Allen M. Poteshman

From MarketsWiki
Jump to: navigation, search
RCG Division of Marex Spectron-337x80.jpg
Allen M. Poteshman
AllenP2.jpg
Occupation Associate Professor of Finance, James F. Towey Faculty Fellow
Employer University of Illinois at Urbana-Champaign
Website Home page

Allen M. Poeshman is the James F. Towey Faculty Fellow and Associate Professor of Finance at the University of Illinois at Urbana - Champaign.[1]

Background

Education

Publications

  • Unusual Option Market Activity and the Terrorist Attacks of September 11, 2001, Poteshman, Allen M., 2006, Unusual Option Market Activity and the Terrorist Attacks of September 11, 2001, Journal of Business 79, 1703-1726.(Abstract)(Full Paper PDF)
  • w11843 Demand-Based Option Pricing, with Nicolae Garleanu, Lasse Heje Pedersen: December 2005[2]
  • w10925 The Information of Option Volume for Future Stock Prices, with Jun Pan: November 2004[3]
  • 88w10264 Investor Behavior in the Option Market, with Josef Lakonishok, Inmoo Lee: February 2004[4]
  • 8w9327 Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives, with Nengjiu Ju, Robert Parrino, Michael S. Weisbach: November 2002[5]
  • 8w8763 Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects, with Robert Parrino, Michael S. Weisbach: January 2002[6]


References

  1. Allen M. Poteshman. University of Illinois.
  2. Demand=Based Option Pricing. National Bureau of Economic Research.
  3. The Information of Option Volume for Future Stock Prices. National Bureau of Economic Research.
  4. Investor Behavior in the Option Market. National Bureau of Economic Research.
  5. Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives. National Bureau of Economic Research.
  6. Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects. National Bureau of Economic Research.