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Sophie Xiaoyan Ni
Sophie Xiaoyan Ni
Hong Kong Baptist University
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Title
Cited by
Cited by
Year
Contrarian and momentum strategies in the China stock market: 1993–2000
J Kang, MH Liu, SX Ni
Pacific-Basin Finance Journal 10 (3), 243-265, 2002
5222002
Volatility information trading in the option market
SX Ni, J Pan, AM Poteshman
The Journal of Finance 63 (3), 1059-1091, 2008
443*2008
Stock price clustering on option expiration dates
SX Ni, ND Pearson, AM Poteshman
Journal of Financial Economics 78 (1), 49-87, 2005
2602005
Demand for crash insurance, intermediary constraints, and risk premia in financial markets
H Chen, S Joslin, SX Ni
The Review of Financial Studies 32 (1), 228-265, 2019
1212019
The effects of investor sentiment on speculative trading and prices of stock and index options
ML Lemmon, SX Ni
Available at SSRN 1306237, 2008
942008
Does option trading have a pervasive impact on underlying stock prices?
SX Ni, ND Pearson, AM Poteshman, J White
The Review of Financial Studies 34 (4), 1952-1986, 2021
792021
Differences in trading and pricing between stock and index options
M Lemmon, SX Ni
Management Science 60 (8), 1985-2001, 2014
672014
Days to cover and stock returns
HG Hong, W Li, SX Ni, JA Scheinkman, P Yan
National Bureau of Economic Research, 2015
642015
Trading puts and CDS on stocks with short sale ban
SX Ni, J Pan
Available at SSRN 1572462, 2011
642011
The information in option volume for stock prices
J Pan, AM Poteshman
Unpublished working paper. Massachusetts Institute of Technology and …, 2003
442003
Demand for crash insurance, intermediary constraints, and stock return predictability
H Chen, S Joslin, S Ni
AFA 2013 San Diego Meetings Paper, 2014
162014
Demand for crash insurance and stock returns
H Chen, S Joslin, S Ni
92013
Trading options and CDS on stocks under the short sale ban
SX Ni, J Pan
Available at SSRN 1572462, 2020
82020
Does option trading affect the return predictability of short selling activity?
K Chan, HW Kot, SX Ni
Available at SSRN 2434387, 2016
72016
All are smart: Do short sellers convey more information than option investors?
K Chan, HW Kot, SX Ni
Available at SSRN 1786326, 2011
52011
the Information in Option Volume for Future Stock Volatility
SX Ni, J Pan, A Poteshman
Journal of Finance 63, 1059-1091, 2008
42008
The effects of sentiment on option speculative trading and prices of stock and index options
ML Lemmon, S Ni
Caesarea Centre 6th Annual Academic Conference, 2009
32009
Contrarian and Momentum Strategies in the China Stock Market: 1993–2000
SX Ni, J Kang, MH Liu
Pacific Basin Finance Journal 10, 243, 2002
22002
Index Options Trading and Sentiment
L Wang, SX Ni, A Stouraitis
Available at SSRN 3981994, 2021
12021
Idiosyncratic Skewness Preference or Measurement Error? Evidence from the Options Market
K Chan, SX Ni
Evidence from the Options Market (March 15, 2018), 2018
12018
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