Concepedia

Mustafa Chowdhury

MC

5

Publications

178

Citations

5

H-Index

1993

Active since

Affiliations

Freddie Mac (United States)(Current)

Louisiana State University

University of Vaasa

Mustafa Chowdhury is an author at Freddie Mac (United States) specializing in asset pricing, business, and finance.

Top concepts

FinanceBusinessAsset PricingEngineeringFinancial EconomicsVolatility ModelingEconomicsStatisticsOption PricingAccounting

Publications per year

1993–1997

5

Publications

5

The Relation between Aggregate Insider Transactions and Stock Market Returns

Mustafa Chowdhury, John S. Howe, Ji‐Chai Lin · Journal of Financial and Quantitative Analysis · 1993 · 60 citations

Market Microstructure, Empirical Finance, Financial Economics +10

Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?

G. Geoffrey Booth, Mustafa Chowdhury, Teppo Martikainen et al. · Management Science · 1997 · 57 citations

Volatility Modeling, Intraday Price Volatility, Engineering +22

Implied Risk Aversion Parameter from Option Prices

Kenneth S. Bartunek, Mustafa Chowdhury · Financial Review · 1997 · 31 citations

Engineering, Foreign Exchange Option, Portfolio Choice +16

Deterministic versus stochastic volatility: implications for option pricing models

Paul Brockman, Mustafa Chowdhury · Applied Financial Economics · 1997 · 18 citations

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +13

Common volatility in major stock index futures markets

G. Geoffrey Booth, Mustafa Chowdhury, Teppo Martikainen · European Journal of Operational Research · 1996 · 12 citations

Volatility Modeling, Financial Economics, Asset Pricing +4

Rows per page

1–5 of 5