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 1 1 1 39
Total Working Papers 0 0 0 2 1 1 1 39
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 2 2 63
Acknowledgement 0 0 0 1 0 8 8 12
An Empirical Test of a Valuation Model for American Options on Futures Contracts 0 0 0 15 0 6 8 65
An empirical test of the BS and CSR valuation models for warrants listed in Thailand 0 0 0 57 0 2 3 172
Arbitrage tests of the efficiency of the foreign currency options market 0 0 0 34 0 2 4 131
Bid-ask spreads and volatility estimates: The implications for option pricing 0 0 2 40 0 4 8 119
Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships 0 1 1 14 0 4 5 63
Corporate Governance, Valuation, and Performance: Evidence from a Voluntary Market Reform in Brazil 0 0 0 0 2 4 5 77
Executive Loans 0 0 0 10 0 4 5 54
Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options 0 0 0 39 0 3 8 127
Information revelation in the futures market: Evidence from single stock futures 0 0 1 4 3 4 8 36
On the Estimation of Bid-Ask Spreads: Theory and Evidence 0 1 4 113 1 6 12 249
On the use of European models to price American options on foreign currency 0 0 0 2 0 4 7 22
Options on futures contracts: A comparison of European and American pricing models 0 0 1 7 0 3 4 18
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 0 158 0 5 6 511
Payout policy in Brazil: Dividends versus interest on equity 0 1 1 114 3 9 13 660
Product Regulation and Stock Prices: The Case of the US Food and Drug Administration 1 1 1 15 1 5 8 59
Symposium on Market Microstructure: A Review of Empirical Research 0 0 0 0 0 4 7 278
THE VALUATION OF CURRENCY OPTIONS FOR ALTERNATE STOCHASTIC PROCESSES 0 0 1 6 0 2 5 37
The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements 0 0 1 41 1 4 10 220
The Behavior of Option Price around Large Block Transactions in the Underlying Security 0 0 0 54 0 3 6 289
The Valuation Impacts of Specially Designated Dividends 0 0 1 25 2 6 10 78
The early exercise of American puts 0 0 0 60 1 2 3 182
The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange 0 0 0 33 2 5 6 160
The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange 1 1 1 26 3 6 8 125
The impact of calls of preferred stock on common shareholders' wealth 0 0 0 33 1 8 8 184
The impact of international cross listings on risk and return: The evidence from American depository receipts 0 1 2 602 2 5 8 1,345
The impact of the listing of options in the foreign exchange market 0 0 0 41 0 2 2 135
Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand 0 0 1 37 0 4 8 129
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 1 2 165 0 5 10 308
Valuation of American options on foreign currency 0 0 0 28 0 5 6 140
Valuation of Foreign Currency Options: Some Empirical Tests 0 0 0 16 0 4 5 72
Total Journal Articles 2 7 20 1,801 22 140 216 6,120
2 registered items for which data could not be found


Statistics updated 2026-03-04