Qian Deng

University of Illinois at Urbana-Champaign

Ph.D. Student

601 E John St

Champaign, IL 61820

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 9,467

SSRN RANKINGS

Top 9,467

in Total Papers Downloads

6,470

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Volatility Dispersion Trading

Number of pages: 44 Posted: 08 Jul 2008
Qian Deng
University of Illinois at Urbana-Champaign
Downloads 5,827 (1,649)
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 489 (74,431)
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 154 (242,216)

Abstract:

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volatility forecast, GARCH, earnings announcements