Allen Poteshman
Finance academic at the University of Illinois at Urbana-Champaign, and the connecting author of this spoke's options corner: he is on both of the papers built from the chicago-board-options-exchange dataset that flags open/close and investor class. Discovered while ingesting information-in-option-volume.
The pair of papers is the interesting fact about him here. The same data answers two different questions — information-in-option-volume reads option flow for direction, and pervasive-impact-of-option-trading reads option positions for hedging pressure.
Connections
- author of information-in-option-volume with jun-pan
- author of pervasive-impact-of-option-trading with neil-pearson
- cited by gamma-fragility as the basis for its dealer-sign assumption
- published in review-of-financial-studies
Related
unusual-options-activity · dealer-gamma-exposure · options-greeks