Richard Holowczak

City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics

17 Lexington Avenue

New York, NY 10010

United States

http://cisnet.baruch.cuny.edu/holowczak/

SCHOLARLY PAPERS

6

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949

SSRN CITATIONS
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in Total Papers Citations

34

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.
Downloads 341 (165,067)
Citation 2

Consolidating Information in Option Transactions

Number of pages: 28 Posted: 16 Jan 2011
Jianfeng Hu, Richard Holowczak and Liuren Wu
Singapore Management University - Lee Kong Chian School of Business, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 191 (292,253)
Citation 1

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Consolidating Information in Option Transactions

Number of pages: 56 Posted: 19 Mar 2011
Richard Holowczak, Jianfeng Hu and Liuren Wu
City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics, Singapore Management University - Lee Kong Chian School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 150 (360,946)

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2.

Price Discovery in the U.S. Stock and Stock Options Markets: A Portfolio Approach

Number of pages: 42 Posted: 15 Dec 2006
Richard Holowczak, Yusif Simaan and Liuren Wu
City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics, Fordham University - Gabelli School of Business and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 333 (169,292)
Citation 13

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Price discovery, options, stocks, put-call parity, automated quoting, options trade

3.

Decomposing Informed Trading in Equity Options

Number of pages: 70 Posted: 30 Mar 2024 Last Revised: 08 May 2024
Universidad de Chile, Universidad de Chile, Universidad de Chile, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics and Vlerick Business School
Downloads 110 (457,681)

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Asymmetric information, volatility information, underlying stock value information, equity option markets, option order flow.

4.

Derivatives Traders’ Reaction to Mispricing in the Underlying Equity

Journal of Banking and Finance, Vol. 36, No. 9, 2438–2454, 2012
Number of pages: 17 Posted: 14 Jun 2010 Last Revised: 26 Jul 2012
University of Georgia - Department of Insurance, Legal Studies, Real Estate, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics, University of Texas at Arlington and University of Colorado at Denver
Downloads 84 (546,623)

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Options pricing, Short-Sale constraints, Heterogeneous beliefs, Stock overpricing

5.

The Effects Of Technology Driven Information Categories On Performance In Electronic Trading Markets

Samuel, J., Holowczak, R., & Pelaez, A. (2017). The Effects Of Technology Driven Information Categories On Performance In Electronic Trading Markets. Journal of Information Technology Management, 28(1-2), 1.
Number of pages: 14 Posted: 26 Feb 2021
Jim Samuel, Richard Holowczak and Alexander Pelaez
Rutgers University, New Brunswick, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics and Hofstra University
Downloads 57 (672,905)
Citation 2

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Information, electronic trading, behavior, information categories, performance, information technologies

6.

Automating Discovery of Dominance in Synchronous Computer-Mediated Communication

Samuel, J., Holowczak, R., Benbunan-Fich, R., & Levine, I. (2014, January). Automating discovery of dominance in synchronous computer-mediated communication. In 2014 47th Hawaii International Conference on System Sciences (pp. 1804-1812). IEEE.
Number of pages: 9 Posted: 29 Mar 2021
Jim Samuel, Richard Holowczak, Raquel Benbunan-Fich and Ilan Levine
Rutgers University, New Brunswick, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics and Levine Solutions
Downloads 24 (915,241)
Citation 1

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textual analytics, dominance, virtual teams, virtual interaction, natural language processing, human behavior