Advanced Search
MyIDEAS: Login

Stewart Mayhew

Contents:

This is information that was supplied by Stewart Mayhew in registering through RePEc. If you are Stewart Mayhew , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Stewart
Middle Name:
Last Name: Mayhew
Suffix:

RePEc Short-ID: pma1075

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: 1919 Pennsylvania Ave. Suite 600 Washington, DC 20006-3420
Phone:

Affiliation

Cornerstone Research
Location: New York City, New York (United States)
Homepage: http://www.cornerstone.com/
Email:
Phone: 212.605.5000
Fax: 212.759.3045
Postal: 599 Lexington Avenue, 43rd Floor, New York, NY 10022-7642
Handle: RePEc:edi:corneus (more details at EDIRC)

Works

as in new window

Working papers

  1. Stewart Mayhew & Vassil Mihov, 2000. "Another Look at Option Listing Effects," Finance 0004002, EconWPA.

Articles

  1. Jia Hao & Avner Kalay & Stewart Mayhew, 2010. "Ex-dividend Arbitrage in Option Markets," Review of Financial Studies, Society for Financial Studies, vol. 23(1), pages 271-303, January.
  2. 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.
  3. 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(02), pages 381-406, June.
  4. Sugato Chakravarty & Huseyin Gulen & Stewart Mayhew, 2004. "Informed Trading in Stock and Option Markets," Journal of Finance, American Finance Association, vol. 59(3), pages 1235-1258, 06.
  5. Stewart Mayhew & Vassil Mihov, 2004. "How Do Exchanges Select Stocks for Option Listing?," Journal of Finance, American Finance Association, vol. 59(1), pages 447-471, 02.
  6. Dennis, Patrick & Mayhew, Stewart, 2002. "Risk-Neutral Skewness: Evidence from Stock Options," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(03), 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, 04.
  8. Stewart Mayhew & Frank Packer, 1999. ""Japanese Corporate Finance and International Competition". By MASASUKE IDE. New York, NY: St. Martin's Press, 1998. Pp. xii + 194," Journal of Finance, American Finance Association, vol. 54(2), pages 817-823, 04.
  9. 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 1635-53, December.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2001-02-14. Author is listed
  2. NEP-FMK: Financial Markets (1) 2001-02-14. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Stewart Mayhew should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.