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Dmitriy Muravyev
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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
2142013
Order flow and expected option returns
D Muravyev
The Journal of Finance 71 (2), 673-708, 2016
1772016
Options trading costs are lower than you think
D Muravyev, ND Pearson
The Review of Financial Studies 33 (11), 4973-5014, 2020
1302020
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
642022
Who trades at the close? Implications for price discovery and liquidity
V Bogousslavsky, D Muravyev
Journal of Financial Markets, 100852, 2023
58*2023
Why do option returns change sign from day to night?
D Muravyev, XC Ni
Journal of Financial Economics 136 (1), 219-238, 2020
452020
Why Does Options Market Information Predict Stock Returns?
D Muravyev, ND Pearson, JM Pollet
Available at SSRN 2851560, 2018
44*2018
Non-Standard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ...
CEPR Discussion Paper No. DP16751, 2021
41*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
39*2021
The joint cross section of stocks and options
T Chordia, A Kurov, D Muravyev, A Subrahmanyam
Management Science 67 (3), 1758-1778, 2021
38*2021
Option Trading Activity, News Releases, and Stock Return Predictability
M Cremers, A Fodor, D Muravyev, D Weinbaum
SSRN Working Paper 2544344, 2021
20*2021
Market return around the clock: A puzzle
O Bondarenko, D Muravyev
Journal of Financial and Quantitative Analysis, 2020
162020
Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading
D Muravyev, J Picard
Financial Management 51 (4), 1201-1229, 2022
12*2022
Informed trading intensity
V Bogousslavsky, V Fos, D Muravyev
Journal of Finance, Forthcoming, 2023
102023
Anomalies and their short-sale costs
D Muravyev, ND Pearson, JM Pollet
Available at SSRN 4266059, 2022
102022
Text sentiment’s ability to capture information: evidence from earnings calls
T Chebonenko, O Gu, D Muravyev
Available at SSRN 2352524, 2018
62018
What drives momentum and reversal? evidence from day and night signals
YH Barardehi, V Bogousslavsky, D Muravyev
Evidence from Day and Night Signals (February 6, 2023), 2023
32023
Making Better Use of Option Prices to Predict Stock Returns!
D Muravyev, A Vasquez, W Wang
Working Paper, 2018
22018
Causal Effect of Information Costs on Asset Pricing Anomalies
YH Kim, Z Ivkovich, D Muravyev
Available at SSRN 3921785, 2021
12021
An Anatomy of Retail Option Trading
V Bogousslavsky, D Muravyev
Available at SSRN, 2024
2024
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