105 St. George Street
Toronto, Ontario M5S 3E6
University of Toronto - Rotman School of Management
in Total Papers Downloads
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Weather Derivatives, Weather Risk Management
momentum, reversals, return predictability, firm size, volatility, underreaction, overreaction
momentum, reversals, return predictability, firm size, volatility, moderated confidence, underreaction, overreaction
option trading, differences of opinion, informed trading, speculation, earnings announcements
Liquidity, Liquidity Commonality, Option Market Liquidity, and Stock Market Liquidity
Liquidity, Liquidity Commonality, Option Market Liquidity, and Stock Market Liquidity.
systematic risk, option prices, implied volatility, skewness
Trading Activity, Bid-ask Spread, Option Expiration Cycles, Liquidity, Liquidity Determinants, Volume, Open Interest
systematic risk, implied volatility, option price structure,equity options
Informed trading, trade imbalance, corporate bond market, earnings surprises
Liquidity risk, liquidity risk premium, option returns
Weather Derivatives, Weather Risk Management, Precipitation Modeling
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