Oleg Bondarenko

Oleg Bondarenko

University of Illinois at Chicago

H-index: 19

North America-United States

About Oleg Bondarenko

Oleg Bondarenko, With an exceptional h-index of 19 and a recent h-index of 14 (since 2020), a distinguished researcher at University of Illinois at Chicago,

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

Cross-Over Options

Post-FOMC Announcement Reversal

How Common is Insider Trading? Evidence from the Options Market

A model-free approach to multivariate option pricing

Option-Implied Dependence and Correlation Risk Premium

Market Return Around the Clock: A Puzzle

Oleg Bondarenko Information

University

Position

___

Citations(all)

1927

Citations(since 2020)

628

Cited By

1622

hIndex(all)

19

hIndex(since 2020)

14

i10Index(all)

28

i10Index(since 2020)

17

Email

University Profile Page

University of Illinois at Chicago

Google Scholar

View Google Scholar Profile

Top articles of Oleg Bondarenko

Title

Journal

Author(s)

Publication Date

Cross-Over Options

Oleg Bondarenko

2023/8/1

Post-FOMC Announcement Reversal

Oleg Bondarenko

Dmitriy Muravyev

2023

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

A model-free approach to multivariate option pricing

Review of Derivatives Research

Carole Bernard

Oleg Bondarenko

Steven Vanduffel

2021/7

Option-Implied Dependence and Correlation Risk Premium

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3618705

Oleg Bondarenko

Carole Bernard

2020/5/30

Market Return Around the Clock: A Puzzle

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3596245

Oleg Bondarenko

Dmitriy Muravyev

2020/4/28

See List of Professors in Oleg Bondarenko University(University of Illinois at Chicago)