Stewart Mayhew

Cornerstone Research

Vice President

1919 Pennsylvania Avenue NW

Suite 600

Washington, DC 20006-3420

United States

  • Cornerstone Research

SCHOLARLY PAPERS

10

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3,176

TOTAL CITATIONS
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SSRN RANKINGS

Top 28,994

in Total Papers Citations

53

Scholarly Papers (10)

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1.

Ex-Dividend Arbitrage in Option Markets

Downloads 1,384 (30,805)
Citation 3

Ex-Dividend Arbitrage in Option Markets

Number of pages: 51 Posted: 02 Nov 2006
Jia Hao, Avner Kalay and Stewart Mayhew
Babson College, Tel Aviv University - Faculty of Management and Cornerstone Research
Downloads 1,384 (30,265)
Citation 3

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Arbitrage, option market, Ex-dividend

Ex-Dividend Arbitrage in Option Markets

The Review of Financial Studies, Vol. 23, Issue 1, pp. 271-303, 2009
Posted: 25 Jan 2010
Jia Hao, Avner Kalay and Stewart Mayhew
Babson College, Tel Aviv University - Faculty of Management and Cornerstone Research

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G13, G14, G18

2.

Short Sale Constraints, Overvaluation, and the Introduction of Options

AFA 2005 Philadelphia Meetings
Number of pages: 36 Posted: 09 May 2004
Stewart Mayhew and Vassil T. Mihov
Cornerstone Research and Texas Christian University - M.J. Neeley School of Business
Downloads 862 (60,454)
Citation 38

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Short sales, option listing, valuation

3.

Another Look at Option Listing Effects

Number of pages: 42 Posted: 01 May 2000
Vassil T. Mihov and Stewart Mayhew
Texas Christian University - M.J. Neeley School of Business and Cornerstone Research
Downloads 486 (126,033)
Citation 3

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4.

Microstructural Biases in Empirical Tests of Option Pricing Models

EFA 2004 Maastricht Meetings Paper No. 4875
Number of pages: 42 Posted: 03 Aug 2004
Patrick J. Dennis and Stewart Mayhew
University of Virginia - McIntire School of Commerce and Cornerstone Research
Downloads 316 (205,021)
Citation 7

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5.

Equity Trading and the Allocation of Market Data Revenue

FEDS Working Paper No. 2012-65
Number of pages: 47 Posted: 01 Jan 2013
Cecilia Caglio and Stewart Mayhew
Board of Governors of the Federal Reserve System and Cornerstone Research
Downloads 128 (474,305)
Citation 2

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Equity market, Exchange revenue, Trade size

6.

Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon

Journal of Financial and Quantitative Analysis, Vol. 41, pp. 381-406, June 2006
Posted: 06 Sep 2005
Chris T. Stivers, Patrick J. Dennis and Stewart Mayhew
University of Louisville, University of Virginia - McIntire School of Commerce and Cornerstone Research

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Implied Volatility, Asymmetric Volatility Phenomenon

7.

Competition, Market Structure and Bid-Ask Spreads in Stock Option Markets

Posted: 13 Oct 2001
Stewart Mayhew
Cornerstone Research

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8.

The Relationship between Option Trading Intensity and the Market Microstructure of the Underlying Security

Posted: 16 Sep 1999
Stewart Mayhew, Atulya Sarin and Kuldeep Shastri
Cornerstone Research, Santa Clara University - Department of Finance and University of Pittsburgh - Finance Group

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9.

The Impact of Changes in Margin Requirements on Market Microstructure: An Intermarket Analysis

Posted: 15 Sep 1999
Stewart Mayhew, Atulya Sarin and Kuldeep Shastri
Cornerstone Research, Santa Clara University - Department of Finance and University of Pittsburgh - Finance Group

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10.

The Allocation of Informed Trading Across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements

JOURNAL OF FINANCE, Vol. 50 No. 5, December 1995
Posted: 22 Aug 1998
Stewart Mayhew, Atulya Sarin and Kuldeep Shastri
Cornerstone Research, Santa Clara University - Department of Finance and University of Pittsburgh - Finance Group

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