Details about Ryan John Whitby

Access statistics for papers by Ryan John Whitby.

Last updated 2022-11-24. Update your information in the RePEc Author Service.

Short-id: pwh63

Journal Articles

2017

1. Option Introductions and the Skewness of Stock Returns
   Journal of Futures Markets, 2017, 37, (9), 892-912 View citations (1)
2. The impact of nominal stock price on ex-dividend price responses
   Review of Quantitative Finance and Accounting, 2017, 48, (4), 939-953 View citations (2)

2016

3. Gambling Preferences, Options Markets, and Volatility
   Journal of Financial and Quantitative Analysis, 2016, 51, (2), 515-540 View citations (15)
4. THE FINANCIAL IMPACT OF LENDER-OF-LAST-RESORT BORROWING FROM THE FEDERAL RESERVE DURING THE FINANCIAL CRISIS
   Journal of Financial Research, 2016, 39, (2), 179-206 View citations (9)

2015

5. SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS
   Journal of Financial Research, 2015, 38, (2), 145-168
6. The Volatility of Bid-Ask Spreads
   Financial Management, 2015, 44, (4), 851-874 View citations (2)

2014

7. SPECULATIVE TRADING IN REITS
   Journal of Financial Research, 2014, 37, (1), 55-74 View citations (2)
8. The information content of option ratios
   Journal of Banking & Finance, 2014, 43, (C), 179-187 View citations (9)

2013

9. Do leases expand debt capacity?
   Journal of Corporate Finance, 2013, 23, (C), 368-381 View citations (11)
10. Price Discovery in the Treasury-Bill When-Issued Market
    The Financial Review, 2013, 48, (1), 1-24 View citations (1)
11. REIT Momentum and Characteristic-Related REIT Returns
    The Journal of Real Estate Finance and Economics, 2013, 47, (3), 564-581 View citations (11)

2009

12. Option Backdating and Board Interlocks
    The Review of Financial Studies, 2009, 22, (11), 4821-4847 View citations (118)