| Is there price discovery in equity options? D Muravyev, ND Pearson, JP Broussard Journal of Financial Economics 107 (2), 259-283, 2013 | 228 | 2013 |
| Order flow and expected option returns D Muravyev The Journal of Finance 71 (2), 673-708, 2016 | 190 | 2016 |
| Options trading costs are lower than you think D Muravyev, ND Pearson The Review of Financial Studies 33 (11), 4973-5014, 2020 | 141 | 2020 |
| Nonstandard Errors A Dreber, F Holzmeister, J Huber, M Johannesson, M Leippold, ... Journal of Finance 79 (3), 2339-2390, 2024 | 77* | 2024 |
| Who trades at the close? Implications for price discovery and liquidity V Bogousslavsky, D Muravyev Journal of Financial Markets 66, 100852, 2023 | 73* | 2023 |
| 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 | 63 | 2022 |
| Why do option returns change sign from day to night? D Muravyev, XC Ni Journal of Financial Economics 136 (1), 219-238, 2020 | 54 | 2020 |
| Option Trading Activity, News Releases, and Stock Return Predictability M Cremers, A Fodor, D Muravyev, D Weinbaum forthcoming, Management Science, 2022 | 48* | 2022 |
| Why does options market information predict stock returns D Muravyev, ND Pearson, JM Pollet Available at SSRN, 2022 | 47* | 2022 |
| 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 | 45* | 2021 |
| The joint cross section of stocks and options T Chordia, A Kurov, D Muravyev, A Subrahmanyam Management Science 67 (3), 1758-1778, 2021 | 43* | 2021 |
| Anomalies and their short-sale costs D Muravyev, ND Pearson, JM Pollet Available at SSRN 4266059, 2022 | 26 | 2022 |
| Market return around the clock: A puzzle O Bondarenko, D Muravyev Journal of Financial and Quantitative Analysis, 2020 | 23 | 2020 |
| Informed trading intensity V Bogousslavsky, V Fos, D Muravyev The Journal of Finance 79 (2), 903-948, 2024 | 21 | 2024 |
| Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading D Muravyev, J Picard Financial Management 51 (4), 1201-1229, 2022 | 14* | 2022 |
| Causal effect of information costs on asset pricing anomalies Z Ivkovich, YH Kim, D Muravyev Available at SSRN 3921785, 2021 | 12 | 2021 |
| 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 | 10 | 2023 |
| An anatomy of retail option trading V Bogousslavsky, D Muravyev Available at SSRN, 2024 | 7 | 2024 |
| What information do informed traders use? O Bondarenko, D Muravyev | 7* | 2022 |
| Text sentiment’s ability to capture information: evidence from earnings calls T Chebonenko, O Gu, D Muravyev Available at SSRN 2352524, 2018 | 7 | 2018 |
Neil D. PearsonUniversity of Illinois at Urbana-ChampaignVerified email at illinois.edu
