Aamir M. Sheikh

The Behavior of Volatility Expectations and Their Effects on Expected Returns

Aamir M. Sheikh, 1993 .

Transaction Data Tests of S&P 100 Call Option Pricing

Aamir M. Sheikh, 1991, Journal of Financial and Quantitative Analysis.

Stock Splits, Volatility Increases, and Implied Volatilities

Aamir M. Sheikh, 1989 .

Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation

Bruce G. Resnick, Aamir M. Sheikh, Yo-shin Song, 1993, Journal of Financial and Quantitative Analysis.

A Characterization of the Daily and Intraday Behavior of Returns on Options

Ehud I. Ronn, Aamir M. Sheikh, 1994 .