Dmitriy Muravyev

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

ORCID: 0000-0003-0472-376X

University of Illinois Urbana-Champaign , USA

Publications

• What Drives Momentum and Reversal? Evidence from Day and Night Signals — The Review of Financial Studies 2026
• Anomalies and Their Short-Sale Costs — The Journal of Finance 2025
• Why does options market information predict stock returns? — Journal of Financial Economics 2025
• Informed Trading Intensity — The Journal of Finance 2024
• Market Return Around the Clock: A Puzzle — Journal of Financial and Quantitative Analysis 2023
• Option Trading Activity, News Releases, and Stock Return Predictability — Management Science 2023
• Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options — The Journal of Finance 2022
• Informed Trading in the Stock Market and Option-Price Discovery — Journal of Financial and Quantitative Analysis 2021
• Index Option Trading Activity and Market Returns — Management Science 2021
• Options Trading Costs Are Lower than You Think — The Review of Financial Studies 2020
• Why do option returns change sign from day to night? — Journal of Financial Economics 2020
• Order Flow and Expected Option Returns — The Journal of Finance 2016
• Is there price discovery in equity options? — Journal of Financial Economics 2013