Follow
Mobina Shafaati
Mobina Shafaati
Assistant Professor of Finance, Old Dominion University
Verified email at odu.edu - Homepage
Title
Cited by
Cited by
Year
The cross-section of individual equity option returns
R Brooks, D Chance, M Shafaati
Unpublished working Paper. Lousiana State University, 2018
82018
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
The system can't perform the operation now. Try again later.
Articles 1–6