mutual fund flows; Risk preference; Market sentiment; Asset prices

2.

Banks and Payday Lenders: Friends or Foes?

Number of pages: 22 Posted: 05 Oct 2014
James R. Barth, Jitka Hilliard and John S. Jahera
Auburn University, Auburn University and Auburn University - Harbert College of Business
Downloads 388 (145,985)
Citation 3

Abstract:

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Payday lenders

3.

Rebalancing versus Buy and Hold: Theory, Simulation and Empirical Analysis

Number of pages: 55 Posted: 16 Mar 2015
Jimmy E Hilliard and Jitka Hilliard
Auburn University and Auburn University
Downloads 312 (184,812)
Citation 4

Abstract:

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portfolio choice, rebalancing, buy and hold, geometric mean

The US Financial Crisis and Corporate Dividend Reactions: For Better or for Worse?

Number of pages: 28 Posted: 03 Dec 2014
Jitka Hilliard and John S. Jahera
Auburn University and Auburn University - Harbert College of Business
Downloads 167 (336,215)
Citation 1

Abstract:

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Dividends, payout policy, financial crisis

The US Financial Crisis and Corporate Dividend Reactions: For Better or for Worse?

Number of pages: 40 Posted: 09 Jan 2018 Last Revised: 31 Jan 2018
Jitka Hilliard, John S. Jahera and Haoran Zhang
Auburn University, Auburn University - Harbert College of Business and Auburn University, Harbert College of Business, Department of Finance, Students
Downloads 120 (439,760)
Citation 1

Abstract:

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Dividend Policy, Financial Crises, Corporate Decision Making

5.

Financial Literacy and Student Debt: Survey of College Students

Number of pages: 16 Posted: 22 May 2024
Hipolito Davila and Jitka Hilliard
Auburn University and Auburn University
Downloads 230 (251,405)

Abstract:

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Financial literacy, Student loans

6.

Do State Regulations Affect Payday Lender Concentration?

Number of pages: 26 Posted: 22 Mar 2015
Auburn University, Auburn University, Auburn University - Harbert College of Business and Toronto Metropolitan University
Downloads 203 (282,501)
Citation 3

Abstract:

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Payday Lending, Small Loans, Credit Issues

7.

The GameStop Short Squeeze: Put-Call Parity and the Effect of Frictions Before, During and After the Squeeze

Number of pages: 43 Posted: 27 Aug 2021
Jimmy E Hilliard and Jitka Hilliard
Auburn University and Auburn University
Downloads 197 (290,257)

Abstract:

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Short squeeze, put-call parity, GameStop

8.

Option Pricing Under Short-Lived Arbitrage: Theory and Tests

Number of pages: 40 Posted: 05 Apr 2014
Jimmy E Hilliard and Jitka Hilliard
Auburn University and Auburn University
Downloads 153 (361,986)
Citation 1

Abstract:

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Arbitrage, Ornstein-Uhlenbeck bridge, option pricing, stochastic interest rates, implied parameters

9.

On Education Level and Terms in Obtaining P2P Funding: New Evidence from China

Number of pages: 33 Posted: 18 Apr 2016 Last Revised: 11 Feb 2017
Junhui Xu, Jitka Hilliard and James R. Barth
Guangzhou University, Auburn University and Auburn University
Downloads 149 (369,921)

Abstract:

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peer-to-peer funding, demand for credit, education, interest rates, credit ratings

10.

State Pension Plans for Public Employees: A Rough Road Ahead

Number of pages: 31 Posted: 20 Apr 2016
Auburn University, Auburn University, Auburn University - Harbert College of Business, Auburn University, Harbert College of Business, Department of Finance, Students and Auburn University - Department of Aviation Management and Logistics
Downloads 147 (374,079)
Citation 2

Abstract:

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Public pension funds, funded ratio

11.

Does the Behavior of Short-Lived Options Suggest Information Asymmetry? Signals from Open Interest and Volume Measures

Number of pages: 44 Posted: 23 Jan 2024
Jitka Hilliard, Jimmy E Hilliard and Yufei Wu
Auburn University, Auburn University and Auburn University, Harbert College of Business
Downloads 67 (633,710)

Abstract:

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open interest, volume, out-of-the-money options

12.

Implied Parameter Estimation for Jump Diffusion Models with Convenience Yield: Pricing Accuracy and the Role of Loss and Evaluation Functions

Number of pages: 26 Posted: 11 Oct 2023
Jimmy E Hilliard, Jitka Hilliard and Julie Ngo
Auburn University, Auburn University and Loyola Marymount University
Downloads 43 (775,031)

Abstract:

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Jump diffusion, non-linear least squares, option pricing, parameter estimation, convenience yield