Scott Murray - Concepedia

Author

Scott Murray

Georgia State University

Also Known As

Murray Scott, Scott Murray

Publications

1.3K

Citations

H-Index

Concepts

All Affiliations

Georgia State University Georgetown University Fordham University New York University University of Nebraska–Lincoln

About

Scott Murray is an author at Georgia State University specializing in asset pricing, business, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	6	6	769
2	Economics	4	4	488
3	Management	3	3	392
4	Engineering	1	1	30
5	Computer Science	1	1	30

Scott Murray

Publications

1.1K

Citations

H-Index

Page 1

	Year	Citations
A Lottery-Demand-Based Explanation of the Beta Anomaly Turan G. Bali, Stephen J. Brown, Scott Murray, Journal of Financial and Quantitative Analysis Empirical FinancePersistent AnomaliesExperimental FinanceAsset PricingBehavioral Finance	2017	351
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? Turan G. Bali, Scott Murray Journal of Financial and Quantitative Analysis Risk-neutral Skewness PredictOption PricingVolatility ModelingAsset PricingMarket Trend	2013	271
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? Turan G. Bali, Scott Murray SSRN Electronic Journal Risk-neutral Skewness PredictAsset Pricing	2012	102
Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns Turan G. Bali, Jianfeng Hu, Scott Murray SSRN Electronic Journal Option Implied VolatilityOption PricingVolatility ModelingEconomicsAsset Pricing	2013	95
Bear beta Zhongjin Lu, Scott Murray Journal of Financial Economics	2018	76
The Bond-Pricing Implications of Rating-Based Capital Requirements Scott Murray, Stanislava Nikolova Journal of Financial and Quantitative Analysis Empirical FinanceTerm Structure ModelRating-based Capital RequirementsFinancial Risk ManagementCost Of Capital	2021	31
Charting by machines Scott Murray, Yusen Xia, Houping Xiao Journal of Financial Economics Artificial IntelligenceInteractive VisualizationEngineeringComputational VisualizationGraph Drawing	2024	30
Betting Against Beta or Demand for Lottery Turan G. Bali, Stephen J. Brown, Scott Murray, SSRN Electronic Journal	2014	23
The Bond Pricing Implications of Rating-Based Capital Requirements Scott Murray, Stanislava Nikolova SSRN Electronic Journal	2017	23
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? Turan G. Bali, Scott Murray SSRN Electronic Journal Risk-neutral Skewness PredictAsset Pricing	2012	14

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