Neil D. Pearson
University of Illinois at Urbana-Champaign
H-index: 32
North America-United States
Top articles of Neil D. Pearson
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
A simple role for complex options | Available at SSRN 4389657 | Su Li David K Musto Neil D Pearson | 2023/3/11 |
Costs of executing complex options trades | Available at SSRN 4389665 | Su Li David K Musto Neil D Pearson | 2023/3/3 |
Does Market Selection Eliminate Unskilled Investors? Evidence from Chinese Brokerage Account Records | Evidence from Chinese Brokerage Account Records (November 23, 2023) | Neil D Pearson Zhishu Yang Qi Zhang | 2023/11/23 |
Retail derivatives and sentiment: A sentiment measure constructed from issuances of retail structured equity products | The Journal of Finance | Brian J Henderson Neil D Pearson Li Wang | 2023/8 |
Anomalies and their short-sale costs | Available at SSRN 4266059 | Dmitriy Muravyev Neil D Pearson Joshua Matthew Pollet | 2022/9/6 |
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 |
Non-standard errors | Anna Dreber Albert J Menkveld Felix Holzmeister Magnus Johannesson Juergen Huber | 2021/11/11 | |
Does the introduction of one derivative affect another derivative? The effect of credit default swaps trading on equity options | The Effect of Credit Default Swaps Trading on Equity Options (May 19, 2021) | Jie Cao Yong Jin Neil D Pearson Dragon Yongjun Tang | 2021/5/19 |
Does option trading have a pervasive impact on underlying stock prices? | The Review of Financial Studies | Sophie X Ni Neil D Pearson Allen M Poteshman Joshua White | 2021/4/1 |
The Chinese warrants bubble: Evidence from brokerage account records | The Review of Financial Studies | Neil D Pearson Zhishu Yang Qi Zhang | 2021/1 |
Impact of demand shocks on the stock market: Evidence from chinese ipos | Neil D. and Zhang, Qi, Impact of Demand Shocks on the Stock Market: Evidence from Chinese IPOs (December 16, 2021) | Jennifer Jie Li Neil D Pearson Qi Zhang | 2021/12/16 |
Pre-trade hedging: Evidence from the issuance of retail structured products | Journal of financial Economics | Brian J Henderson Neil D Pearson Li Wang | 2020/7/1 |
Repurchases after being well known as good news | Journal of Corporate Finance | Inmoo Lee Yuen Jung Park Neil D Pearson | 2020/6/1 |
Options trading costs are lower than you think | The Review of Financial Studies | Dmitriy Muravyev Neil D Pearson | 2020/11 |