| The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns D Diavatopoulos, JS Doran, A Fodor, DR Peterson Journal of Banking & Finance 36 (3), 786-802, 2012 | 81 | 2012 |
| Call-put implied volatility spreads and option returns JS Doran, A Fodor, D Jiang Review of Asset Pricing Studies 3 (2), 258-290, 2013 | 41 | 2013 |
| Do option open-interest changes foreshadow future equity returns? A Fodor, K Krieger, JS Doran Financial markets and portfolio management 25, 265-280, 2011 | 33 | 2011 |
| Have investors learned from the crisis? An analysis of post-crisis pricing errors and market corrections in US stock markets based on the reverse DCF model A Takács, J Ulbert, A Fodor Applied Economics 52 (20), 2208-2218, 2020 | 18 | 2020 |
| How do informed option traders trade? Option trading activity, news releases, and stock return predictability M Cremers, A Fodor, D Muravyev, D Weinbaum 11th Annual Mid-Atlantic Research Conference in Finance (MARC), 2019 | 18 | 2019 |
| Inefficient pricing from holdover bias in NFL point spread markets A Fodor, M DiFilippo, K Krieger, J Davis Applied financial economics 23 (17), 1407-1418, 2013 | 18 | 2013 |
| The effect of fair valuation on banks' earnings quality: empirical evidence from developed and emerging European countries A Takacs, T Szucs, D Kehl, A Fodor Heliyon 6 (12), 2020 | 17 | 2020 |
| Financial market reactions to a company disaster: the BP case A Fodor, JD Stowe Journal of Applied Finance (Formerly Financial Practice and Education) 22 (1), 2012 | 17 | 2012 |
| Option trading activity, news releases, and stock return predictability D Weinbaum, A Fodor, D Muravyev, M Cremers Management Science 69 (8), 4810-4827, 2023 | 16* | 2023 |
| The predictive power of REIT implied volatility and implied idiosyncratic volatility D Diavatopoulos, A Fodor, S Howton, S Howton Journal of Real Estate Portfolio Management 16 (1), 29-38, 2010 | 14 | 2010 |
| Bank asset structure and deposit insurance pricing A Camara, T Davidson, A Fodor Journal of Banking & Finance 114, 105805, 2020 | 13 | 2020 |
| Show me the money: Option moneyness concentration and future stock returns K Bergsma, V Csapi, D Diavatopoulos, A Fodor Journal of Futures Markets 40 (5), 761-775, 2020 | 13 | 2020 |
| Team interdependence and turnover: evidence from the NFL J L. Davis, A Fodor, M E. Pfahl, J Stoner American journal of business 29 (3/4), 276-292, 2014 | 13 | 2014 |
| Does corporate governance matter for equity returns? D Diavatopoulos, A Fodor Available at SSRN 1546645, 2010 | 13 | 2010 |
| Option implied dividends predict dividend cuts: Evidence from the financial crisis A Fodor, DL Stowe, JD Stowe Journal of business finance & accounting 44 (5-6), 755-779, 2017 | 11 | 2017 |
| Is there money to be made investing in options? A historical perspective J Doran, A Fodor A Historical Perspective (December 8, 2006), 2006 | 11 | 2006 |
| Option market efficiency and analyst recommendations JS Doran, A Fodor, K Krieger Journal of Business Finance & Accounting 37 (5‐6), 560-590, 2010 | 10 | 2010 |
| Contextualizing the financial disparity discussion: Modeling Power Five and Group of Five athletic revenues L Wanless, NM Watanabe, HJ Lawrence-Benedict, A Fodor Journal of Issues in Intercollegiate Athletics 12 (1), 10, 2019 | 9 | 2019 |
| The BP oil disaster: Stock and option market reactions A Fodor, JD Stowe Available at SSRN 1631970, 2010 | 9 | 2010 |
| Price movements and the prevalence of informed traders: The case of line movement in college basketball K Krieger, A Fodor Journal of economics and business 68, 70-82, 2013 | 8 | 2013 |
Danling JiangProfessor of Finance, Stony Brook UniversityAdresse e-mail validée de stonybrook.edu
