Neil D. Pearson

Neil D. Pearson

University of Illinois at Urbana-Champaign

H-index: 32

North America-United States

About Neil D. Pearson

Neil D. Pearson, With an exceptional h-index of 32 and a recent h-index of 21 (since 2020), a distinguished researcher at University of Illinois at Urbana-Champaign, specializes in the field of asset pricing, investments, derivatives, risk management.

His recent articles reflect a diverse array of research interests and contributions to the field:

A simple role for complex options

Costs of executing complex options trades

Does Market Selection Eliminate Unskilled Investors? Evidence from Chinese Brokerage Account Records

Retail derivatives and sentiment: A sentiment measure constructed from issuances of retail structured equity products

Anomalies and their short-sale costs

Is there a risk premium in the stock lending market? evidence from equity options

Why does options market information predict stock returns

Non-standard errors

Neil D. Pearson Information

University

Position

___

Citations(all)

8092

Citations(since 2020)

2260

Cited By

6579

hIndex(all)

32

hIndex(since 2020)

21

i10Index(all)

50

i10Index(since 2020)

31

Email

University Profile Page

University of Illinois at Urbana-Champaign

Google Scholar

View Google Scholar Profile

Neil D. Pearson Skills & Research Interests

asset pricing

investments

derivatives

risk management

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

See List of Professors in Neil D. Pearson University(University of Illinois at Urbana-Champaign)

Co-Authors

H-index: 54
Feniosky Pena-Mora

Feniosky Pena-Mora

Columbia University in the City of New York

H-index: 20
Thomas Linsmeier

Thomas Linsmeier

University of Wisconsin-Madison

H-index: 19
Inmoo Lee

Inmoo Lee

KAIST

H-index: 13
Brian Henderson

Brian Henderson

George Washington University

H-index: 13
David A Chapman

David A Chapman

University of Virginia

H-index: 12
Dmitriy Muravyev

Dmitriy Muravyev

Michigan State University

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