Ian Garrett

Economics, Econometrics and Finance · Social Sciences

15h-index973citations52works0.32yr avg
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Research Topics

Financial Markets and Investment Strategies(25), Corporate Finance and Governance(14), Market Dynamics and Volatility(14), Monetary Policy and Economic Impact(12), Financial Risk and Volatility Modeling(8)

Publications52 total

Option Valuation Using Macroeconomic Uncertainty: A Realized Volatility Approach
SSRN Electronic Journal·2025Open Access
Journal of Futures Markets: Volume 44, Number 5, May 2024
Journal of Futures Markets·2024Open Access
Early exercise, implied volatility spread and future stock return: Jumps bind them all
Journal of Futures Markets·2024· 1 citedOpen Access
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market
Economic Modelling·2023· 9 cited
Early Exercise, Implied Volatility Spread and Future Stock Return: Jumps Bind Them All
SSRN Electronic Journal·2023· 1 citedOpen Access
Are CEOs Judged on Their Companies' Social Reputation?
RePEc: Research Papers in Economics·2020
Are CEOs judged on their companies' social reputation?
Journal of Corporate Finance·2020· 62 citedOpen Access
Taking Money Off the Table: Suboptimal Early Exercises, Risky Arbitrage, and American Put Returns
SSRN Electronic Journal·2020Open Access
Cashflow News, Discount Rate News and Oil Prices
2020
An analysis of illiquidity in commodity markets
Journal of Futures Markets·2019· 11 cited
On corporate financial distress prediction: What can we learn from private firms in a developing economy? Evidence from Greece
Review of Quantitative Finance and Accounting·2018· 71 citedOpen Access
Dynamic Linkages Across Country Yield Curves: The Effects of Global and Local Yield Curve Factors on US, UK and German Yields
Contributions to management science·2018· 5 cited
FUTURES CONTRIBUTE TO THE OCTOBER 1987 STOCK MARKET CRASH
2016
On corporate capital structure adjustments
Finance research letters·2015· 28 citedOpen Access
On Corporate Capital Structure Adjustments
SSRN Electronic Journal·2015Open Access
Equity Premium, the Equity Premium Puzzle, and the Risk‐Free Rate Puzzle
Wiley Encyclopedia of Management·2015
Behavioral Finance
Wiley Encyclopedia of Management·2015
Portfolio Theory and Asset Pricing
Wiley Encyclopedia of Management·2015
On the prediction of financial distress in developed and emerging markets: Does the choice of accounting and market information matter? A comparison of UK and Indian Firms
Review of Quantitative Finance and Accounting·2015· 38 cited
JFQ volume 47 issue 5 Cover and Front matter
Journal of Financial and Quantitative Analysis·2012Open Access
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Frequent Co-authors

Richard Priestley(8), Evangelos Charalambakis(5), Antonios Antoniou(4), Susanne Espenlaub(4), Adnan Gazi(4), Mark J. Kamstra(3), Lisa A. Kramer(3), Viet Anh Dang(3), Chris Brooks(2), Xiangshang Cai(2), Ning Gao(2), Xu Yan(2), Spyros I. Spyrou(2), Sungjun Cho(2), Chanaka N. Ganepola(2), Stuart Hyde(2), Martín Lozano(2), Wei Peng Mun(1), Melvin J. Hinich(1), Nicholas Taylor(1)