Dr.SophieNi倪肖艷 博士WLB 810, 34 Renfrew Road, Kowloon Tong, H.K. Website sophiexni@hkbu.edu.hk
(852) 3411 5215
Position:
Associate Professor,Department of Finance and Decision Sciences



Academic & Professional Qualifications
PhD University of Illinois Urbana-Champaig

Research Interests
Asset pricing, Investment, Derivatives, Options

Publications
Ni, S., Pearson, N. D., Poteshman, A. M., & White, J. (2021). Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?. Review of Financial Studies, 34(4), 1952-1986.
Chen, H., Joslin, S., & Ni, S. X. (2019). Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets. Review of Financial Studies, 32(1), 228-265.
Lemmon, M., & Ni, S. X. (2014). Differences in Trading and Pricing between Stock and Index Options. Management Science, 60(8), 4-7.
Ni, S. X., Pan, J., & Poteshman, A. (2008). Volatility Information Trading in Option Market. Journal of Finance.
Ni, S. X., Pearson, N., & Poteshman, A. (2005). Stock Price Clustering on Option Expiration Dates. Journal of Financial Economics.