Concepedia

Dean Diavatopoulos

DD

8

Publications

174

Citations

8

H-Index

2008

Active since

Affiliations

Villanova University(Current)

Ohio University

Seattle University

Central Michigan University

Florida State University

Dean Diavatopoulos is an author at Villanova University specializing in business, asset pricing, and finance.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsAccountingEmpirical FinanceQuantitative FinanceManagementMarket MicrostructureTrade

Publications per year

2008–2019

8

Publications

8

The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns

Dean Diavatopoulos, James Doran, Andy Fodor et al. · Journal of Banking & Finance · 2011 · 63 citations

Empirical Finance, Asset Pricing, Accounting +7

Exchange-Traded Notes: <i>An Introduction</i>

Colby Wright, Dean Diavatopoulos, James Felton · The Journal of Investing · 2010 · 28 citations

Trade, Financial Markets, Portfolio Management/multi-asset Allocation +21

The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns

Dean Diavatopoulos, James Doran, Andy Fodor et al. · SSRN Electronic Journal · 2008 · 20 citations · Full text

Empirical Finance, Asset Pricing, Accounting +7

The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets

Dean Diavatopoulos, James Doran, David R. Peterson · Journal of Futures Markets · 2008 · 18 citations · Full text

Empirical Finance, Volatility Modeling, Financial Risk +16

The Predictive Power of REIT Implied Volatility and Implied Idiosyncratic Volatility

Dean Diavatopoulos, Andy Fodor, Shawn D. Howton et al. · Journal of Real Estate Portfolio Management · 2010 · 14 citations

Empirical Finance, Implied Idiosyncratic Volatility, Volatility Modeling +13

Rows per page

1–5 of 8