Author Page for Allen M. Poteshman

Stock Price Clustering on Option Expiration Dates

AFA 2005 Philadelphia Meetings

Number of pages: 53 Posted: 22 Mar 2004

Sophie Xiaoyan Ni, Neil D. Pearson and Allen M. Poteshman

Hong Kong Baptist University (HKBU), University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 4,717 (1,730)

Citation 12

Abstract:

2.

Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market

Downloads 1,422 ( 13,123)

Citation 9

2

Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market

Number of pages: 42 Posted: 15 Aug 2000

Allen M. Poteshman

University of Illinois at Urbana-Champaign - Department of Finance

Downloads 869 (26,944)

Citation 7

Abstract:

Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market

Journal of Finance, Vol. 56, No. 3, June 2001

Number of pages: 48 Posted: 25 Mar 2001

Allen M. Poteshman

University of Illinois at Urbana-Champaign - Department of Finance

Downloads 553 (49,797)

Citation 3

Abstract:

3.

The Information in Option Volume for Stock Prices

MIT Sloan Working Paper No. 4275-03

Number of pages: 28 Posted: 14 Jan 2003

Allen M. Poteshman and Jun Pan

University of Illinois at Urbana-Champaign - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Downloads 1,408 (13,338)

Citation 1

Abstract:

4.

Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?

Downloads 1,403 ( 13,407)

Citation 9

2

Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?

AFA 2008 New Orleans Meetings Paper

Number of pages: 47 Posted: 16 Mar 2007

Neil D. Pearson, Allen M. Poteshman and Joshua S. White

University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 1,016 (21,460)

Citation 12

Abstract:

Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?

Number of pages: 53 Posted: 10 Nov 2016 Last Revised: 21 Oct 2018

Sophie Xiaoyan Ni, Neil D. Pearson, Allen M. Poteshman and Joshua S. White

Hong Kong Baptist University (HKBU), University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 387 (77,387)

Abstract:

5.

Forecasting Future Volatility from Option Prices

AFA 2001 New Orleans

Number of pages: 75 Posted: 31 Dec 2000

Allen M. Poteshman

University of Illinois at Urbana-Champaign - Department of Finance

Downloads 1,226 (16,503)

Citation 46

Abstract:

6.

Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives

Downloads 1,149 ( 18,223)

Citation 12

2

Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives

Number of pages: 45 Posted: 16 Jun 2003

Nengjiu Ju, Robert Parrino, Michael S. Weisbach and Allen M. Poteshman

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 1,079 (19,646)

Abstract:

Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives

NBER Working Paper No. w9327

Number of pages: 45 Posted: 16 Nov 2002 Last Revised: 30 Oct 2010

Nengjiu Ju, Robert Parrino, Michael S. Weisbach and Allen M. Poteshman

Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 70 (343,217)

Abstract:

7.

Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

Downloads 808 ( 30,363)

2

Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

Number of pages: 61 Posted: 21 Aug 2001

Allen M. Poteshman and Vitaly Serbin

University of Illinois at Urbana-Champaign - Department of Finance and affiliation not provided to SSRN

Downloads 808 (29,876)

Citation 9

Abstract:

Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

The Journal of Finance, Vol. 58, pp. 37-70, 2003

Posted: 25 Jul 2003

Allen M. Poteshman and Vitaly Serbin

University of Illinois at Urbana-Champaign - Department of Finance and affiliation not provided to SSRN

Abstract:

8.

Measuring Investment Distortions When Risk-Averse Managers Decide Whether to Undertake Risky Projects

Downloads 786 ( 31,536)

Citation 46

3

Measuring Investment Distortions When Risk-Averse Managers Decide Whether to Undertake Risky Projects

Number of pages: 56 Posted: 25 Jan 2002

Robert Parrino, Allen M. Poteshman and Michael S. Weisbach

University of Texas at Austin - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Ohio State University (OSU) - Department of Finance

Downloads 714 (35,413)

Abstract:

Measuring Investment Distortions When Risk-Averse Managers Decide Whether to Undertake Risky Projects

NBER Working Paper No. w8763

Number of pages: 56 Posted: 02 Feb 2002 Last Revised: 27 Feb 2002

Robert Parrino, Allen M. Poteshman and Michael S. Weisbach

University of Texas at Austin - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Ohio State University (OSU) - Department of Finance

Downloads 59 (375,837)

Citation 3

Abstract:

Measuring Investment Distortions When Risk-Averse Managers Decide Whether to Undertake Risky Projects

Financial Management, Vol. 34, No. 1, Spring 2005

Number of pages: 40 Posted: 24 Apr 2005

Robert Parrino, Allen M. Poteshman and Michael S. Weisbach

University of Texas at Austin - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Ohio State University (OSU) - Department of Finance

Downloads 13 (603,995)

Add to Cart

Abstract:

9.

