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Stephen Szaura
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Do Option-Based Measures of Stock Mispricing Find Investment Opportunities or Market Frictions?
M Cremers, R Goyenko, P Schultz, S Szaura
Ruslan and Schultz, Paul and Szaura, Stephen, Do Option-Based Measures of …, 2019
62019
Leverage and Closed-End Bond Funds
P Boyle, S Szaura
The Journal of Fixed Income 24 (4), 47, 2015
42015
Informed Trading of Options, Option Expiration Risk, and Stock Return Predictability
M Cremers, R Goyenko, P Schultz, S Szaura
Working Paper, 2019
32019
Does News, Order Flow, or Illiquidity drive jumps in stock returns? In the day or in the night?
Y Jeon, TH McCurdy, S Szaura
Available at SSRN 4637027, 2023
12023
A Structural Modelling Approach to Closed End Bond Funds
S Szaura
University of Waterloo, 2013
12013
Weather Variance Risk Premia
JW Bae, Y Jeon, S Szaura, V Zurita
Available at SSRN 4572123, 2023
2023
Blame it on the weather: Market implied weather volatility and firm performance
JW Bae, Y Jeon, S Szaura, V Zurita
Available at SSRN 4515327, 2023
2023
Accounting Transparency and the Implied Volatility Skew
H Doshi, J Ericsson, S Szaura, F Yu
Available at SSRN 4225996, 2022
2022
Three essays in empirical asset pricing
S Szaura
McGill University (Canada), 2021
2021
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Articles 1–9