Allen M. Poteshman

University of Illinois at Urbana-Champaign - Department of Finance

Assistant Professor of Finance

340 Wohlers Hall

1206 South Sixth Street

Champaign, IL 61820

United States

http://www.business.uiuc.edu/poteshma

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 2,569

SSRN RANKINGS

Top 2,569

in Total Papers Downloads

17,686

SSRN CITATIONS
Rank 1,138

SSRN RANKINGS

Top 1,138

in Total Papers Citations

225

CROSSREF CITATIONS

834

Scholarly Papers (17)

1.

Stock Price Clustering on Option Expiration Dates

Number of pages: 53 Posted: 22 Mar 2004
Sophie Xiaoyan Ni, Neil D. Pearson and Allen M. Poteshman
Hong Kong Baptist University (HKBU), University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 5,027 (2,129)
Citation 19

Abstract:

Loading...

Stock price clustering, Option expiration, Hedging, Manipulation

Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?

AFA 2008 New Orleans Meetings Paper
Number of pages: 47 Posted: 16 Mar 2007
Neil D. Pearson, Allen M. Poteshman and Joshua S. White
University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,502 (15,595)

Abstract:

Loading...

options, stock price paths, impact, trading, hedging

Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?

Number of pages: 25 Posted: 10 Nov 2016 Last Revised: 26 May 2020
Hong Kong Baptist University (HKBU), University of Illinois at Urbana-Champaign - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 955 (30,488)
Citation 2

Abstract:

Loading...

option trading, option open interest, delta-hedging, pinning, stock return volatility

3.

The Information in Option Volume for Stock Prices

MIT Sloan Working Paper No. 4275-03
Number of pages: 28 Posted: 14 Jan 2003
Allen M. Poteshman and Jun Pan
University of Illinois at Urbana-Champaign - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 1,490 (16,108)
Citation 3

Abstract:

Loading...

options, information, volume, derivatives

Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market

Number of pages: 42 Posted: 15 Aug 2000
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Downloads 881 (34,093)
Citation 13

Abstract:

Loading...

Underreaction, Overreaction, Behavioral Finance, Option Pricing, Stochastic Variance

Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market

Number of pages: 48 Posted: 25 Mar 2001
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Downloads 588 (58,720)
Citation 3

Abstract:

Loading...

Misreaction, Behavioral Finance, Option Pricing, Stochastic Variance

5.

Forecasting Future Volatility from Option Prices

Number of pages: 75 Posted: 31 Dec 2000
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,279 (20,226)
Citation 48

Abstract:

Loading...

Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives

Number of pages: 45 Posted: 16 Jun 2003
Nengjiu Ju, Robert Parrino, Michael S. Weisbach and Allen M. Poteshman
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,087 (25,315)

Abstract:

Loading...

optimal capital structure, taxes, bankruptcy costs, calibration

Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives

Number of pages: 45 Posted: 16 Nov 2002 Last Revised: 30 Oct 2010
Nengjiu Ju, Robert Parrino, Michael S. Weisbach and Allen M. Poteshman
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), University of Texas at Austin - Department of Finance, Ohio State University (OSU) - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 72 (412,087)

Abstract:

Loading...

Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

Number of pages: 61 Posted: 21 Aug 2001
Allen M. Poteshman and Vitaly Serbin
University of Illinois at Urbana-Champaign - Department of Finance and affiliation not provided to SSRN
Downloads 818 (37,853)
Citation 12

Abstract:

Loading...

Market Efficiency, Behavioral Finance, Early Exercise, Irrational Behavior, Prospect Theory

Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

Posted: 25 Jul 2003
Allen M. Poteshman and Vitaly Serbin
University of Illinois at Urbana-Champaign - Department of Finance and affiliation not provided to SSRN

Abstract:

Loading...

Measuring Investment Distortions When Risk-Averse Managers Decide Whether to Undertake Risky Projects

Number of pages: 56 Posted: 25 Jan 2002
Robert Parrino, Allen M. Poteshman and Michael S. Weisbach
University of Texas at Austin - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 719 (45,087)

Abstract:

Loading...

Agency Costs, Capital Structure, Calibration

Measuring Investment Distortions When Risk-Averse Managers Decide Whether to Undertake Risky Projects

Number of pages: 56 Posted: 02 Feb 2002 Last Revised: 13 Jun 2021
Robert Parrino, Allen M. Poteshman and Michael S. Weisbach
University of Texas at Austin - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 62 (446,646)
Citation 4

Abstract:

Loading...

Measuring Investment Distortions When Risk-Averse Managers Decide Whether to Undertake Risky Projects

Number of pages: 40 Posted: 24 Apr 2005
Robert Parrino, Allen M. Poteshman and Michael S. Weisbach
University of Texas at Austin - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 13 (729,310)
  • Add to Cart

Abstract:

Loading...

