Author Page for Allen M. Poteshman

Stock Price Clustering on Option Expiration Dates

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 4,901 (1,891)

Citation 18

Abstract:

2.

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

Downloads 2,012 ( 8,656)

Citation 9

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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 1,313 (16,704)

Citation 12

Abstract:

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

Number of pages: 25 Posted: 10 Nov 2016 Last Revised: 26 May 2020

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 699 (41,446)

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 1,447 (14,654)

Citation 3

Abstract:

4.

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

Downloads 1,441 ( 14,742)

Citation 13

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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 873 (30,589)

Citation 11

Abstract:

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

Number of pages: 48 Posted: 25 Mar 2001

Allen M. Poteshman

University of Illinois at Urbana-Champaign - Department of Finance

Downloads 568 (54,520)

Citation 3

Abstract:

5.

Forecasting Future Volatility from Option Prices

Number of pages: 75 Posted: 31 Dec 2000

Allen M. Poteshman

University of Illinois at Urbana-Champaign - Department of Finance

Downloads 1,253 (18,280)

Citation 48

Abstract:

6.

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

Downloads 1,151 ( 20,765)

Citation 12

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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 1,081 (22,443)

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 (380,402)

Abstract:

7.

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

Downloads 812 ( 34,299)

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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 812 (33,784)

Citation 11

Abstract:

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

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 791 ( 35,519)

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 717 (40,032)

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 61 (409,425)

Citation 3

Abstract:

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

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 (667,216)

Add to Cart

Abstract:

9.

Volatility Information Trading in the Option Market

Downloads 677 ( 43,941)

Citation 30

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 677 (43,321)

Citation 30

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 580 (53,780)

Citation 16

Abstract:

11.

Demand-Based Option Pricing

Downloads 557 ( 56,519)

Citation 181

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 451 (72,871)

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 75 (365,848)

Citation 24

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 (540,810)

Citation 26

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 397 (85,456)

Citation 6

Abstract:

13.

Conditional Estimation of Diffusion Processes

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 305 (114,997)

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 247 (143,130)

Citation 23

Abstract:

15.

Demand-Based Option Pricing

Downloads 149 (225,711)

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 149 (226,184)

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 143 (233,286)

Citation 5

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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