Patrick J. Dennis

Finance · 2002–2006

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom Patrick J. Dennis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jun Pan
  2. Gurdip Bakshi
  3. Nicolas P. B. Bollen
  4. Nikunj Kapadia
  5. Doron Avramov
  6. Torben G. Andersen

Who trusts Patrick J. Dennis overall

  1. Jeong‐Bon Kim
  2. Jin E. Zhang
  3. Justin Birru
  4. Jennifer S. Conrad
  5. Anders Eriksson
  6. Eric Ghysels
  7. Baolian Wang
  8. Yi Xiang
  9. Robert F. Dittmar
  10. Shu Yan

Papers from Patrick J. Dennis's perspective

Ordered by how strongly the researchers Patrick J. Dennis trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  3. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  4. The distribution of realized stock return volatility
  5. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  6. Volatility Risk Premiums Embedded in Individual Equity Options
  7. The Impact of Trades on Daily Volatility
  8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  9. Generalized autoregressive conditional heteroskedasticity
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers