Stephen Szaura

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Ruslan GoyenkoMcGill UniversityVerified email at mcgill.ca
Paul SchultzUniversity of Notre DameVerified email at nd.edu
Yoontae JeonAssistant Professor of Finance, McMaster UniversityVerified email at mcmaster.ca
Joon Woo BaeCase Western Reserve UniversityVerified email at case.edu
Thomas H. McCurdyRotman School of Management, University of TorontoVerified email at rotman.utoronto.ca
Jan EricssonMcGill UniversityVerified email at mcgill.ca
Hitesh DoshiUniversity of HoustonVerified email at bauer.uh.edu
Fan YuProfessor of Financial Economics, Claremont McKenna CollegeVerified email at cmc.edu
Phelim BoyleProfessor of Finance, University of Waterloo

Stephen Szaura

Verified email at bi.no - Homepage


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Do Option-Based Measures of Stock Mispricing Find Investment Opportunities or Market Frictions? M Cremers, R Goyenko, P Schultz, S Szaura Ruslan and Schultz, Paul and Szaura, Stephen, Do Option-Based Measures of …, 2019	9	2019
Informed Trading of Options, Option Expiration Risk, and Stock Return Predictability M Cremers, R Goyenko, P Schultz, S Szaura Working Paper, 2019	4	2019
Leverage and Closed-End Bond Funds P Boyle, S Szaura The Journal of Fixed Income 24 (4), 47, 2015	4	2015
Does News, Order Flow, or Illiquidity drive jumps in stock returns? In the day or in the night? Y Jeon, TH McCurdy, S Szaura Available at SSRN 4637027, 2023	1	2023
A Structural Modelling Approach to Closed End Bond Funds S Szaura University of Waterloo, 2013	1	2013
Weather Variance Risk Premia JW Bae, Y Jeon, S Szaura, V Zurita Available at SSRN 4572123, 2023		2023
Blame it on the weather: Market implied weather volatility and firm performance JW Bae, Y Jeon, S Szaura, V Zurita Available at SSRN 4515327, 2023		2023
Accounting Transparency and the Implied Volatility Skew H Doshi, J Ericsson, S Szaura, F Yu Available at SSRN 4225996, 2022		2022
Three essays in empirical asset pricing S Szaura McGill University (Canada), 2021		2021

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