Joshua S. White

University of Illinois at Urbana-Champaign - Department of Finance

1206 South Sixth Street

Champaign, IL 61820

United States

SCHOLARLY PAPERS

3

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CITATIONS
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34

Scholarly Papers (3)

Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?

AFA 2008 New Orleans Meetings Paper
Number of pages: 47 Posted: 16 Mar 2007
Neil D. Pearson, Allen M. Poteshman and Joshua S. White
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 927 (23,194)
Citation 3

Abstract:

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options, stock price paths, impact, trading, hedging

Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?

Number of pages: 53 Posted: 10 Nov 2016 Last Revised: 21 Oct 2018
Hong Kong Baptist University (HKBU), University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 281 (105,556)
Citation 3

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option trading, option open interest, delta-hedging, pinning, stock return volatility

2.
Downloads 779 ( 30,230)
Citation 8

Foreign Currency for Long-Term Investors

Harvard Business School Negotiation, Organizations and Markets Unit, Research Paper Series, Forthcoming, HBS Finance Working Paper No. 03-56
Number of pages: 41 Posted: 05 Aug 2002
John Y. Campbell, Luis M. Viceira and Joshua S. White
Harvard University - Department of Economics, Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 693 (34,911)
Citation 8

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Foreign Exchange Rates, Home Bias, Intertemporal Hedging Demand, Portfolio Choice, Uncovered Interest Parity

Foreign Currency for Long-Term Investors

NBER Working Paper No. w9075
Number of pages: 40 Posted: 20 Jul 2002 Last Revised: 25 Jul 2002
John Y. Campbell, Luis M. Viceira and Joshua S. White
Harvard University - Department of Economics, Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 58 (361,045)
Citation 8

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Foreign Currency for Long-Term Investors

CEPR Discussion Paper No. 3463
Number of pages: 42 Posted: 04 Sep 2002
John Y. Campbell, Luis M. Viceira and Joshua S. White
Harvard University - Department of Economics, Harvard Business School - Finance Unit and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 28 (480,905)
Citation 8
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Home bias, portfolio choice, foreign exchange rates, intertemporal hedging demand, uncovered interest parity

3.

External Habit Formation and the Home Bias Puzzle

AFA 2003 Washington, DC Meetings
Number of pages: 47 Posted: 30 Oct 2002
Stephen H. Shore and Joshua S. White
Georgia State University and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 427 (65,946)
Citation 23

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