O. Bondarenko
Finance · 2003–2015
A researcher in the Science corpus: 7 papers; trusts 8 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 65 citations into it; #4,858 of 10,518 by trust here, #2,099 by citations
- Economics and Econometrics — 36 citations into it; #11,140 of 23,481 by trust here, #6,570 by citations
Whom O. Bondarenko trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Yacine Aït-Sahalia
- Harrison G. Hong
- Joshua V. Rosenberg
- Rob Bliss
- Alon Brav
- Patricia M. Dechow
- Sanjeev Bhojraj
- David S. Bates
- Robert F. Engle
- R. C. Merton
Who trusts O. Bondarenko overall
- Joost Driessen
- Pascal J. Maenhout
- Luca Benzoni
- Daniel Egloff
- Nicolae Gârleanu
- David Benatia
- Peter F. Christoffersen
- Mark Broadie
- Martijn Cremers
- Christopher S. Jones
Papers from O. Bondarenko's perspective
Ordered by how strongly the researchers O. Bondarenko trusts endorse each paper. Same corpus, a different order for every researcher.
- Common risk factors in the returns on stocks and bonds
- Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns
- Why Do Firms Switch Underwriters
- The Seven Percent Solution
- Is the Abnormal Return Following Equity Issuances Anomalous
- Strategic IPO Underpricing, Information Momentum, and Lockup Expiration Selling
- Gain, Loss, and Asset Pricing (Journal of Political Economy)
- Why are Put Options so Expensive
- Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
- The Level and Persistence of Growth Rates
Their papers
- Intraday Trading Invariance in the E-mini S&P 500 Futures Market (2015) — 29 citations
- Why are Put Options so Expensive (2014) — 213 citations
- Estimation of Risk-Neutral Densities Using Positive Convolution Approximation (2003) — 123 citations
- Exploring Return Dynamics via Corridor Implied Volatility (2015) — 114 citations
- Statistical Arbitrage and Securities Prices (2003) — 129 citations
- Flow Toxicity and Liquidity in a High Frequency World (2012) — 218 citations
- Analysts' Selective Coverage and Subsequent Performance of Newly Public Firms (2006) — 179 citations