NEIL D. PEARSON
20 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-0026-9603
Publications
- Why does options market information predict stock returns? — Journal of Financial Economics 2025
- Anomalies and Their Short-Sale Costs — The Journal of Finance 2025
- Retail Derivatives and Sentiment: A Sentiment Measure Constructed from Issuances of Retail Structured Equity Products — The Journal of Finance 2023
- Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options — The Journal of Finance 2022
- The Chinese Warrants Bubble: Evidence from Brokerage Account Records — The Review of Financial Studies 2021
- Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? — The Review of Financial Studies 2021
- Pre-trade hedging: Evidence from the issuance of retail structured products — Journal of Financial Economics 2020
- Options Trading Costs Are Lower than You Think — The Review of Financial Studies 2020
- Why does the option to stock volume ratio predict stock returns? — Journal of Financial Economics 2016
- New Evidence on the Financialization of Commodity Markets — The Review of Financial Studies 2015
- Is there price discovery in equity options? — Journal of Financial Economics 2013
- The dark side of financial innovation: A case study of the pricing of a retail financial product — Journal of Financial Economics 2011
- Option Market Activity — The Review of Financial Studies 2007
- Stock price clustering on option expiration dates — Journal of Financial Economics 2005
- Option Value, Uncertainty, and the Investment Decision — Journal of Financial and Quantitative Analysis 2002
- Is the Short Rate Drift Actually Nonlinear? — The Journal of Finance 2000
- Using Proxies for the Short Rate: When are Three Months Like an Instant? — The Review of Financial Studies 1999
- Open-end mutual funds and capital-gains taxes1 — Journal of Financial Economics 1998
- Differential Interpretation of Public Signals and Trade in Speculative Markets — Journal of Political Economy 1995
- Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model — The Journal of Finance 1994