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R. Stephen Sears · Study

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R. Stephen Sears

10 works· latest 1992· 2 institutionscluster: provisional

h-index9

i109

Citations620

Works here10

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92

Most cited in this library

Volatility, Price Resolution, and the Effectiveness of Price Limits1989 · 108 citations
Limit moves and price resolution: The case of the treasury bond futures market1989 · 98 citations
Volatility, price resolution, and the effectiveness of price limits1989 · 96 citations
Asset Pricing, Higher Moments, and the Market Risk Premium: A Note1985 · 96 citations
Pricing the SPIN1990 · 71 citations

Works

10 shown

Trading noise, adverse selection, and intraday bid‐ask spreads in futures markets

Journal of Futures Markets·1992·3 authors

55citations

Pricing the SPIN

Financial Management·1990·2 authors

71citations

Volatility, price resolution, and the effectiveness of price limits

Journal of Financial Services Research·1989·3 authors

96citations

Limit moves and price resolution: The case of the treasury bond futures market

Journal of Futures Markets·1989·3 authors

98citations

Volatility, Price Resolution, and the Effectiveness of Price Limits

Springer eBooks·1989·3 authors·chapter

108citations

THE STRUCTURE OF SKEWNESS PREFERENCES IN ASSET PRICING MODELS WITH HIGHER MOMENTS: AN EMPIRICAL TEST

Financial Review·1988·2 authors

55citations

Asset Pricing, Higher Moments, and the Market Risk Premium: A Note

The Journal of Finance·1985·2 authors·Open access

96citations

Estimating stock index futures volatility through the prices of their options

Journal of Futures Markets·1985·2 authors

28citations

Asset preference, skewness, and the measurement of expected utility

Journal of Economics and Business·1985·3 authors

13citations

Asset preference and the measurement of expected utility : some problems / BEBR No.892

Illinois Digital Environment for Access to Learning and Scholarship (University of Illinois at Urbana-Champaign)·1982·3 authors·Open access

0citations