Anthony Neuberger

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-5344-1083

Thed Business School, City, University of London, 106 Bunhill Row, London EC1Y 8TZ, UK

Publications

• Pricing Liquidity Risk with Heterogeneous Investment Horizons — Journal of Financial and Quantitative Analysis 2021
• The Skewness of the Stock Market over Long Horizons — The Review of Financial Studies 2021
• The cross-section of currency volatility premia — Journal of Financial Economics 2021
• The Skew Risk Premium in the Equity Index Market — The Review of Financial Studies 2013
• Realized Skewness — The Review of Financial Studies 2012
• How Large are the Benefits from Using Options? — Journal of Financial and Quantitative Analysis 2002
• Option Prices, Implied Price Processes, and Stochastic Volatility — The Journal of Finance 2000
• Trade Disclosure Regulation in Markets with Negotiated Trades — The Review of Financial Studies 1999
• Hedging Long-Term Exposures with Multiple Short-Term Futures Contracts — The Review of Financial Studies 1999