E-LIB Suche - Ergebnisse für: Muravyev, Dmitriy

1

Informed Trading Intensity:

BOGOUSSLAVSKY, VINCENT ; FOS, VYACHESLAV ; MURAVYEV, DMITRIY
The Journal of Finance. 79 (2024) 2 - p. 903-948 , 2024

Link: https://doi.org/10.1111/..

2

Who trades at the close? Implications for price discovery a..:

Bogousslavsky, Vincent ; Muravyev, Dmitriy
Journal of Financial Markets. 66 (2023) - p. 100852 , 2023

Link: https://doi.org/10.1016/..

3

Is There a Risk Premium in the Stock Lending Market? Eviden..:

MURAVYEV, DMITRIY ; PEARSON, NEIL D. ; POLLET, JOSHUA M.
The Journal of Finance. 77 (2022) 3 - p. 1787-1828 , 2022

Link: https://doi.org/10.1111/..

4

Does trade clustering reduce trading costs? Evidence from p..:

Muravyev, Dmitriy ; Picard, Joerg
Financial Management. 51 (2022) 4 - p. 1201-1229 , 2022

Link: https://doi.org/10.1111/..

5

Market Return Around the Clock: A Puzzle:

Bondarenko, Oleg ; Muravyev, Dmitriy
Journal of Financial and Quantitative Analysis. 58 (2022) 3 - p. 939-967 , 2022

Link: https://doi.org/10.1017/..

6

Index option trading activity and market returns:

, In: Management science

Chordia, Tarun ; Kurov, Alexander ; Muravyev, Dmitriy.. (2021) 3 - p. 1758-1778

Exemplare: Zentrale;

7

Is There a Risk Premium in the Stock Lending Market? Eviden..:

Muravyev, Dmitriy ; Pearson, Neil D. ; Pollet, Joshua Matthew
Journal of Finance, Forthcoming. , 2021

Link: https://ssrn.com/abstrac..

8

Why do option returns change sign from day to night?:

Muravyev, Dmitriy ; Ni, Xuechuan (Charles)
Journal of Financial Economics. 136 (2020) 1 - p. 219-238 , 2020

Link: https://doi.org/10.1016/..

9

Options Trading Costs Are Lower than You Think:

Muravyev, Dmitriy ; Pearson, Neil D ; Van Nieuwerburgh, Stijn
The Review of Financial Studies. 33 (2020) 11 - p. 4973-5014 , 2020

Link: https://doi.org/10.1093/..

10

Order Flow and Expected Option Returns:

MURAVYEV, DMITRIY
The Journal of Finance. 71 (2016) 2 - p. 673-707 , 2016

Link: http://www.jstor.org/sta..

11

Order Flow and Expected Option Returns:

MURAVYEV, DMITRIY
The Journal of Finance. 71 (2016) 2 - p. 673-708 , 2016

Link: https://doi.org/10.1111/..

12

Is there price discovery in equity options?:

Muravyev, Dmitriy ; Pearson, Neil D. ; Paul Broussard, John
Journal of Financial Economics. 107 (2013) 2 - p. 259-283 , 2013

Link: https://doi.org/10.1016/..

13

Non-standard errors:

Menkveld, Albert J ; Dreber, Anna ; Holzmeister, Felix...
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/61636. , 2021

Link: http://publikationen.ub...

14

Non-Standard Errors:

Menkveld, Albert J ; Abudy, Menachem (Meni) ; Grammig, Joachim...
https://dspace.library.uu.nl/handle/1874/423358. , 2021

Link: https://dspace.library.u..

15

Non-standard errors:

Albert J. Menkveld ; Anna Dreber ; Felix Holzmeister...
firstpage:1. ,

Link: https://hdl.handle.net/2..