Shuaiqi Li

University of Maryland, R.H Smith School of Business

7621 Mowatt Ln

College Park, MD 20742

  • University of Maryland, R.H Smith School of Business

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Option Momentum

Number of pages: 40 Posted: 10 Nov 2020 Last Revised: 02 Feb 2021
Steven L. Heston and Shuaiqi Li
University of Maryland - Department of Finance and University of Maryland, R.H Smith School of Business
Downloads 150 (227,664)

Abstract:

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Options, Momentum, Behavioral finance

2.

Institutional Stock Holdings and the Cross-Section of Option Returns

Number of pages: 53 Posted: 10 Nov 2020 Last Revised: 03 Mar 2021
Shuaiqi Li
University of Maryland, R.H Smith School of Business
Downloads 82 (348,284)

Abstract:

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variance risk premium; demand-based option pricing; cross-sectional option pricing