Concepedia
Statistics
Publications
19
Citations
1.7K
H-Index
18
Active since
1989
Affiliations
University of Virginia(Current)
Penn State Milton S. Hershey Medical Center
United States Securities and Exchange Commission
Pennsylvania State University
Arizona State University
Patrick J. Dennis is an author at University of Virginia specializing in finance, business, and financial economics.
Top concepts
FinanceBusinessFinancial EconomicsManagementAsset PricingEconomicsEmpirical FinanceAccountingUrologyMedicine
Publications per year
1989–2022
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
Who Blinks in Volatile Markets, Individuals or Institutions?
Patrick J. Dennis, Deon Strickland · The Journal of Finance · 2002 · 314 citations
Positive Feedback, Economics, Ownership Structure +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
Who's Informed? An Analysis of Stock Ownership and Informed Trading
Patrick J. Dennis, James Weston · SSRN Electronic Journal · 2001 · 139 citations · Full text
Common Ownership Does Not Have Anticompetitive Effects in the Airline Industry
Patrick J. Dennis, Kristopher Gerardi, Carola Schenone · The Journal of Finance · 2022 · 78 citations · Full text
Common Ownership Does, Law, Common Ownership +19
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