Ryan McKeon

In-the-Money Options Trading

5535 1st Ave E

Apt. 104

Bradenton, FL 34208

United States

University of San Diego

Assistant Professor

5998 Alcala Park

San Diego, CA 92110-2492

United States

  • In-the-Money Options Trading

  • University of San Diego

SCHOLARLY PAPERS

9

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Scholarly Papers (9)

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1.

What Caused the 1987 Stock Market Crash and Lessons for the 2008 Crash

Review of Accounting and Finance, 2009, Vol.8, No. 2, pp.123-137.
Number of pages: 29 Posted: 22 Jan 2009 Last Revised: 20 Oct 2015
Ryan McKeon, Ryan McKeon and Jeffry M. Netter
University of San DiegoIn-the-Money Options Trading and Department of Finance
Downloads 1,009 (36,405)
Citation 1

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crash, stock market, Black Monday, volatility

2.

Expected Call Option Returns: A Reconciliation of Stock and Index Options and the Significance of Holding Period

Number of pages: 39 Posted: 10 Jun 2009 Last Revised: 10 Sep 2013
Ryan McKeon and Ryan McKeon
University of San DiegoIn-the-Money Options Trading
Downloads 344 (141,100)

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options, returns, derivatives

3.

Can a Realistically Constrained Fund Manager Beat the Benchmark Index Using Anomaly-Based Strategies?

Number of pages: 28 Posted: 19 Mar 2007
Ryan McKeon and Ryan McKeon
University of San DiegoIn-the-Money Options Trading
Downloads 314 (155,532)

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active management, long-short

4.

Empirical Patterns of Time Value Decay in Options

Number of pages: 26 Posted: 01 Feb 2016
Ryan McKeon and Ryan McKeon
University of San DiegoIn-the-Money Options Trading
Downloads 295 (166,058)

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options, time decay, volatility trading

5.

The Information in Book-to-Market Profits for Momentum

Number of pages: 37 Posted: 14 Apr 2008
Ryan McKeon and Ryan McKeon
University of San DiegoIn-the-Money Options Trading
Downloads 178 (269,061)

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momentum, value, growth, book-to-market

6.

Traders Reacting to Bad News: The SEC versus Goldman Sachs

Number of pages: 36 Posted: 19 Sep 2011 Last Revised: 15 Mar 2012
Ryan McKeon and Ryan McKeon
University of San DiegoIn-the-Money Options Trading
Downloads 141 (326,876)

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trading, market efficiency, market crash

7.

Returns from Trading Call Options

Journal of Investing, Vol. 22, No. 2, pp. 64-77, Summer 2013
Posted: 17 Sep 2013
Ryan McKeon and Ryan McKeon
University of San DiegoIn-the-Money Options Trading

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8.

Short-Sale Constraints and Securities Lending by Exchange-Traded Funds

Managerial Finance, Vol. 39, No. 5, pp. 444 - 456 (2013)
Posted: 11 Nov 2012 Last Revised: 19 Apr 2013
Naresh Bansal, Ryan McKeon, Ryan McKeon and Marko Svetina
Saint Louis University - Department of Finance, University of San DiegoIn-the-Money Options Trading and University of San Diego

Abstract:

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Exchange-traded funds, short-sale constraints, short interest, securities lending

9.

Variation in Option Returns: The Importance of Moneyness, Maturity and Skewness

Quarterly Journal of Finance & Accounting, Winter 2011, Volume 50, No.1, pp. 51-73
Posted: 11 Apr 2011 Last Revised: 10 Sep 2013
Ryan McKeon and Ryan McKeon
University of San DiegoIn-the-Money Options Trading

Abstract:

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options returns, moneyness