Concepedia
Statistics
Publications
19
Citations
2.8K
H-Index
18
Active since
1985
Affiliations
University of Virginia(Current)
United States Securities and Exchange Commission
University of Georgia
Purdue University West Lafayette
Stewart Mayhew is an author at University of Virginia specializing in asset pricing, finance, and business.
Top concepts
FinanceBusinessAsset PricingFinancial EconomicsEconomicsOption PricingMarket MicrostructureManagementEmpirical FinanceVolatility Modeling
Publications per year
1985–2015
Informed Trading in Stock and Option Markets
Sugato Chakravarty, Huseyin Gulen, Stewart Mayhew · The Journal of Finance · 2004 · 772 citations
Market Microstructure, Informed Trading, Option Pricing +15
Risk-Neutral Skewness: Evidence from Stock Options
Patrick J. Dennis, Stewart Mayhew · Journal of Financial and Quantitative Analysis · 2002 · 448 citations
Empirical Finance, Market Microstructure, Option Pricing +14
Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon
Patrick J. Dennis, Stewart Mayhew, Chris T. Stivers · Journal of Financial and Quantitative Analysis · 2006 · 270 citations
Empirical Finance, Economics, Volatility Modeling +12
How Do Exchanges Select Stocks for Option Listing?
Stewart Mayhew, Vassil T. Mihov · The Journal of Finance · 2004 · 203 citations
Market Microstructure, Option Pricing, Volatility Modeling +13
Competition, Market Structure, and Bid‐Ask Spreads in Stock Option Markets
Stewart Mayhew · The Journal of Finance · 2002 · 190 citations
Narrower Spreads, Law, Market Design +16
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