Pavel Teterin

University of Toledo

Assistant Professor of Finance

2801 W. Bancroft St.

Mail Stop 103

Toledo, OH 43606

United States

  • University of Toledo

SCHOLARLY PAPERS

6

DOWNLOADS

1,582

TOTAL CITATIONS

3

Scholarly Papers (6)

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1.

Lever up! An analysis of options trading in leveraged ETFs

Journal of Futures Markets, Forthcoming
Number of pages: 37 Posted: 28 Mar 2024 Last Revised: 29 Mar 2024
Collin Gilstrap, Alex Petkevich, Pavel Teterin and Kainan Wang
University of Toledo, University of Denver, University of Toledo and University of Toledo
Downloads 812 (66,227)

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ETF, Leverage, Options, Implied Volatility, Performance

2.

Options Trading Imbalance, Cash-Flow News, and Discount-Rate News

Journal of Empirical Finance, Forthcoming
Number of pages: 59 Posted: 11 Apr 2024
Doina Chichernea, Kershen Huang, Alex Petkevich and Pavel Teterin
University of Denver - Reiman School of Finance, Nova Southeastern University - H. Wayne Huizenga School of Business & Entrepreneurship, University of Denver and University of Toledo
Downloads 426 (148,680)

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option volume, cash-flow news, underreaction, market efficiency

3.

Smooth Volatility Shifts and Spillovers in U.S. Crude Oil and Corn Futures Markets

Journal of Empirical Finance, Vol. 38, Part A, September 2016, Pages 22-36, ISSN 0927-5398, DOI 10.1016/j.jempfin.2016.05.005.
Number of pages: 33 Posted: 12 Dec 2016
Pavel Teterin, Robert Brooks and Walter Enders
University of Toledo, Financial Risk Management LLC and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 141 (443,598)
Citation 2

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corn futures, crude oil futures, multivariate GARCH, volatility breaks, Fourier flexible form, variance impulse response function

4.

Distracted Banks and Corporate Bond Pricing

Number of pages: 47 Posted: 01 Dec 2021 Last Revised: 10 Feb 2022
Alex Petkevich and Pavel Teterin
University of Denver and University of Toledo
Downloads 95 (596,884)

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Agency Problems, Conflicts of Interest, Limited Attention, Bank Monitoring, Bond Yields

5.

REIT Debt Pricing and Ownership Structure

The Journal of Real Estate Finance and Economics (2021): 1-44.
Number of pages: 60 Posted: 20 Sep 2021
Collin Gilstrap, Alex Petkevich, Özcan Sezer and Pavel Teterin
University of Toledo, University of Denver, University of Toledo and University of Toledo
Downloads 65 (743,279)
Citation 1

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REITs, Cost of Debt, Institutional Ownership, Monitoring

6.

Striking Up With the In Crowd: When Option Markets and Insiders Agree

Journal of Banking and Finance, Vol. 120, No. 105963, 2020
Number of pages: 63 Posted: 20 Sep 2021 Last Revised: 07 Oct 2021
Collin Gilstrap, Alex Petkevich and Pavel Teterin
University of Toledo, University of Denver and University of Toledo
Downloads 43 (906,201)

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Insiders, Volatility Spread, Predictability