Mike Lipkin

NYU Tandon FRE

6 MetroTech Center

Brooklyn, NY 11201

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 36,595

SSRN RANKINGS

Top 36,595

in Total Papers Downloads

2,863

TOTAL CITATIONS

9

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

A Market-Induced Mechanism for Stock Pinning

Downloads 1,274 (33,536)
Citation 1

A Market-Induced Mechanism for Stock Pinning

New York University Courant Institute Working Paper
Number of pages: 20 Posted: 22 Nov 2003
Marco Avellaneda and Mike Lipkin
New York University (NYU) - Courant Institute of Mathematical Sciences and NYU Tandon FRE
Downloads 1,274 (32,965)
Citation 1

Abstract:

Loading...

Stock clustering, options, open interest, volume, pinning

A Market-Induced Mechanism for Stock Pinning

Quantitative Finance, Vol. 3, December 2003
Posted: 06 Jan 2004
Marco Avellaneda and Mike Lipkin
New York University (NYU) - Courant Institute of Mathematical Sciences and NYU Tandon FRE

Abstract:

Loading...

Stock clustering, options, open interest, volume, pinning

2.

A Dynamic Model for Hard-to-Borrow Stocks

Number of pages: 24 Posted: 12 Mar 2009
Mike Lipkin and Marco Avellaneda
NYU Tandon FRE and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 1,036 (45,195)
Citation 6

Abstract:

Loading...

stock-loan, hard-to-borrow stocks

3.

Research Note: Earnings Moves and Pre-Earnings Implied Volatility

Number of pages: 17 Posted: 13 Feb 2024
Mike Lipkin, Leon Tatevossian and Arjun K M
NYU Tandon FRE, New York University (NYU) - NYU Tandon School of Engineering and New York University (NYU) - NYU Tandon School of Engineering
Downloads 367 (168,033)

Abstract:

Loading...

earnings,implied voltility

4.

Dynamics of Bankrupt Stocks

Number of pages: 21 Posted: 22 Apr 2012
Richard Sowers, Xiao Li and Mike Lipkin
University of Illinois at Urbana-Champaign - Department of Mathematics, affiliation not provided to SSRN and NYU Tandon FRE
Downloads 186 (332,814)
Citation 2

Abstract:

Loading...

bubbles, hard-to-borrow, put-call parity