Clayton Campus
Wellington Road
Clayton, VIC 3800
Australia
Monash University
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Citation patterns, concentration, finance journal rankings
Disappearing turn-of-the-month effect, S&P 500 futures, market efficiency
Halloween puzzle, bull market phenomenon, efficient markets, fund flows, Jananese stock market, market anomalies, mechanical trading rules
Spillover effects, Japanese-Tuesday effect, market efficiency
Price Discrepancies, Official Closing Price, Last Trade Price, Nasdaq Stocks, Inefficient Option Exercise Decisions, Institutional Details
option traders, implied volatility, event study
Black-Scholes, black box, heuristic proof, intuition, transparency
Institutional Investor Journals, citations
event study, reverse stock split, call options, market efficiency, market microstructure, abnormal returns and financial distress
Japan, rokuyo, cultural factors, investor sentiment, anomalies
Equity Options, SEC Rule Changes, Strike Price Grid, Option Clustering
Equity Options, Threshold Levels, Strike Price Grid, Official Settlement Price, Option Databases