Mobina Shafaati

Old Dominion University

Assistant Professor of Finance

2168 Constant Hall

Norfolk, VA 23529-0222

United States

http://mobinashafaati.com

  • Old Dominion University

SCHOLARLY PAPERS

4

DOWNLOADS

677

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

The Cross-Section of Individual Equity Option Returns

Number of pages: 114 Posted: 12 Oct 2021 Last Revised: 11 Apr 2022
Mobina Shafaati, Don M. Chance and Robert Brooks
Old Dominion University, Louisiana State University, Baton Rouge - Department of Finance and Financial Risk Management LLC
Downloads 401 (147,550)

Abstract:

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Individual equity options, cross-section of delta-hedged option returns, big data, shrinkage, model uncertainty, model averaging *

2.

Predicting Cross-Sectional Return Variation in Past-Winner Stocks and Past-Loser Bonds with a Stock's 52-week Price Anchor

Number of pages: 75 Posted: 24 Aug 2023 Last Revised: 04 Jun 2024
Chen Chen, Sounak Saha, Mobina Shafaati, Chris T. Stivers and Licheng Sun
Old Dominion University - Strome College of Business, Old Dominion University, Old Dominion University, University of Louisville and Old Dominion University
Downloads 215 (281,305)

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Past Stock Winners and Losers, 52-Week Stock Price Anchors, Short-term Stock and Corporate Bond Returns

3.

The Cross-Section of Option Returns: Deriving Inferences in Sparse Models

Number of pages: 67 Posted: 29 Jun 2023
Mobina Shafaati, Don M. Chance and Robert Brooks
Old Dominion University, Louisiana State University, Baton Rouge - Department of Finance and Financial Risk Management LLC
Downloads 51 (754,001)

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Cross-section of delta-hedged option returns, sparse models, model selection uncertainty, Bootstrap, post-selection estimation

4.

Global Echoes: The Ripple Effect of Investor Sentiment in International Markets

Number of pages: 45 Posted: 17 Oct 2024
Mohammad Najand, Amin Amoulashkarian and Mobina Shafaati
Old Dominion University - Finance, affiliation not provided to SSRN and Old Dominion University
Downloads 10 (1,129,562)

Abstract:

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investor sentiment, Sentiment Transmission, G7, Multivariate Dynamic Analysis