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Li, Su; Musto, David K.; Pearson, Neil D. - 2023

Complex options strategies figure prominently in discussions of the options market, but little is known about their frequency or why they are traded. We present a novel approach to group the legs of complex trades reported by OPRA into complex packages, and thus identify the strategies. We find...

Persistent link: https://www.econbiz.de/10014351377

Flexibility versus Commitment in Personnel Management

Kandel, Eugene; Pearson, Neil D. - In: Journal of the Japanese and international economies : … 15 (2001) 4, pp. 515-556

Persistent link: https://www.econbiz.de/10007040051

Using Proxies for the Short Rate: When Are Three Months Like an Instant?

Chapman, David A.; Long Jr, John B.; Pearson, Neil D. - In: The review of financial studies 12 (1999) 4, pp. 763-806

Persistent link: https://www.econbiz.de/10007055451

Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model

Pearson, Neil D.; Sun, Tong-Sheng - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1279-1304

Persistent link: https://www.econbiz.de/10006600330

Option Value, Uncertainty, and the Investment Decision

Kandel, Eugene; Pearson, Neil D. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 341-374

Persistent link: https://www.econbiz.de/10006695338

Option Market Activity

Lakonishok, Josef; Lee, Inmoo; Pearson, Neil D.; … - In: The review of financial studies 20 (2007) 3, pp. 813-858

Persistent link: https://www.econbiz.de/10007729513

Differential Interpretation of Public Signals and Trade in Speculative Markets

Kandel, Eugene; Pearson, Neil D. - In: Journal of political economy 103 (1995) 4, pp. 831-872

Persistent link: https://www.econbiz.de/10007626573

VALUATION - Recent Advances in Estimating Term-Structure Models - What have we learned from 10 years of estimating term-structure models?

Chapman, David A.; Pearson, Neil D. - In: Financial analysts' journal : FAJ 57 (2001) 4, pp. 77-95

Persistent link: https://www.econbiz.de/10006274308

RISK MANAGEMENT - Value at Risk - A comprehensive introduction to a concise tool for measuring and reporting aggregate market risk is provided

Linsmeier, Thomas J.; Pearson, Neil D. - In: Financial analysts' journal : FAJ 56 (2000) 2, pp. 47-67

Persistent link: https://www.econbiz.de/10006289517

ARTICLES - Is the Short Rate Drift Actually Nonlinear?

Chapman, David A.; Pearson, Neil D. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 355-388

Persistent link: https://www.econbiz.de/10006571129

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