JE Hilliard
Auburn University
H-index: 21
North America-United States
Top articles of JE Hilliard
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Does the Behavior of Short-Lived Options Suggest Information Asymmetry? Signals from Open Interest and Volume Measures | Signals from Open Interest and Volume Measures (January 6, 2024) | Jitka Hilliard Jimmy E Hilliard Yufei Wu | 2024/1/6 |
Implied Parameter Estimation for Jump Diffusion Models with Convenience Yield: Pricing Accuracy and the Role of Loss and Evaluation Functions | Available at SSRN 4598556 | Jimmy E Hilliard Jitka Hilliard Julie Ngo | 2023/10/6 |
Cointegration between the Black Sea and Kansas City Wheat Futures: The impact of Russian invasion of Ukraine | Journal of Eastern European and Central Asian Research (JEECAR) | Jimmy E Hilliard Jitka Hilliard Yufei Wu | 2023/6/5 |
The GameStop short squeeze: Put–call parity and the effect of frictions before, during and after the squeeze | Journal of Futures Markets | Jimmy E Hilliard Jitka Hilliard | 2023/5 |
Bitcoin: jumps, convenience yields, and option prices | Quantitative Finance | Jimmy E Hilliard Julie TD Ngo | 2022/11/2 |
An adaptive model for security prices driven by latent values: parameter estimation and option pricing effects | Quantitative Finance | Jimmy E Hilliard Jitka Hilliard Yinan Ni | 2022/7/3 |
Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities | Quantitative Finance | Jimmy E Hilliard Jitka Hilliard Yinan Ni | 2021/1/2 |
On education level and terms in obtaining P2P funding: New evidence from China | International Review of Finance | Junhui Xu Jitka Hilliard James R Barth | 2020/12 |
The role of market sentiment in asset allocations and stock returns | Journal of Behavioral Finance | Jitka Hilliard Arun Narayanasamy Shen Zhang | 2020/10/1 |
The impact of soft intervention on the Chinese financial futures market | Journal of Futures Markets | Jimmy E Hilliard Haoran Zhang | 2020/3 |