| Risk-neutral skewness: Evidence from stock options P Dennis, S Mayhew Journal of Financial and Quantitative Analysis 37 (3), 471-493, 2002 | 563 | 2002 |
| Who blinks in volatile markets, individuals or institutions? PJ Dennis, D Strickland The Journal of Finance 57 (5), 1923-1949, 2002 | 476 | 2002 |
| Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon P Dennis, S Mayhew, C Stivers Journal of Financial and Quantitative Analysis 41 (2), 381-406, 2006 | 351 | 2006 |
| Who's informed? An analysis of stock ownership and informed trading PJ Dennis, J Weston An Analysis of Stock Ownership and Informed Trading (June 4, 2001), 2001 | 217 | 2001 |
| Common ownership does not have anticompetitive effects in the airline industry P Dennis, K Gerardi, C Schenone The Journal of Finance 77 (5), 2765-2798, 2022 | 130 | 2022 |
| The effect of stock splits on liquidity and excess returns: Evidence from shareholder ownership composition P Dennis, D Strickland Journal of Financial Research 26 (3), 355-370, 2003 | 105 | 2003 |
| The determinants of idiosyncratic volatility P Dennis, D Strickland Unpublished working paper, University of Virginia, 2004 | 92 | 2004 |
| Stock splits and liquidity: the case of the Nasdaq‐100 index tracking stock P Dennis Financial Review 38 (3), 415-433, 2003 | 56 | 2003 |
| Microstructural biases in empirical tests of option pricing models P Dennis, S Mayhew Review of Derivatives Research 12, 169-191, 2009 | 52 | 2009 |
| The effects of rebalancing on size and book-to-market ratio portfolio returns P Dennis, SB Perfect, KN Snow, KW Wiles Financial Analysts Journal 51 (3), 47-57, 1995 | 50 | 1995 |
| Who's informed P Dennis, J Weston An Analysis of Stock Ownership and Informed Trading.“Mimeographed document, 2001 | 38 | 2001 |
| Implied volatility smiles: Evidence from options on individual equities P Dennis, S Mayhew Working paper, University of Virginia, 2000 | 30 | 2000 |
| The effect of stock splits on liquidity: Evidence from shareholder ownership composition PJ Dennis, D Strickland Working Papers Series, 98-1, 1998 | 28 | 1998 |
| The role of “Prominent Numbers” in open numerical judgment: Strained decision makers choose from a limited set of accessible numbers BA Converse, PJ Dennis Organizational Behavior and Human Decision Processes 147, 94-107, 2018 | 27 | 2018 |
| Does trading anonymously enhance liquidity? PJ Dennis, P Sandås Journal of Financial and Quantitative Analysis 55 (7), 2372-2396, 2020 | 13 | 2020 |
| Optimal no‐arbitrage bounds on S&P 500 index options and the volatility smile PJ Dennis Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001 | 11 | 2001 |
| Valuing multiple employee stock options issued by the same company PJ Dennis, RJ Rendleman Jr Journal of Derivatives 16 (1), 44, 2008 | 3 | 2008 |
| An LP Approach to Synthetic Option Replication with Transaction Costs and Multiple Security Selection P Dennis, RJ Rendleman Advances in Futures and Options Research 8, 53-84, 1995 | 3 | 1995 |
| Trade size clustering P Dennis Working paper, 2012 | 2 | 2012 |
| A Depth-First Search Technique for the Valuation of American Path-Dependent Derivatives P Dennis Journal of Applied Business Research (JABR) 17 (3), 2001 | 2 | 2001 |
