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 2 2 40
Total Working Papers 0 0 0 2 1 2 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 1 1 3 64
Acknowledgement 0 0 0 1 2 2 10 14
An Empirical Test of a Valuation Model for American Options on Futures Contracts 0 0 0 15 0 1 9 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 1 2 6 133
Bid-ask spreads and volatility estimates: The implications for option pricing 0 0 1 40 1 1 7 120
Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships 0 0 1 14 2 2 7 65
Corporate Governance, Valuation, and Performance: Evidence from a Voluntary Market Reform in Brazil 0 0 0 0 2 4 7 79
Executive Loans 0 0 0 10 0 2 7 56
Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options 0 0 0 39 1 1 9 128
Information revelation in the futures market: Evidence from single stock futures 0 0 1 4 1 5 10 38
On the Estimation of Bid-Ask Spreads: Theory and Evidence 0 0 3 113 1 2 12 250
On the use of European models to price American options on foreign currency 0 0 0 2 1 2 9 24
Options on futures contracts: A comparison of European and American pricing models 0 0 1 7 2 2 6 20
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 1 5 15 662
Product Regulation and Stock Prices: The Case of the US Food and Drug Administration 0 1 1 15 2 3 10 61
Symposium on Market Microstructure: A Review of Empirical Research 0 0 0 0 1 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 0 0 3 37
The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements 1 1 2 42 3 6 15 225
The Behavior of Option Price around Large Block Transactions in the Underlying Security 0 0 0 54 1 2 7 291
The Valuation Impacts of Specially Designated Dividends 0 0 0 25 0 2 8 78
The early exercise of American puts 0 0 0 60 0 1 3 182
The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange 0 0 0 33 1 3 7 161
The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange 0 1 1 26 1 4 9 126
The impact of calls of preferred stock on common shareholders' wealth 0 0 0 33 0 2 9 185
The impact of international cross listings on risk and return: The evidence from American depository receipts 0 0 2 602 0 3 9 1,346
The impact of the listing of options in the foreign exchange market 0 0 0 41 1 2 4 137
Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand 0 0 1 37 1 2 10 131
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques 1 1 3 166 2 3 13 311
Valuation of American options on foreign currency 0 0 0 28 2 2 8 142
Valuation of Foreign Currency Options: Some Empirical Tests 0 0 0 16 3 3 8 75
Total Journal Articles 2 4 18 1,803 34 71 256 6,169
2 registered items for which data could not be found
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Statistics updated 2026-05-06