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Stewart Mayhew

Personal Details

First Name:Stewart
Middle Name:
Last Name:Mayhew
Suffix:
RePEc Short-ID:pma1075
[This author has chosen not to make the email address public]

Affiliation

Cornerstone Research

New York City, New York (United States)
http://www.cornerstone.com/
RePEc:edi:corneus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cecilia R. Caglio & Stewart Mayhew, 2012. "Equity trading and the allocation of market data revenue," Finance and Economics Discussion Series 2012-65, Board of Governors of the Federal Reserve System (U.S.).
  2. Stewart Mayhew & Vassil Mihov, 2000. "Another Look at Option Listing Effects," Finance 0004002, University Library of Munich, Germany.

Articles

  1. Caglio, Cecilia & Mayhew, Stewart, 2016. "Equity trading and the allocation of market data revenue," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 97-111.
  2. Jia Hao & Avner Kalay & Stewart Mayhew, 2010. "Ex-dividend Arbitrage in Option Markets," The Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 271-303, January.
  3. Patrick Dennis & Stewart Mayhew, 2009. "Microstructural biases in empirical tests of option pricing models," Review of Derivatives Research, Springer, vol. 12(3), pages 169-191, October.
  4. Dennis, Patrick & Mayhew, Stewart & Stivers, Chris, 2006. "Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 41(2), pages 381-406, June.
  5. Stewart Mayhew & Chris Stivers, 2003. "Stock return dynamics, option volume, and the information content of implied volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(7), pages 615-646, July.
  6. Dennis, Patrick & Mayhew, Stewart, 2002. "Risk-Neutral Skewness: Evidence from Stock Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(3), pages 471-493, September.
  7. Stewart Mayhew, 2002. "Competition, Market Structure, and Bid‐Ask Spreads in Stock Option Markets," Journal of Finance, American Finance Association, vol. 57(2), pages 931-958, April.
  8. Huseyin Gulen & Stewart Mayhew, 2000. "Stock index futures trading and volatility in international equity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(7), pages 661-685, August.
  9. Stewart Mayhew & Frank Packer, 1999. "Book Reviews," Journal of Finance, American Finance Association, vol. 54(2), pages 817-823, April.
  10. Mayhew, Stewart & Sarin, Atulya & Shastri, Kuldeep, 1995. "The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements," Journal of Finance, American Finance Association, vol. 50(5), pages 1635-1653, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2001-02-14 2012-10-20
  2. NEP-FIN: Finance (1) 2001-02-14
  3. NEP-MST: Market Microstructure (1) 2012-10-20

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