John Paul Broussard

Is there price discovery in equity options?

Dmitriy Muravyev, Neil D. Pearson, John Paul Broussard · Journal of Financial Economics · 2012 · 184 citations

Option Pricing, Discovery Technique, Asset Pricing +3

Prudent Margin Levels in the Finnish Stock Index Futures Market

G. Geoffrey Booth, John Paul Broussard, Teppo Martikainen et al. · Management Science · 1997 · 62 citations

Empirical Finance, Financial Risk Management, Prudent Margin Levels +18

Profitability of pairs trading strategy in an illiquid market with multiple share classes

John Paul Broussard, Mika Vaihekoski · Journal of International Financial Markets Institutions and Money · 2012 · 51 citations

Market Microstructure, Economics, Market Equilibrium +9

Saving for Retirement: The Effects of Fund Assortment Size and Investor Knowledge on Asset Allocation Strategies

Maureen Morrin, Susan M. Broniarczyk, J. Jeffrey Inman et al. · Journal of Consumer Affairs · 2008 · 40 citations · Full text

Behavioral Decision Making, Asset Allocation, Portfolio Choice +22

The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting

John Paul Broussard, G. Geoffrey Booth · European Journal of Operational Research · 1998 · 40 citations

Empirical Finance, Economics, Extreme Values +8