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Research

Professor Pradeep Yadav

Formerly at Lancaster University

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  1. 2010
  2. Published

    The information content of implied volatilities and model-free volatility expectations: evidence from options written on individual stocks

    Taylor, S. J., Yadav, P. K. & Zhang, Y., 2010, In: Journal of Banking and Finance. 34, p. 871-881 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 2009
  4. Published

    Cross-sectional analysis of risk-neutral skewness

    Taylor, S. J., Yadav, P. K. & Zhang, Y., 2009, In: Journal of Derivatives. 16, 4, p. 38-52 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    Operating performance changes associated with corporate mergers and the role of corporate governance

    Carline, N. F., Linn, S. C. & Yadav, P. K., 2009, In: Journal of Banking and Finance. 33, 10, p. 1829-1841 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. 2005
  7. Published

    Strategic trading behaviour and price distortion in a manipulated market: anatomy of a squeeze

    Merrick, J., Naik, N. Y. & Yadav, P. K., 2005, In: Journal of Financial Economics. 77, 1, p. 171-218 48 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. 2003
  9. Published

    Do dealer firms manage inventory on a stock-by-stock or a portfolio basis

    Naik, N. Y. & Yadav, P. K., 2003, In: Journal of Financial Economics. 69, 2, p. 325-353 29 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    Risk management with derivatives by dealers and market quality in government bond markets

    Naik, N. Y. & Yadav, P. K., 2003, In: Journal of Finance. 58, 5, p. 1873-1904 32 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  11. 2000
  12. Published

    An empirical analysis of alternative parametric ARCH models

    Watt, W. H., Yadav, P. K. & Louden, G. F., 2000, In: Journal of Applied Econometrics. 15, p. 117-136 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. Published

    Volatility and the big bang factor - has the big bang made UK stock prices more volatile?

    Pope, P. F., Peel, D. & Yadav, P. K., 2000, Double Takes (reprinted). Chichester: John Wiley and Sons Ltd, p. 231-235 5 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  14. 1997
  15. Published

    Stock index futures arbitrage: international evidence

    Pope, P. F. & Yadav, P. K., 1997, Futures Markets. Cheltenham: Edward Elgar

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  16. 1994
  17. Published

    Discovering errors in tracking error

    Pope, P. F. & Yadav, P. K., 1994, In: Journal of Portfolio Management. 20, 2, p. 27-32 6 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  18. Published

    Stock index futures mispricing

    Pope, P. F. & Yadav, P. K., 1994, In: Journal of Banking and Finance. 18, 5, p. 921-953 33 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  19. Published

    The impact of short sales constraints on stock index futures prices: direct empirical evidence

    Pope, P. F. & Yadav, P. K., 1994, In: Journal of Derivatives. 1, 4, p. 15-26 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  20. Published

    Threshold autoregressive modelling in finance: the pricing of equivalent assets

    Paudyal, K., Pope, P. F. & Yadav, P. K., 1994, In: Mathematical Finance. 4, 2, p. 205-221 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  21. 1993
  22. Published

    Deregulation and UK stock market volatility

    Pope, P. F., Yadav, P. K. & Peel, D., 1993, In: Journal of Business Finance and Accounting. 20, 3, p. 359-372 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  23. 1992
  24. Published

    Intraweek and intraday seasonalities in stock market risk premia: cash vs futures

    Pope, P. F. & Yadav, P. K., 1992, In: Journal of Banking and Finance. 16, 1, p. 233-270 38 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  25. 1991
  26. Published

    Testing index futures market efficiency using price differences: a critical analysis

    Pope, P. F. & Yadav, P. K., 1991, In: Journal of Futures Markets. 11, 2, p. 239-252 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  27. 1990
  28. Published

    Stock index futures arbitrage: international evidence

    Pope, P. F. & Yadav, P. K., 1990, In: Journal of Futures Markets. 10, 6, p. 573-603 31 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  29. Published

    Volatility and the big bang factor - has the big bang made UK stock prices more volatile?

    Pope, P. F., Yadav, P. K. & Peel, D., 1990, In: Professional Investor. p. 20-22 3 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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