Dmitriy Muravyev
Michigan State University
H-index: 12
North America-United States
Top articles of Dmitriy Muravyev
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Informed trading intensity | The Journal of Finance | Vincent Bogousslavsky Vyacheslav Fos Dmitriy Muravyev | 2024/4 |
An Anatomy of Retail Option Trading | Available at SSRN | Vincent Bogousslavsky Dmitriy Muravyev | 2024 |
What drives momentum and reversal? evidence from day and night signals | Evidence from Day and Night Signals (February 6, 2023) | Yashar H Barardehi Vincent Bogousslavsky Dmitriy Muravyev | 2023/2/6 |
Post-FOMC Announcement Reversal | Oleg Bondarenko Dmitriy Muravyev | 2023 | |
Who trades at the close? Implications for price discovery and liquidity | Journal of Financial Markets | Vincent Bogousslavsky Dmitriy Muravyev | 2023/11/1 |
Is there a risk premium in the stock lending market? evidence from equity options | The Journal of Finance | Dmitriy Muravyev Neil D Pearson Joshua M Pollet | 2022/6 |
Why does options market information predict stock returns | Available at SSRN | Dmitriy Muravyev Neil D Pearson Joshua M Pollet | 2022/3/15 |
Option Trading Activity, News Releases, and Stock Return Predictability | Management Science | David Weinbaum Andrew Fodor Dmitriy Muravyev Martijn Cremers | 2023/8 |
Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading | Financial Management | Dmitriy Muravyev Joerg Picard | 2022/12 |
Anomalies and their short-sale costs | Available at SSRN 4266059 | Dmitriy Muravyev Neil D Pearson Joshua Matthew Pollet | 2022/9/6 |
How Common is Insider Trading? Evidence from the Options Market | Evidence from the Options Market (June 30, 2022) | Oleg Bondarenko Dmitriy Muravyev | 2022/6/30 |
Causal effect of information costs on asset pricing anomalies | Available at SSRN 3921785 | Yong Hyuck Kim Zoran Ivkovich Dmitriy Muravyev | 2021/2/22 |
The joint cross section of stocks and options | Journal of Finance | BJE An Andrew Ang Turan G Bali Nusret Cakici | 2014/10 |
Non-Standard Errors | Anna Dreber Albert J Menkveld Felix Holzmeister Magnus Johannesson Juergen Huber | 2021/11/11 | |
Informed trading in the stock market and option-price discovery | Journal of Financial and Quantitative Analysis | Pierre Collin-Dufresne Vyacheslav Fos Dmitry Muravyev | 2021/9 |
Options trading costs are lower than you think | The Review of Financial Studies | Dmitriy Muravyev Neil D Pearson | 2020/11 |
Market return around the clock: A puzzle | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3596245 | Oleg Bondarenko Dmitriy Muravyev | 2020/4/28 |
Why do option returns change sign from day to night? | Journal of Financial Economics | Dmitriy Muravyev Xuechuan Charles Ni | 2020/4/1 |
Co-Authors
