Neil Pearson
Finance academic at the University of Illinois at Urbana-Champaign. Discovered while ingesting pervasive-impact-of-option-trading, the first test of whether delta-hedge rebalancing moves the stocks the options are written on.
Connections
- author of pervasive-impact-of-option-trading with allen-poteshman and Joshua White; Sophie Xiaoyan Ni joins on the published version
- published in review-of-financial-studies