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Dmitriy Muravyev
Title
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Cited by
Year
Is there price discovery in equity options?
D Muravyev, ND Pearson, JP Broussard
Journal of Financial Economics 107 (2), 259-283, 2013
1902013
Order flow and expected option returns
D Muravyev
The Journal of Finance 71 (2), 673-708, 2016
1532016
Options trading costs are lower than you think
D Muravyev, ND Pearson
The Review of Financial Studies 33 (11), 4973-5014, 2020
992020
Is there a risk premium in the stock lending market? evidence from equity options
D Muravyev, ND Pearson, JM Pollet
The Journal of Finance 77 (3), 1787-1828, 2022
36*2022
Who trades at the close? Implications for price discovery, liquidity, and disagreement
V Bogousslavsky, D Muravyev
SSRN, 2021
36*2021
Informed trading in the stock market and option-price discovery
P Collin-Dufresne, V Fos, D Muravyev
Journal of Financial and Quantitative Analysis 56 (6), 1945-1984, 2021
34*2021
The joint cross section of stocks and options
T Chordia, A Kurov, D Muravyev, A Subrahmanyam
Management Science 67 (3), 1758-1778, 2021
32*2021
Why do option returns change sign from day to night?
D Muravyev, XC Ni
Journal of Financial Economics 136 (1), 219-238, 2020
32*2020
Understanding returns to short selling using option-implied stock borrowing fees
D Muravyev, ND Pearson, JM Pollet
Available at SSRN 2851560, 2018
172018
Option trading activity, news releases, and stock return predictability
D Weinbaum, A Fodor, D Muravyev, M Cremers
Management Science, 2022
14*2022
Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading
D Muravyev, J Picard
82016
Non-Standard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ...
CEPR Discussion Paper No. DP16751, 2021
6*2021
Market return around the clock: A puzzle
O Bondarenko, D Muravyev
Journal of Financial and Quantitative Analysis, 2020
52020
Why Do Price and Volatility Information from the Options Market Predict Stock Returns?
D Muravyev, ND Pearson, JM Pollet
Available at SSRN 2851560, 2018
52018
Text sentiment’s ability to capture information: evidence from earnings calls
T Chebonenko, L Gu, D Muravyev
Available at SSRN 2352524, 2018
52018
Informed trading intensity
V Bogousslavsky, V Fos, D Muravyev
Available at SSRN 3865990, 2022
12022
Making better use of option prices to predict stock returns
D Muravyev, A Vasquez, W Wang
12018
How Common is Insider Trading? Evidence from the Options Market
O Bondarenko, D Muravyev
Evidence from the Options Market (June 30, 2022), 2022
2022
What Drives Momentum and Reversal? Evidence from Day and Night Signals
YH Barardehi, V Bogousslavsky, D Muravyev
Evidence from Day and Night Signals (March 29, 2022), 2022
2022
Is there a risk premium in the stock lending market? evidence from equity options
D Muravyev, ND Pearson, JM Pollet
2016
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