Stewart Mayhew

Finance · 2000–2006

A researcher in the Science corpus: 6 papers; trusts 7 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom Stewart Mayhew trusts overall

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

  1. Jun Pan
  2. Gurdip Bakshi
  3. R. Huang
  4. G. Booth

Who trusts Stewart Mayhew overall

  1. Peter F. Christoffersen
  2. Jeong‐Bon Kim
  3. Joost Driessen
  4. Amit Goyal
  5. Justin Birru
  6. Jin E. Zhang
  7. Jennifer S. Conrad
  8. Iván Blanco
  9. Brian H. Boyer
  10. Frankie Chau

Papers from Stewart Mayhew's perspective

Ordered by how strongly the researchers Stewart Mayhew 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. The Quality of ECN and Nasdaq Market Maker Quotes
  4. Trading and Pricing in Upstairs and Downstairs Stock Markets
  5. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  6. The distribution of realized stock return volatility
  7. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  8. Volatility Risk Premiums Embedded in Individual Equity Options
  9. The Impact of Trades on Daily Volatility
  10. Measures of Contributions to Price Discovery: A Comparison

Their papers