Logan, UT 84322
United States
Utah State University
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Implied Volatility, Bank Risk, Derivative Use
Earnings conference calls, Disclosure, Textual analysis, Scripting, Option implied volatility, Uncertainty, Price discovery
Earnings conference calls; Disclosure; Linguistic analysis; Information processing; Short selling
Risk, Idiosyncratic Volatility, Implied Systematic Volatility, Market Volatility Factor, Asset Pricing, REITs
volatility, risk, REIT return
Prospect theory, Mental accounting, Option prices
Short trading, options market, informed traders
comovement, volatility, informed trading, correlated trading, passive investing, institutional ownership, price informativeness
Asymmetric Volatility, VIX, Portfolio Returns, Risk Pricing
asset pricing, risk-neutral moments, systematic volatility, systematic skewness, systematic kurtosis, expected returns
passive ownership, earnings manipulation, M-score, fraud, financial reporting, corporate governance
idiosyncratic skewness, seasoned equity offers, flotation costs, long run stock performance
Limited Arbitrage, Asset Pricing, ICAPM, ETF
Asset pricing; Empirical asset pricing; Idiosyncratic volatility
Lotteries, Anchoring, Skewness, Behavioral Finance, Probability Weighting
stock repurchase, institutional investors, wealth transfer
Asset Pricing, Implied Market Skewness, Implied Market Volatility, Risk Neutral Market Moments, Portfolio Selection
Option pricing model, price-to-earnings ratios, market efficiency
gross profitability, operating profitability, cash-based operating profitability, limits to arbitrage, mispricing, SG&A expenses, accruals
IPO, Behavioral Finance
Bank Risk, Financial Stress, Derivatives, Hedging
Hazard Stocks, Lottery Stocks, MAX, Under-reaction, Equity Returns, Tail Risk, Information Uncertainty, Limits to Arbitrage
options, implied volatility spread, information, stock returns
