Stephen Szaura

McGill University - Desautels Faculty of Management

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

223

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Do Option-Based Measures of Stock Mispricing Find Investment Opportunities or Market Frictions?

Number of pages: 49 Posted: 22 Mar 2019 Last Revised: 20 Dec 2019
University of Notre Dame, McGill University - Desautels Faculty of Management, University of Notre Dame and McGill University - Desautels Faculty of Management
Downloads 223 (149,943)

Abstract:

Loading...

options implied stock prices, expiration risk, stock return predictability

2.

Leverage and Closed End Bond Funds

Journal of Fixed Income. v24(4). pp. 47-59. 2015., https://doi.org/10.3905/jfi.2015.24.4.047
Posted: 21 May 2019
Stephen Szaura and Phelim P. Boyle
McGill University - Desautels Faculty of Management and Wilfrid Laurier University - School of Business & Economics

Abstract:

Loading...

Closed end bond funds, leverage