julienmessias2 documents

Documents Dispersion trading: many applications

Documents Why We Do Need to Actively Manage an Equity Portfolio During Earning Releases Period

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Documents A Cornelian Dilemma

Documents Sta202bisTailCorrelation - application to Chinese ADR stocks

Documents SPX Skew Steepness - Follow up

Documents How to Properly Price Earnings Implied Moves?

Documents Earningsoption Scenario Nflx Us 09102015

Documents PEAD Momentum 22012016

Documents Smart Earnings & Equity Risk Premia

Documents PEAD Momentum 26022016

Documents Earningsoption Scenario Wba Us 01072016

Documents RiskPremia_SmartEarnings_24062016

Documents RiskPremia_SmartEarnings_20052016

Documents Netflix_Earnings_18042016

Documents PEAD Momentum 29012016