Concepedia

Scott Mixon

SM

7

Publications

141

Citations

7

H-Index

2002

Active since

Affiliations

Commodity Futures Trading Commission(Current)

Scott Mixon is an author at Commodity Futures Trading Commission specializing in finance, business, and financial economics.

ORCID

Top concepts

Publications per year

2002–2017

7

Publications

7

What Does Implied Volatility Skew Measure?

Scott Mixon · The Journal of Derivatives · 2011 · 27 citations

Volatility Derivatives in Practice: Activity and Impact

Scott Mixon, Esen Onur · SSRN Electronic Journal · 2015 · 26 citations · Full text

The implied volatility term structure of stock index options

Scott Mixon · Journal of Empirical Finance · 2007 · 26 citations · Full text

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Option markets and implied volatility: Past versus present☆

Scott Mixon · Journal of Financial Economics · 2009 · 17 citations · Full text

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Factors explaining movements in the implied volatility surface

Scott Mixon · Journal of Futures Markets · 2002 · 17 citations · Full text

, , +15

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