9.
Downloads 695 ( 47,857)
Citation 31

Volatility Information Trading in the Option Market

Number of pages: 36 Posted: 06 Oct 2005
Sophie Xiaoyan Ni, Jun Pan and Allen M. Poteshman
Hong Kong Baptist University (HKBU), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 695 (47,223)
Citation 31

Abstract:

Loading...

options, derivatives, information, volatility

Volatility Information Trading in the Option Market

Journal of Finance, 2008
Posted: 28 Aug 2008
Sophie Xiaoyan Ni, Jun Pan and Allen M. Poteshman
Hong Kong Baptist University (HKBU), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

Loading...

Volatility, Stock Options, Deriviatives, Information

10.

Unusual Options Market Activity with an Application to the Terrorist Attacks of September 11, 2001

Number of pages: 47 Posted: 19 Feb 2003
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance
Downloads 611 (56,592)
Citation 16

Abstract:

Loading...

terrorism, options, unusual trading

11.
Downloads 579 ( 60,490)
Citation 199

Demand-Based Option Pricing

EFA 2005 Moscow Meetings Paper
Number of pages: 48 Posted: 05 Mar 2005
Nicolae Garleanu, Lasse Heje Pedersen and Allen M. Poteshman
University of California, Berkeley - Haas School of Business, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 465 (78,690)
Citation 3

Abstract:

Loading...

Options, demand pressure, price pressure, frictions, liquidity

Demand-Based Option Pricing

Number of pages: 49 Posted: 29 Mar 2006 Last Revised: 12 Nov 2021
Nicolae Garleanu, Lasse Heje Pedersen and Allen M. Poteshman
University of California, Berkeley - Haas School of Business, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 83 (379,173)
Citation 28

Abstract:

Loading...

Demand-Based Option Pricing

Number of pages: 51 Posted: 27 Mar 2006
Nicolae Garleanu, Lasse Heje Pedersen and Allen M. Poteshman
University of California, Berkeley - Haas School of Business, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 31 (593,269)
Citation 37
  • Add to Cart

Abstract:

Loading...

Option, demand, valuation, intermediation, market makers, implied volatility, hedging, price pressure, risk, dealers

12.

Overreaction to Stock Market News and Misevaluation of Stock Prices by Unsophisticated Investors: Evidence from the Option Market

Number of pages: 39 Posted: 07 Jul 2004
Allen M. Poteshman and Reza S. Mahani
University of Illinois at Urbana-Champaign - Department of Finance and Georgia Tech Finance/Scheller
Downloads 404 (93,679)
Citation 6

Abstract:

Loading...

overreaction, value versus growth, option market, unsophisticated investors

13.

Conditional Estimation of Diffusion Processes

Number of pages: 47 Posted: 24 Jun 2003
Minqiang Li, Neil D. Pearson and Allen M. Poteshman
Bloomberg LP, University of Illinois at Urbana-Champaign - Department of Finance and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 307 (127,085)
Citation 5

Abstract:

Loading...

14.

The Information of Option Volume for Future Stock Prices

Number of pages: 37 Posted: 13 Dec 2004 Last Revised: 08 Nov 2021
Allen M. Poteshman and Jun Pan
University of Illinois at Urbana-Champaign - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 274 (143,259)
Citation 31

Abstract:

Loading...

15.
Downloads 172 (221,595)

Demand-Based Option Pricing

NYU Working Paper No. S-DRP-06-01
Number of pages: 48 Posted: 05 Nov 2008
Nicolae Gârleanu, Lasse Heje Pedersen and Allen M. Poteshman
affiliation not provided to SSRN, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 172 (221,771)

Abstract:

Loading...

Demand-Based Option Pricing

The Review of Financial Studies, Vol. 22, Issue 10, pp. 4259-4299, 2009
Posted: 28 Sep 2009
Nicolae Gârleanu, Lasse Heje Pedersen and Allen M. Poteshman
affiliation not provided to SSRN, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

Loading...

16.

Investor Behavior in the Option Market

Number of pages: 54 Posted: 31 Jan 2004 Last Revised: 19 Jul 2021
Josef Lakonishok, Inmoo Lee and Allen M. Poteshman
University of Illinois at Urbana-Champaign, KAIST College of Business and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 151 (247,167)
Citation 9

Abstract:

Loading...

17.

The Information in Option Volume for Future Stock Prices

The Review of Financial Studies, Vol. 19, Issue 3, pp. 871-908, 2006
Posted: 29 Feb 2008
Allen M. Poteshman
University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

Loading...