Patrick J. Dennis

发表

Risk-Neutral Skewness: Evidence from Stock Options

Patrick J. Dennis, S. Mayhew, 2002 .

Microstructural biases in empirical tests of option pricing models

Stewart Mayhew, Patrick J. Dennis, S. Mayhew, 2006 .

The role of “Prominent Numbers” in open numerical judgment: Strained decision makers choose from a limited set of accessible numbers

Benjamin A Converse, Patrick J. Dennis, Benjamin A. Converse, 2016, Organizational Behavior and Human Decision Processes.

Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon

Stewart Mayhew, Chris T. Stivers, Patrick J. Dennis, 2006, Journal of Financial and Quantitative Analysis.

Stock Splits and Liquidity: The Case of the Nasdaq-100 Index Tracking Stock

Patrick J. Dennis, 2003 .

Valuing Multiple Employee Stock Options Issued by the Same Company

Richard J. Rendleman, Patrick J. Dennis, 2008 .

The Effect of Stock Splits on Liquidity: Evidence from Shareholder Ownership Composition

Patrick J. Dennis, D. Strickland, 1998 .

The Role of 'Prominent Numbers' in Open Numerical Judgment: Strained Decision Makers Choose from a Limited Set of Accessible Numbers

Benjamin A Converse, Patrick J. Dennis, Benjamin A. Converse, 2018 .

Who Blinks in Volatile Markets, Individuals or Institutions?

Patrick J. Dennis, D. Strickland, Deon Strickland, 2000 .

James P. Weston, Patrick J. Dennis, 2021 .

Does Trading Anonymously Enhance Liquidity?

Patrik Sand̊as, Patrick J. Dennis, Patrik Sandås, 2019, Journal of Financial and Quantitative Analysis.

The Effect Of Stock Splits On Liquidity And Excess Returns: Evidence From Shareholder Ownership Composition

Patrick J. Dennis, D. Strickland, 2003 .

The determinants of idiosyncratic volatility

Patrick J. Dennis, Mcintire, 2004 .

Common Ownership Does Not Have Anti-Competitive Effects in the Airline Industry

Kristopher Gerardi, Patrick J. Dennis, Carola Schenone, 2019, Federal Reserve Bank of Atlanta, Working Papers.

Who's Informed? An Analysis of Stock Ownership and Informed Trading

Patrick J. Dennis, J. Weston, 2001 .

The Effects of Rebalancing on Size and Book-to-Market Ratio Portfolio Returns

Patrick J. Dennis, Steven B. Perfect, Kenneth W. Wiles, 1995 .

Regulation FD and Informed Trading Around Corporate Acquisitions

Patrick J. Dennis, C. Lefanowicz, 2009 .

Optimal No‐Arbitrage Bounds on S&P 500 Index Options and the Volatility Smile

Patrick J. Dennis, 2001 .

Implications of Comovement Patterns in the Stock Option and Spot Markets 1

Patrick J. Dennis, S. Mayhew, Chris Stivers, 2002 .