Neil D Pearson

  • Professor, Finance
  • Harry A. Brandt Distinguished Professorship, Finance
19912016
If you made any changes in Pure, your changes will be visible here soon.

Fingerprint Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

  • 3 Similar Profiles
Investors Business & Economics
Value at risk Business & Economics
Incomplete markets Business & Economics
Stock prices Business & Economics
Short-sale constraints Business & Economics
Short rate Business & Economics
Options markets Business & Economics
Market risk Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1991 2016

Why does the option to stock volume ratio predict stock returns?

Ge, L., Lin, T. C. & Pearson, N. D., Jun 1 2016, In : Journal of Financial Economics. 120, 3, p. 601-622 22 p.

Research output: Contribution to journalArticle

Option volume
Stock returns
Purchase
Predictors
Option trading

Inferring correlations of asset values and distances-to-default from CDS spreads: A structural model approach

Kitwiwattanachai, C. & Pearson, N. D., Jan 1 2015, In : Review of Asset Pricing Studies. 5, 1, p. 112-154 43 p.

Research output: Contribution to journalArticle

Structural model
Credit default swap (CDS) spreads
Asset value
Credit risk models
Equity

New evidence on the financialization of commodity markets

Henderson, B. J., Pearson, N. D. & Wang, L., Jan 1 2015, In : Review of Financial Studies. 28, 5, p. 1285-1311 27 p.

Research output: Contribution to journalArticle

Financialization
Commodity markets
Commodities
Futures prices
Investors

Is there price discovery in equity options?

Muravyev, D., Pearson, N. D. & Paul Broussard, J., Feb 1 2013, In : Journal of Financial Economics. 107, 2, p. 259-283 25 p.

Research output: Contribution to journalArticle

Price discovery
Equity options
Stock prices
Options markets
Ticks

The dark side of financial innovation: A case study of the pricing of a retail financial product

Henderson, B. J. & Pearson, N. D., May 1 2011, In : Journal of Financial Economics. 100, 2, p. 227-247 21 p.

Research output: Contribution to journalArticle

Financial products
Retail
Financial innovation
Pricing
Expected returns