| Smooth volatility shifts and spillovers in US crude oil and corn futures markets P Teterin, R Brooks, W Enders Journal of Empirical Finance 38, 22-36, 2016 | 45 | 2016 |
| Samuelson hypothesis, arbitrage activity, and futures term premiums R Brooks, P Teterin Journal of Futures Markets 40 (9), 1420-1441, 2020 | 8 | 2020 |
| REIT debt pricing and ownership structure C Gilstrap, A Petkevich, O Sezer, P Teterin The Journal of Real Estate Finance and Economics, 1-44, 2021 | 7 | 2021 |
| Striking up with the in crowd: When option markets and insiders agree C Gilstrap, A Petkevich, P Teterin Journal of Banking & Finance 120, 105963, 2020 | 2 | 2020 |
| The information in global interest rate futures contracts R Brooks, BN Cline, P Teterin, Y You Journal of Futures Markets 42 (6), 1135-1166, 2022 | 1 | 2022 |
| Options trading imbalance, cash-flow news, and discount-rate news D Chichernea, K Huang, A Petkevich, P Teterin Journal of Empirical Finance 77, 101491, 2024 | | 2024 |
| Lever up! An analysis of options trading in leveraged ETFs C Gilstrap, A Petkevich, P Teterin, K Wang Journal of Futures Markets 44 (6), 986-1002, 2024 | | 2024 |
| Distracted Banks and Corporate Bond Pricing A Petkevich, P Teterin Available at SSRN 3968248, 2021 | | 2021 |
Alex PetkevichAssociate Professor of Finance, University of DenverVerified email at du.edu
