Steven Heston

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

ORCID: 0009-0002-2903-352X

Smith School of Business, University of Maryland , the United States

Publications

• Technical Note–Dynamic Duopolistic Competition with Sticky Prices — Operations Research 2025
• Option Momentum — The Journal of Finance 2023
• Capturing Option Anomalies with a Variance-Dependent Pricing Kernel — The Review of Financial Studies 2013
• Intraday Patterns in the Cross-section of Stock Returns — The Journal of Finance 2010
• Seasonality in the Cross Section of Stock Returns: The International Evidence — Journal of Financial and Quantitative Analysis 2010
• The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well — Management Science 2009
• Seasonality in the cross-section of stock returns — Journal of Financial Economics 2008 (name-matched, not ORCID-linked)
• Options and Bubbles — The Review of Financial Studies 2007
• A Closed-Form GARCH Option Valuation Model — The Review of Financial Studies 2000
• Does industrial structure explain the benefits of international diversification? — Journal of Financial Economics 1994
• A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options — The Review of Financial Studies 1993
• Invisible Parameters in Option Prices — The Journal of Finance 1993
• The Variance Premium and Seasonal Momentum in Option Returns — The Review of Financial Studies