Dr Adnan Gazi

Lecturer (Assistant Professor) in Finance
Finance and Accounting

Part of
School of Management
Faculty of Humanities and Social Sciences

Contact

Adnan.Gazi@liverpool.ac.uk

Publications

Selected publications

Early exercise, implied volatility spread and future stock return: Jumps bind them all (Journal article - 2024)
The Early Exercise Risk Premium (Journal article - 2025)

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2025

The Early Exercise Risk Premium

Aretz, K., & Gazi, A. (2025). The Early Exercise Risk Premium. Management Science, 71(2), 1824-1845. doi:10.1287/mnsc.2023.00440

DOI: 10.1287/mnsc.2023.00440
: Journal article

2024

Early exercise, implied volatility spread and future stock return: Jumps bind them all

Garrett, I., & Gazi, A. (2024). Early exercise, implied volatility spread and future stock return: Jumps bind them all. Journal of Futures Markets, 44(5), 720-743. doi:10.1002/fut.22491

DOI: 10.1002/fut.22491
: Journal article