Jefferson Duarte

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

ORCID: 0000-0002-1102-9816

Jesse H. Jones School of Business, Rice University , the United States

Publications

• Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium — The Journal of Finance 2024
• A comparison of some structural models of private information arrival — Journal of Financial Economics 2020
• Davids, Goliaths, and Business Cycles — Journal of Financial and Quantitative Analysis 2017
• The Impact of the Sarbanes–Oxley Act on Shareholders and Managers of Foreign Firms — Review of Finance 2014
• Trust and Credit: The Role of Appearance in Peer-to-peer Lending — The Review of Financial Studies 2012
• Why is PIN priced? — Journal of Financial Economics 2009
• The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications — The Review of Financial Studies 2008
• Information asymmetry, information dissemination and the effect of regulation FD on the cost of capital — Journal of Financial Economics 2008
• Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller? — The Review of Financial Studies 2007
• Evaluating an Alternative Risk Preference in Affine Term Structure Models — The Review of Financial Studies 2004
• Too Good to Be True: Look-Ahead Bias in Empirical Options Research — The Review of Financial Studies