Qian Deng

University of Illinois at Urbana-Champaign

Ph.D. Student

601 E John St

Champaign, IL Champaign 61820

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 11,656

SSRN RANKINGS

Top 11,656

in Total Papers Downloads

8,442

TOTAL CITATIONS

11

Scholarly Papers (3)

1.

Volatility Dispersion Trading

Number of pages: 44 Posted: 08 Jul 2008
Qian Deng
University of Illinois at Urbana-Champaign
Downloads 7,674 (1,829)
Citation 7

Abstract:

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volatility, dispersion trading, market inefficiency

2.

The Informational Content of Implied Volatility Around Stock Splits

Number of pages: 53 Posted: 03 Nov 2005
Brandon Julio and Qian Deng
Lundquist College of Business, University of Oregon and University of Illinois at Urbana-Champaign
Downloads 544 (106,006)
Citation 4

Abstract:

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Implied Volatility, Stock Splits, Realized Volatility

3.

Predictable Components of Individual Stock Volatility

Number of pages: 25 Posted: 08 Jul 2008
Qian Deng
University of Illinois at Urbana-Champaign
Downloads 224 (280,454)

Abstract:

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volatility forecast, GARCH, earnings announcements