Cara Marie Marshall

Personal Details

First Name:	Cara
Middle Name:	Marie
Last Name:	Marshall
Suffix:
RePEc Short-ID:	pma974
	http://www.qc-econ-bba.org/facultypages/marshall/

Affiliation

(in no particular order)

Department of Economics
Queens College
City University of New York (CUNY)

New York City, New York (United States)
http://www.qc-econ-bba.org/
RePEc:edi:deqcuus (more details at EDIRC)

Economics Department
Fordham University

New York City, New York (United States)
http://www.fordham.edu/economics/
RePEc:edi:edforus (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Marshall, Cara M., 2009. "Dispersion trading: Empirical evidence from U.S. options markets," Global Finance Journal, Elsevier, vol. 20(3), pages 289-301.

   Cited by:

   1. Ravi Kashyap, 2019. "Concepts, Components and Collections of Trading Strategies and Market Color," Papers 1910.02144, arXiv.org, revised Jan 2020.
   2. Oleg Sokolinskiy, 2020. "Conditional dependence in post-crisis markets: dispersion and correlation skew trades," Review of Quantitative Finance and Accounting, Springer, vol. 55(2), pages 389-426, August.
   3. Lucas Schneider & Johannes Stübinger, 2020. "Dispersion Trading Based on the Explanatory Power of S&P 500 Stock Returns," Mathematics, MDPI, vol. 8(9), pages 1-22, September.

More information

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Corrections

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