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 0 0 38
Total Working Papers 0 0 0 2 0 0 0 38
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 1 0 0 1 4
Acknowledgement 0 0 0 11 0 0 1 61
An Empirical Test of a Valuation Model for American Options on Futures Contracts 0 0 0 15 2 2 2 59
An empirical test of the BS and CSR valuation models for warrants listed in Thailand 0 0 0 57 0 0 0 169
Arbitrage tests of the efficiency of the foreign currency options market 0 0 0 34 1 1 1 128
Bid-ask spreads and volatility estimates: The implications for option pricing 1 1 6 40 2 3 11 115
Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships 0 0 0 13 0 0 0 58
Corporate Governance, Valuation, and Performance: Evidence from a Voluntary Market Reform in Brazil 0 0 0 0 0 0 1 72
Executive Loans 0 0 0 10 0 0 1 49
Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options 0 0 0 39 0 2 3 121
Information revelation in the futures market: Evidence from single stock futures 0 1 2 4 0 1 2 29
On the Estimation of Bid-Ask Spreads: Theory and Evidence 0 1 4 110 0 2 7 239
On the use of European models to price American options on foreign currency 0 0 0 2 0 0 1 15
Options on futures contracts: A comparison of European and American pricing models 0 1 1 7 0 1 2 15
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note 0 0 2 158 0 0 2 505
Payout policy in Brazil: Dividends versus interest on equity 0 0 1 113 0 0 5 647
Product Regulation and Stock Prices: The Case of the US Food and Drug Administration 0 0 4 14 1 1 5 52
Symposium on Market Microstructure: A Review of Empirical Research 0 0 0 0 0 1 2 272
THE VALUATION OF CURRENCY OPTIONS FOR ALTERNATE STOCHASTIC PROCESSES 0 1 1 6 0 1 2 34
The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements 0 0 0 40 1 1 2 211
The Behavior of Option Price around Large Block Transactions in the Underlying Security 0 0 0 54 0 1 2 284
The Valuation Impacts of Specially Designated Dividends 0 1 1 25 0 2 5 70
The early exercise of American puts 0 0 0 60 1 1 2 180
The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange 0 0 0 25 0 0 1 117
The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange 0 0 0 33 0 0 2 154
The impact of calls of preferred stock on common shareholders' wealth 0 0 0 33 0 0 1 176
The impact of international cross listings on risk and return: The evidence from American depository receipts 1 1 4 601 1 2 9 1,339
The impact of the listing of options in the foreign exchange market 0 0 0 41 0 0 1 133
Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand 1 1 1 37 1 1 4 122
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 0 0 2 163 0 1 3 299
Valuation of American options on foreign currency 0 0 0 28 0 0 2 134
Valuation of Foreign Currency Options: Some Empirical Tests 0 0 0 16 0 0 0 67
Total Journal Articles 3 8 29 1,790 10 24 83 5,930
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04