Neil D. Pearson
Affiliations: | University of Illinois, Urbana-Champaign, Urbana-Champaign, IL |
Area:
asset pricing, investments, derivatives, risk managementWebsite:
https://giesbusiness.illinois.edu/profile/neil-pearsonGoogle:
"Neil David Pearson" OR "Neil D. Pearson"Bio:
https://scholar.google.com/citations?user=MToTNq0AAAAJ&hl=en
http://hdl.handle.net/1721.1/14082
Parents
Sign in to add mentor| John Carrington Cox | grad student | 1990 | MIT (Management Tree) | |
| (Essays on dynamic models in financial economics) | ||||
Children
Sign in to add trainee| Minqiang Li | grad student | 2005 | UIUC |
| Joseph M. Marks | grad student | 2005 | UIUC |
| Qian Deng | grad student | 2008 | UIUC |
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Publications
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| Ni SX, Pearson ND, Poteshman AM, et al. (2020) Does Option Trading Have a Pervasive Impact on Underlying Stock Prices Review of Financial Studies |
| Muravyev D, Pearson ND. (2020) Option Trading Costs Are Lower than You Think Review of Financial Studies |
| Pearson ND, Yang Z, Zhang Q. (2020) The Chinese Warrants Bubble: Evidence from Brokerage Account Records Review of Financial Studies |
| Henderson BJ, Pearson ND, Wang L. (2020) Pre-trade hedging: Evidence from the issuance of retail structured products Journal of Financial Economics. 137: 108-128 |
| Lee I, Park YJ, Pearson ND. (2020) Repurchases after being well known as good news Journal of Corporate Finance. 62: 101552 |
| Ge L, Lin TC, Pearson ND. (2016) Why does the option to stock volume ratio predict stock returns? Journal of Financial Economics. 120: 601-622 |
| Henderson BJ, Pearson ND, Wang L. (2015) New evidence on the financialization of commodity markets Review of Financial Studies. 28: 1285-1311 |
| Kitwiwattanachai C, Pearson ND. (2015) Inferring Correlations of Asset Values and Distances-to-Default from CDS Spreads: A Structural Model Approach The Review of Asset Pricing Studies. 5: 112-154 |
| Muravyev D, Pearson ND, Broussard JP. (2013) Is There Price Discovery in Equity Options Journal of Financial Economics. 107: 259-283 |
| Henderson BJ, Pearson ND. (2011) The dark side of financial innovation: A case study of the pricing of a retail financial product Journal of Financial Economics. 100: 227-247 |