Joel M. Vanden

Department	Finance
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/jmv13
OpenAlex	A5018532565
Works (OpenAlex)	24
Citations	432
h-index	9
Match confidence	high

Top works

• Information acquisition and mutual funds (2009) - Journal of Economic Theory - cites: 88
• Option Coskewness and Capital Asset Pricing (2006) - Review of Financial Studies - cites: 69
• Information Quality and Options (2006) - Review of Financial Studies - cites: 66
• Options Trading and the CAPM (2003) - Review of Financial Studies - cites: 62
• The informational content of the embedded deflation option in TIPS (2015) - Journal of Banking & Finance - cites: 36
• Information Acquisition and Mutual Funds (2005) - SSRN Electronic Journal - cites: 22
• Information Quality and Options (2008) - SSRN Electronic Journal - cites: 16
• Equilibrium analysis of volatility clustering (2004) - Journal of Empirical Finance - cites: 12
• Exact Superreplication Strategies for a Class of Derivative Assets (2006) - Applied Mathematical Finance - cites: 10
• Information Acquisition and Mutual Funds (2008) - SSRN Electronic Journal - cites: 9
• The Information Content of the Embedded Deflation Option in TIPS (2011) - SSRN Electronic Journal - cites: 6
• Asset Substitution and Structured Financing (2009) - Journal of Financial and Quantitative Analysis - cites: 6
• PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING (2006) - Mathematical Finance - cites: 5
• The Informational Content of the Embedded Deflation Option in TIPS (2012) - SSRN Electronic Journal - cites: 5
• Digital Contracts and Price Manipulation* (2005) - The Journal of Business - cites: 4
• Optimal capital structures for private firms (2016) - Annals of Finance - cites: 3
• The information content of the embedded deflation pption in TIPS (2011) - RePEc: Research Papers in Economics - cites: 3
• GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES (2012) - Mathematical Finance - cites: 3
• The Informational Content of the Embedded Deflation Option in TIPS (2011) - Finance and Economics Discussion Series - cites: 2
• Noisy information and the size effect in stock returns (2014) - Annals of Finance - cites: 2
• The Informational Content of the Embedded Deflation Option in TIPS (2013) - Finance and Economics Discussion Series - cites: 2
• Equilibrium asset pricing and the cross section of expected returns (2021) - Annals of Finance - cites: 1
• JFQ volume 44 issue 4 Cover and Front matter (2009) - Journal of Financial and Quantitative Analysis - cites: 0
• The Informational Content of the Embedded Deflation Option in TIPS (2012) - SSRN Electronic Journal - cites: 0

Topics