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S

Stephen Figlewski

New York University

37H指数
134论文数
6.7K被引数
收录论文 15
发表时间
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An American Call Is Worth More Than a European Call: The Value of American Exercise When the Market Is Not Perfectly Liquid
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2021-04-20
err4
PREAI
errFiglewski, Stephen
err分享
err收藏
Option Investor Rationality Revisited: The Role of Exercise Boundary Violations
errFINANCIAL ANALYSTS JOURNAL
IF2.2
err2020-01-09
err5
errOAAI
errBattalio, Robert; Figlewski, Stephen; Neal, Robert
err分享
err收藏
Risk-Neutral Densities: A Review
errANNUAL REVIEW OF FINANCIAL ECONOMICS
IF0
err2018-11-01
err40
PREAI
errFiglewski, Stephen
err分享
err收藏
Modeling the Dynamics of Correlations among Implied Volatilities
errREVIEW OF FINANCE
IF8.4
err2014-05-30
err31
errOAAI
errEngle, Robert; Figlewski, Stephen
err分享
err收藏
Market risk and model risk for a financial institution writing options
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err116
PREAI
errGreen, TC; Figlewski, S
err分享
err收藏
THE PRICING OF CONVEXITY RISK AND TIME DECAY IN OPTIONS MARKETS
errJOURNAL OF BANKING & FINANCE
IF3.8
err1994-01-01
err4
PREAI
errFIGLEWSKI, S; FREUND, S
err分享
err收藏
OPTIONS, SHORT SALES, AND MARKET COMPLETENESS
errJOURNAL OF FINANCE
IF9.5
err1993-06-01
err261
PREAI
errFIGLEWSKI, S; WEBB, GP
err分享
err收藏
OPTIONS ARBITRAGE IN IMPERFECT MARKETS
errJOURNAL OF FINANCE
IF9.5
err1989-12-01
err126
PREAI
errFIGLEWSKI, S
err分享
err收藏
ESTIMATION OF THE OPTIMAL FUTURES HEDGE
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err1988-11-01
err236
PREAI
errCECCHETTI, SG; CUMBY, RE; FIGLEWSKI, S
err分享
err收藏
HEDGING PERFORMANCE AND BASIS RISK IN STOCK INDEX FUTURES
errJOURNAL OF FINANCE
IF9.5
err1984-07-01
err195
PREAI
errFIGLEWSKI, S
err分享
err收藏
INFORMATION DIVERSITY AND MARKET BEHAVIOR - A REPLY
errJOURNAL OF FINANCE
IF9.5
err1984-03-01
err0
PREAI
errFIGLEWSKI, S
err分享
err收藏
RATIONAL-EXPECTATIONS, INFORMATIONAL EFFICIENCY, AND TESTS USING SURVEY DATA - A REPLY
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err1983-08-01
err26
PREAI
errFIGLEWSKI, S; WACHTEL, P
err分享
err收藏
OPTIMAL AGGREGATION OF MONEY SUPPLY FORECASTS - ACCURACY, PROFITABILITY AND MARKET-EFFICIENCY
errJOURNAL OF FINANCE
IF9.5
err1983-06-01
err28
PREAI
errFIGLEWSKI, S; URICH, T
err分享
err收藏
OPTIMAL PRICE FORECASTING USING SURVEY DATA
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err1983-02-01
err23
PREAI
errFIGLEWSKI, S
err分享
err收藏
INFORMATION DIVERSITY AND MARKET BEHAVIOR
errJOURNAL OF FINANCE
IF9.5
err1982-03-01
err35
PREAI
errFIGLEWSKI, S
err分享
err收藏

研究方向

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合作学者
合作期刊
R
Robert F. Engle
H 指数: 110 · 论文数: 483
S
Stephen G. Cecchetti
H 指数: 52 · 论文数: 278
T
T. Clifton Green
H 指数: 30 · 论文数: 50
R
Robert H. Battalio
H 指数: 26 · 论文数: 72
R
Robert Neal
H 指数: 12 · 论文数: 27
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