Access Statistics for Kuldeep Shastri

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Explanation of Seemingly Anomalous Time Premium Behavior for American Put Options 0 0 0 2 0 1 2 40
Total Working Papers 0 0 0 2 0 1 2 40
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Acknowledgement 0 0 0 11 0 1 3 64
Acknowledgement 0 0 0 1 0 2 10 14
An Empirical Test of a Valuation Model for American Options on Futures Contracts 0 0 0 15 0 0 7 66
An empirical test of the BS and CSR valuation models for warrants listed in Thailand 0 0 0 57 0 0 3 172
Arbitrage tests of the efficiency of the foreign currency options market 0 0 0 34 0 2 6 134
Bid-ask spreads and volatility estimates: The implications for option pricing 0 0 0 40 0 2 6 121
Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships 0 0 1 14 0 3 8 66
Corporate Governance, Valuation, and Performance: Evidence from a Voluntary Market Reform in Brazil 0 0 0 0 0 2 7 79
Executive Loans 0 0 0 10 0 0 7 56
Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options 0 0 0 39 1 2 8 129
Information revelation in the futures market: Evidence from single stock futures 0 0 0 4 0 2 10 39
On the Estimation of Bid-Ask Spreads: Theory and Evidence 0 0 3 113 0 2 12 251
On the use of European models to price American options on foreign currency 0 0 0 2 0 1 9 24
Options on futures contracts: A comparison of European and American pricing models 0 0 0 7 0 3 6 21
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 0 158 0 0 6 511
Payout policy in Brazil: Dividends versus interest on equity 0 0 1 114 0 1 15 662
Product Regulation and Stock Prices: The Case of the US Food and Drug Administration 0 0 1 15 3 7 14 66
Symposium on Market Microstructure: A Review of Empirical Research 0 0 0 0 0 1 7 279
THE EFFECTS OF THE ANNOUNCEMENTS OF DIVIDEND INCREASES ON STOCK RETURN VOLATILITY: THE EVIDENCE FROM THE OPTIONS MARKET 0 0 0 0 0 0 0 0
THE VALUATION OF CURRENCY OPTIONS FOR ALTERNATE STOCHASTIC PROCESSES 0 0 0 6 1 1 4 38
The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements 1 3 4 44 1 5 16 227
The Behavior of Option Price around Large Block Transactions in the Underlying Security 0 0 0 54 0 3 9 293
The Valuation Impacts of Specially Designated Dividends 0 0 0 25 0 0 8 78
The early exercise of American puts 0 0 0 60 0 0 2 182
The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange 0 0 0 33 0 2 8 162
The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange 0 0 1 26 0 1 9 126
The impact of calls of preferred stock on common shareholders' wealth 0 0 0 33 0 0 9 185
The impact of international cross listings on risk and return: The evidence from American depository receipts 0 0 1 602 0 0 7 1,346
The impact of the listing of options in the foreign exchange market 0 0 0 41 1 2 5 138
Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand 0 0 0 37 0 1 9 131
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 1 3 166 0 3 13 312
Valuation of American options on foreign currency 0 0 0 28 0 3 9 143
Valuation of Foreign Currency Options: Some Empirical Tests 0 0 0 16 0 3 8 75
Total Journal Articles 1 4 15 1,805 7 55 260 6,190
2 registered items for which data could not be found
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Statistics updated 2026-07-10