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Maturity Structure and Its Impact on Option Prices

https://doi.org/10.2139/ssrn.4637020
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/9781118848319openalex-extracted
Trading Weekly Options
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.07.030openalex-extracted
Returns and option activity over the option-expiration week for S&P 100 stocks
inferredcites →https://doi.org/10.1016/j.jfineco.2004.08.005openalex-extracted
Stock price clustering on option expiration dates
inferredcites →https://doi.org/10.1016/j.jfineco.2006.03.001openalex-extracted
The other January effect☆
inferredcites →https://doi.org/10.1016/j.jfineco.2007.02.003openalex-extracted
Seasonality in the cross-section of stock returns☆
inferredcites →https://doi.org/10.1016/j.jfineco.2009.01.001openalex-extracted
Cross-section of option returns and volatility☆
inferredcites →https://doi.org/10.1016/j.jfineco.2017.08.002openalex-extracted
Intermediary asset pricing: New evidence from many asset classes
inferredcites →https://doi.org/10.1017/s002210901000013xopenalex-extracted
Deviations from Put-Call Parity and Stock Return Predictability
inferredcites →https://doi.org/10.1017/s0022109010000220openalex-extracted
What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
inferredcites →https://doi.org/10.1017/s002210901700076xopenalex-extracted
Equity Volatility Term Structures and the Cross Section of Option Returns
inferredcites →https://doi.org/10.1017/s0022109018000285openalex-extracted
Anticipating Uncertainty: Straddles around Earnings Announcements
inferredcites →https://doi.org/10.1017/s002210902100003xopenalex-extracted
Maturity Driven Mispricing of Options
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1093/biomet/70.1.41openalex-extracted
The central role of the propensity score in observational studies for causal effects
inferredcites →https://doi.org/10.1093/rfs/hhaa010openalex-extracted
Options Trading Costs Are Lower than You Think
inferredcites →https://doi.org/10.1093/rfs/hhp005openalex-extracted
Demand-Based Option Pricing
inferredcites →https://doi.org/10.1093/rfs/hhw044openalex-extracted
Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04785.xopenalex-extracted
Macroeconomic Seasonality and the January Effect
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02757.xopenalex-extracted
A New Look at the Monday Effect
inferredcites →https://doi.org/10.1111/jofi.12083openalex-extracted
Noise as Information for Illiquidity
inferredcites →https://doi.org/10.1111/jofi.12181openalex-extracted
The Joint Cross Section of Stocks and Options
inferredcites →https://doi.org/10.1111/jofi.12380openalex-extracted
Order Flow and Expected Option Returns
inferredcites →https://doi.org/10.1111/jofi.12486openalex-extracted
Short‐Term Market Risks Implied by Weekly Options
inferredcites →https://doi.org/10.1111/jofi.12620openalex-extracted
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.1142/9789814759588_0002openalex-extracted
Theory of Rational Option Pricing
inferredcites →https://doi.org/10.1146/annurev-financial-110217-022737openalex-extracted
Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
inferredcites →https://doi.org/10.1257/aer.103.2.732openalex-extracted
Intermediary Asset Pricing
inferredcites →https://doi.org/10.1287/mnsc.1090.1063openalex-extracted
Volatility Spreads and Expected Stock Returns
inferredcites →https://doi.org/10.1287/mnsc.2019.3520openalex-extracted
Information Content of Aggregate Implied Volatility Spread
inferredcites →https://doi.org/10.1287/mnsc.2020.3803openalex-extracted
The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days?
inferredcites →https://doi.org/10.1287/mnsc.2021.4068openalex-extracted
The Time Variation in Risk Appetite and Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.2204549openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2460166openalex-extracted
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.3905/jod.2020.1.100openalex-extracted
How Do Options Affect the Volatility of the Underlying Equity Market? Evidence from the Introduction of Weekly Options
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