David P. Simon

S&P futures returns and contrary sentiment indicators

David P. Simon, Roy A. Wiggins · Journal of Futures Markets · 2001 · 150 citations

Volatility Index, Extreme Fear, P Futures Returns +16

The Nasdaq Volatility Index During and After the Bubble

David P. Simon · The Journal of Derivatives · 2003 · 107 citations

Predicting Movie Success and Academy Awards through Sentiment and Social Network Analysis

Jonas Krauß, Stefan Nann, David P. Simon et al. · Journal of the Association for Information Systems · 2008 · 78 citations · Full text

Forum Posts, Multimodal Sentiment Analysis, Academy Awards +16

The Treasury's Experiment with Single-Price Auctions in the Mid-1970s: Winner's or Taxpayer's Curse?

David P. Simon · The Review of Economics and Statistics · 1994 · 74 citations

Economics, Electronic Auction, Financial Economics +15

Markups, quantity risk, and bidding strategies at treasury coupon auctions

David P. Simon · Journal of Financial Economics · 1994 · 71 citations

Economics, Electronic Auction, Asset Pricing +10