Adnan Gazi

University of Liverpool - Management School (ULMS)

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 118,239

SSRN RANKINGS

Top 118,239

in Total Papers Downloads

673

TOTAL CITATIONS
Rank 126,485

SSRN RANKINGS

Top 126,485

in Total Papers Citations

5

Ideas:
“  My research interests broadly lie in the area of empirical asset pricing, with a specific focus on financial derivatives, market mispricing, return predictability and investments.  ”

Scholarly Papers (3)

1.

The Early Exercise Risk Premium

Management Science, Forthcoming
Number of pages: 87 Posted: 16 Oct 2019 Last Revised: 10 Nov 2023
Kevin Aretz and Adnan Gazi
Alliance Manchester Business School and University of Liverpool - Management School (ULMS)
Downloads 341 (176,683)
Citation 4

Abstract:

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Empirical asset pricing; cross-sectional option pricing; put options; early exercise.

2.

Taking Money Off the Table: Suboptimal Early Exercises, Risky Arbitrage, and American Put Returns

Number of pages: 51 Posted: 07 Oct 2020
Kevin Aretz, Ian Garrett and Adnan Gazi
Alliance Manchester Business School, Manchester Business School and University of Liverpool - Management School (ULMS)
Downloads 225 (270,020)

Abstract:

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Empirical asset pricing, cross-sectional option pricing, put options, early exercise

3.

Early Exercise, Implied Volatility Spread and Future Stock Return: Jumps Bind Them All

Journal of Futures Markets, Forthcoming
Number of pages: 60 Posted: 14 May 2023 Last Revised: 01 Feb 2024
Ian Garrett and Adnan Gazi
Manchester Business School and University of Liverpool - Management School (ULMS)
Downloads 107 (502,584)
Citation 1

Abstract:

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Empirical asset pricing, cross-sectional option pricing, implied volatility spread, put options, early exercise, jumps.