This paper measures the channels by which private information is incorporated in prices in
the equity and option markets. Using a mispricing events approach and conditioning on the …

We evaluate the performance of different approaches for estimating quantiles of compound
distributions, which are widely used for risk quantification in the banking and insurance …

Bakshi et al. (Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual
Equity Options. Rev. Financ. Stud., 2003, 16(1), 101–143) develop a novel method for …

Hayden Kane: Curriculum Vitae … Hayden Kane … Hayden Kane …

As exchange-traded funds (ETFs) have become an important investment tool to hedge risk,
an appealing new type of ETF has been developed called “hedge fund ETFs”(HETFs). …

This paper measures the channels by which private information is incorporated in prices in
the equity and option markets. Using a mispricing events approach and conditioning on the …

The literature proposes several alternatives for estimating compound distributions, which are
widely used for risk quantification in the banking and insurance industries. In this paper, we …

Calcineurin is a calcium/calmodulin-dependent phosphatase whose activity is required for
the induction of T cell lymphokine production and proliferation. Although its specific role in T …

Bloomberg and Briefing.com provide competing forecasts for prescheduled macroeconomic
announcements. This study examines the accuracy of these forecasts and market reactions …

The recent literature investigating profitability anomalies defines profitability in various ways
(ie, gross, operating, and cash based). We show that limits to arbitrage are associated with …