Access Statistics for Stewart Mayhew

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Another Look at Option Listing Effects 0 0 0 447 0 0 3 1,584
Equity trading and the allocation of market data revenue 0 0 0 29 0 0 0 72
Total Working Papers 0 0 0 476 0 0 3 1,656


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Book Reviews 0 0 0 7 0 0 0 103
Competition, Market Structure, and Bid‐Ask Spreads in Stock Option Markets 2 2 4 100 2 2 5 281
Equity trading and the allocation of market data revenue 0 0 0 17 0 0 1 74
Ex-dividend Arbitrage in Option Markets 1 1 1 59 1 1 1 200
Microstructural biases in empirical tests of option pricing models 0 0 0 44 0 0 0 151
Risk-Neutral Skewness: Evidence from Stock Options 0 2 14 199 0 5 27 489
Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon 0 0 1 109 0 0 10 304
Stock index futures trading and volatility in international equity markets 1 1 6 19 2 3 10 65
Stock return dynamics, option volume, and the information content of implied volatility 0 0 1 8 0 1 2 15
The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements 0 1 2 40 0 2 5 209
Total Journal Articles 4 7 29 602 5 14 61 1,891


Statistics updated 2024-09-04