Demand for lotteries: The choice between stocks and options I Filippou, PA Garcia-Ares, F Zapatero Available at SSRN 3016462, 2018 | 14 | 2018 |
Overcoming arbitrage limits: Option trading and momentum returns A Abhyankar, I Filippou, PA Garcia-Ares Journal of Financial and Quantitative Analysis, 1-24, 2024 | 5 | 2024 |
Betting on the Likelihood of a Short Squeeze I Filippou, PA Garcia-Ares, F Zapatero Available at SSRN, 2019 | 4 | 2019 |
Media Sentiment and the Cross-Section of Option Returns I Filippou, PA Garcia-Ares Available at SSRN 4054872, 2020 | 2 | 2020 |
Dividend Growth Predictability: Isn’t it there? A Abhyankar, PA Garcia-Ares Working Paper, 2013 | 2 | 2013 |
No Max Pain, No Max Gain: Stock Return Predictability at Options Expiration I Filippou, PA Garcia-Ares, F Zapatero Boston University Questrom School of Business Research Paper, 2022 | 1 | 2022 |
Value, Momentum and Market Timing I Filippou, PA Garcia-Ares Available at SSRN 2565913, 2016 | 1 | 2016 |
Get the Option Rolling: Option Return Predictability around the Expiration Dates PA Garcia-Ares Available at SSRN 4595840, 2023 | | 2023 |
Option Mispricing Around Expiration Dates PA Garcia-Ares Available at SSRN 4595840, 2023 | | 2023 |
Short squeeze uncertainty and skewness I Filippou, P Garcia-Ares, F Zapatero SSRN Electronic Journal, 2019 | | 2019 |
Overcoming Arbitrage Limits: Option Trading and Momentum Returns P Garcia Ares, I Filippou, A Abhyankar, O Haykir SSRN, 2018 | | 2018 |
Substitution Effects and Lottery Demand P Garcia Ares, F Zapatero, I Filippou University of Exeter, 2018 | | 2018 |
Uncovering Dividend Growth Predictability: New Evidence from the Post-WW II Period A Abhyankar, PA Garcia-Ares Available at SSRN 2239227, 2015 | | 2015 |
Essays on Stock Return Predictability and Corporate Payout Policy PAG Ares PQDT-UK & Ireland, 2014 | | 2014 |
Exploring the Anatomy of Firm Payouts: Who Pays, How Much and When? PA Garcia-Ares How Much and When, 2014 | | 2014 |
No Max Pain, No Max Gain: Stock Price Predictability at Options Expiration I FILIPPOU, PA GARCIA-ARES, F ZAPATERO | | |
Do Managers Wipe out Momentum Profits?⇤ I Filippou, PA Garcia-Ares | | |