Stephen Szaura

BI Norwegian School of Business

http://https://www.bi.edu/about-bi/employees/department-of-finance/stephen-walter-szaura/

  • BI Norwegian School of Business

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    • Tel: (47) 406-01-607
SCHOLARLY PAPERS

3

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503

SSRN CITATIONS

3

CROSSREF CITATIONS

0

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  • BI Norwegian School of Business

    • Email
    • Tel: (47) 406-01-607

Scholarly Papers (3)

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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
Martijn Cremers, Ruslan Goyenko, Paul Schultz and Stephen Szaura
University of Notre Dame, McGill University - Desautels Faculty of Management, University of Notre Dame and BI Norwegian School of Business
Downloads 453 (99,662)
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options implied stock prices, expiration risk, stock return predictability

2.

Accounting Transparency and the Implied Volatility Skew

Number of pages: 60 Posted: 28 Sep 2022
Hitesh Doshi, Jan Ericsson, Stephen Szaura and Fan Yu
University of Houston - C.T. Bauer College of Business, McGill University, BI Norwegian School of Business and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 50 (586,439)

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Implied Volatility Skew, Accounting Transparency, Credit Risk

3.

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
BI Norwegian School of Business and Wilfrid Laurier University - School of Business & Economics

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Closed end bond funds, leverage