Volatility Information Trading in the Option Market

Downloads 660 ( 39,960)

Citation 26

2

Volatility Information Trading in the Option Market

Number of pages: 36 Posted: 06 Oct 2005

Sophie Xiaoyan Ni, Jun Pan and Allen M. Poteshman

Hong Kong Baptist University (HKBU), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 660 (39,376)

Citation 26

Abstract:

Volatility Information Trading in the Option Market

Journal of Finance, 2008

Posted: 28 Aug 2008

Sophie Xiaoyan Ni, Jun Pan and Allen M. Poteshman

Hong Kong Baptist University (HKBU), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

10.

Unusual Options Market Activity with an Application to the Terrorist Attacks of September 11, 2001

Number of pages: 47 Posted: 19 Feb 2003

Allen M. Poteshman

University of Illinois at Urbana-Champaign - Department of Finance

Downloads 554 (50,295)

Citation 16

Abstract:

11.

Demand-Based Option Pricing

Downloads 540 ( 51,936)

Citation 163

3

Demand-Based Option Pricing

EFA 2005 Moscow Meetings Paper

Number of pages: 48 Posted: 05 Mar 2005

Nicolae Garleanu, Lasse Heje Pedersen and Allen M. Poteshman

University of California, Berkeley - Haas School of Business, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 442 (65,981)

Citation 3

Abstract:

Demand-Based Option Pricing

NBER Working Paper No. w11843

Number of pages: 49 Posted: 29 Mar 2006 Last Revised: 02 Feb 2010

Nicolae Garleanu, Lasse Heje Pedersen and Allen M. Poteshman

University of California, Berkeley - Haas School of Business, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 67 (351,694)

Citation 13

Abstract:

Demand-Based Option Pricing

CEPR Discussion Paper No. 5420

Number of pages: 51 Posted: 27 Mar 2006

Nicolae Garleanu, Lasse Heje Pedersen and Allen M. Poteshman

University of California, Berkeley - Haas School of Business, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 31 (489,095)

Citation 11

Add to Cart

Abstract:

12.

Overreaction to Stock Market News and Misevaluation of Stock Prices by Unsophisticated Investors: Evidence from the Option Market

Number of pages: 39 Posted: 07 Jul 2004

Allen M. Poteshman and Reza S. Mahani

University of Illinois at Urbana-Champaign - Department of Finance and Georgia Tech Finance/Scheller

Downloads 387 (78,082)

Citation 5

Abstract:

13.

Conditional Estimation of Diffusion Processes

EFMA 2003 Helinski Meetings

Number of pages: 47 Posted: 24 Jun 2003

Minqiang Li, Neil D. Pearson and Allen M. Poteshman

Bloomberg LP, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 297 (105,205)

Citation 5

Abstract:

14.

The Information of Option Volume for Future Stock Prices

NBER Working Paper No. w10925

Number of pages: 37 Posted: 13 Dec 2004

Allen M. Poteshman and Jun Pan

University of Illinois at Urbana-Champaign - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Downloads 161 (189,801)

Citation 12

Abstract:

15.

Demand-Based Option Pricing

Downloads 143 (209,577)

2

Demand-Based Option Pricing

NYU Working Paper No. S-DRP-06-01

Number of pages: 48 Posted: 05 Nov 2008

Nicolae Gârleanu, Lasse Heje Pedersen and Allen M. Poteshman

affiliation not provided to SSRN, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 143 (210,053)

Abstract:

Demand-Based Option Pricing

The Review of Financial Studies, Vol. 22, Issue 10, pp. 4259-4299, 2009

Posted: 28 Sep 2009

Nicolae Gârleanu, Lasse Heje Pedersen and Allen M. Poteshman

affiliation not provided to SSRN, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

16.

Investor Behavior in the Option Market

NBER Working Paper No. w10264

Number of pages: 54 Posted: 31 Jan 2004 Last Revised: 20 Jul 2010

Josef Lakonishok, Inmoo Lee and Allen M. Poteshman

University of Illinois at Urbana-Champaign, KAIST College of Business and University of Illinois at Urbana-Champaign - Department of Finance

Downloads 134 (220,856)

Citation 4

Abstract:

17.

The Information in Option Volume for Future Stock Prices

The Review of Financial Studies, Vol. 19, Issue 3, pp. 871-908, 2006

Posted: 29 Feb 2008

Allen M. Poteshman

University of Illinois at Urbana-Champaign - Department of Finance

Allen M. Poteshman

University of Illinois at Urbana-Champaign - Department of Finance

Assistant Professor of Finance

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Scholarly Papers (17)

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Measuring Investment Distortions When Risk-Averse Managers Decide Whether to Undertake Risky Projects

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Demand-Based Option Pricing

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