Aristogenis Lazos

University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

276

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (3)

1.

A Closed-Form Approach to Valuing Risk-Neutral Moments from Option Prices

Number of pages: 36 Posted: 12 Feb 2016 Last Revised: 12 Jul 2018
Aristogenis Lazos, Jerry Coakley and Xiaoquan Liu
University of Essex, University of Essex - Essex Business School and Nottingham University Business School
Downloads 108 (260,901)

Abstract:

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Model-free Moment; Option Valuation; Jump Diffusion Model; Stochastic Volatility model.

2.

Investor Heterogeneity, Sentiment, and Skewness Preference in Options Market

Number of pages: 31 Posted: 12 Feb 2016
Aristogenis Lazos, Jerry Coakley and Xiaoquan Liu
University of Essex, University of Essex - Essex Business School and Nottingham University Business School
Downloads 85 (305,252)

Abstract:

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Risk-neutral Valuation, Market Selection Hypothesis, Price-optimist models

3.
Downloads 83 (309,797)
Citation 4

Follow-On Equity Crowdfunding

Number of pages: 38 Posted: 15 Aug 2018
University of Essex - Essex Business School, University of Essex and University of Essex - Essex Business School
Downloads 45 (428,774)
Citation 1

Abstract:

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entrepreneurial finance, crowdfunding platforms, overfunding

Follow-On Equity Crowdfunding

Number of pages: 38 Posted: 15 Aug 2018
University of Essex - Essex Business School, University of Essex and University of Essex - Essex Business School
Downloads 38 (458,673)
Citation 3

Abstract:

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entrepreneurial finance; crowdfunding platforms; overfunding