On the public citation graph

The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading

https://doi.org/10.2139/ssrn.1344230
0 signed · 26 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.691openalex-extracted
Estimating quadratic variation using realized variance
inferredcites →https://doi.org/10.1007/s11147-007-9006-6openalex-extracted
Model misspecification analysis for bond options and Markovian hedging strategies
inferredcites →https://doi.org/10.1080/0020739940250503openalex-extracted
Covariance inequality and its applications
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1093/rfs/1.1.41openalex-extracted
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
inferredcites →https://doi.org/10.1093/rfs/4.1.17openalex-extracted
A Theory of Trading in Stock Index Futures
inferredcites →https://doi.org/10.1093/rfs/5.3.435openalex-extracted
Asymmetric Information and Options
inferredcites →https://doi.org/10.1093/rfs/6.3.435openalex-extracted
inferredcites →https://doi.org/10.1093/rfs/7.4.743openalex-extracted
Insider and Liquidity Trading in Stock and Options Markets
inferredcites →https://doi.org/10.1093/rfs/9.1.163openalex-extracted
Information, Trade, and Derivative Securities: Table 1
inferredcites →https://doi.org/10.1093/rfs/hhl025openalex-extracted
Option Market Activity
inferredcites →https://doi.org/10.1093/rfs/hhn020openalex-extracted
Differences of Opinion of Public Information and Speculative Trading in Stocks and Options
inferredcites →https://doi.org/10.1111/0022-1082.00373openalex-extracted
Contagion as a Wealth Effect
inferredcites →https://doi.org/10.1111/0022-1082.194060openalex-extracted
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade
inferredcites →https://doi.org/10.1111/1540-6261.00493openalex-extracted
Is Information Risk a Determinant of Asset Returns?
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04054.xopenalex-extracted
One Security, Many Markets: Determining the Contributions to Price Discovery
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb04073.xopenalex-extracted
Equilibrium Analysis of Portfolio Insurance
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00661.xopenalex-extracted
Informed Trading in Stock and Option Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01352.xopenalex-extracted
Volatility Information Trading in the Option Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01493.xopenalex-extracted
Media Coverage and the Cross‐section of Stock Returns
inferredcites →https://doi.org/10.1142/9789812701022_0008openalex-extracted
Theory of rational option pricing
inferredcites →https://doi.org/10.2139/ssrn.644006openalex-extracted
Differences of Opinion of Public Information and Speculative Trading in Stocks and Options
inferredcites →https://doi.org/10.2307/2329348openalex-extracted
inferredcites →https://doi.org/10.3886/icpsr01029.v1openalex-extracted
inferredcites →https://doi.org/10.1142/9789814759588_0002openalex-snapshot
Theory of Rational Option Pricing
inferredcites →https://doi.org/10.3886/icpsr01029openalex-snapshot
Mean Reversion in Stock Prices
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.