Dmitriy Muravyev
Title
Cited by
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
1672013
Order flow and expected option returns
D Muravyev
The Journal of Finance 71 (2), 673-708, 2016
1022016
Options trading costs are lower than you think
D Muravyev, ND Pearson
The Review of Financial Studies 33 (11), 4973-5014, 2020
482020
Informed trading in the stock market and option price discovery
P Collin-Dufresne, V Fos, D Muravyev
Swiss Finance Institute Research Paper, 2017
29*2017
Is there a risk premium in the stock lending market? evidence from equity options
D Muravyev, ND Pearson, JM Pollet
22*2016
Why do option returns change sign from day to night?
D Muravyev, XC Ni
Journal of Financial Economics 136 (1), 219-238, 2020
19*2020
Understanding returns to short selling using option-implied stock borrowing fees
D Muravyev, ND Pearson, JM Pollet
Available at SSRN 2851560, 2018
182018
Index option trading activity and market returns
T Chordia, A Kurov, D Muravyev, A Subrahmanyam
Management Science, 2020
16*2020
Should We Use Closing Prices? Institutional Price Pressure at the Close
V Bogousslavsky, D Muravyev
10*2019
Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading
D Muravyev, J Picard
7*2016
How Do Informed Option Traders Trade? Option Trading Activity, News Releases, and Stock Return Predictability
D Weinbaum, A Fodor, D Muravyev, M Cremers
11th Annual Mid-Atlantic Research Conference in Finance (MARC), 28th Annual …, 2020
5*2020
Text sentiment’s ability to capture information: evidence from earnings calls
T Chebonenko, L Gu, D Muravyev
Available at SSRN 2352524, 2018
32018
Market Return Around the Clock: A Puzzle
O Bondarenko, D Muravyev
Available at SSRN, 2020
12020
Making better use of option prices to predict stock returns
D Muravyev, A Vasquez, W Wang
12018
The joint cross section of stocks and options
T Chordia, A Kurov, D Muravyev, A Subrahmanyam
Management Science 67 (3), 1758-1778, 2021
2021
Three essays in empirical derivatives
D Muravyev
University of Illinois at Urbana-Champaign, 2012
2012
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Articles 1–16