John Crosby

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

ORCID: 0000-0003-4179-9464

Strome College of Business, Old Dominion University, Norfolk, VA 23529, United States of America

Publications

• Treasury option returns and models with unspanned risks — Journal of Financial Economics 2023
• Dark Matter in (Volatility and) Equity Option Risk Premiums — Operations Research 2022
• Implications of Incomplete Markets for International Economies — The Review of Financial Studies 2018