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Citations per year
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Cited by
All
Since 2019
Citations
8
8
h-index
1
1
i10-index
0
0
0
4
2
2021
2022
4
4
Co-authors
Don Chance
Louisiana State University
Verified email at lsu.edu
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Mobina Shafaati
Assistant Professor of Finance,
Old Dominion University
Verified email at odu.edu -
Homepage
Asset pricing
derivatives
financial econometrics
machine learning.
Articles
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Cited by
Year
The cross-section of individual equity option returns
R Brooks, D Chance, M Shafaati
Unpublished working Paper. Lousiana State University
, 2018
8
2018
A Stock’s 52-week Price Anchor and the Subsequent Dynamics of Stock and Corporate Bond Monthly Returns
C Chen, S Saha, M Shafaati, CT Stivers, L Sun
Available at SSRN 4549819
, 2023
2023
The Cross-Section of Option Returns: Deriving Inferences in Sparse Models
M Shafaati, DM Chance, R Brooks
Available at SSRN 4495089
, 2023
2023
The Cross-Section of Individual Equity Option Returns
M Shafaati, DM Chance, R Brooks
Available at SSRN 3927410
, 2021
2021
Decomposing the Systematic and Idiosyncratic Components of the Diffusive and Tail Risks in Individual Equity Options
R Brooks, DM Chance, M Shafaati
2020
Essays on the Role of Systematic and Idiosyncratic Volatility in Pricing Individual Equity Options
M Shafaati
2019
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