Anthony Neuberger - Publications, H-index & Citations

Anthony Neuberger

City, University of London

20H指数

60论文数

2.8K被引数

收录论文 9

发表时间

The Skewness of the Stock Market over Long Horizons

REVIEW OF FINANCIAL STUDIES

IF5.4

2020-04-25

OAAI

Neuberger, Anthony; Payne, Richard

Pricing Liquidity Risk with Heterogeneous Investment Horizons

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2020-04-03

OAAI

Beber, Alessandro; Driessen, Joost; Neuberger, Anthony; Tuijp, Patrick

The Skew Risk Premium in the Equity Index Market

REVIEW OF FINANCIAL STUDIES

IF5.4

2013-07-04

120

OAAI

Kozhan, Roman; Neuberger, Anthony; Schneider, Paul

Realized Skewness

REVIEW OF FINANCIAL STUDIES

IF5.4

2012-09-28

133

OAAI

Neuberger, Anthony

Option prices, implied price processes, and stochastic volatility

JOURNAL OF FINANCE

IF9.5

2002-12-17

478

PREAI

Britten-Jones, M; Neuberger, A

How large are the benefits from using options?

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2002-06-01

PREAI

Neuberger, A; Hodges, S

Trade disclosure regulation in markets with negotiated trades

REVIEW OF FINANCIAL STUDIES

IF5.4

1999-07-02

PREAI

Naik, NY; Neuberger, A; Viswanathan, S

Hedging long-term exposures with multiple short-term futures contracts

REVIEW OF FINANCIAL STUDIES

IF5.4

1999-07-01

PREAI

Neuberger, A

The European equity markets: The state of the union and an agenda for the millennium - Steil,B

INTERNATIONAL AFFAIRS

IF4

1996-10-01

PREAI

Neuberger, A

研究方向