Details about Kuldeep Shastri

This author is deceased (2010-04-19).

Access statistics for papers by Kuldeep Shastri.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: psh4

Working Papers

1986

1. An Explanation of Seemingly Anomalous Time Premium Behavior for American Put Options
   University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA

Journal Articles

2012

1. Payout policy in Brazil: Dividends versus interest on equity
   Journal of Corporate Finance, 2012, 18, (4), 968-979 View citations (11)

2011

2. Corporate Governance, Valuation, and Performance: Evidence from a Voluntary Market Reform in Brazil
   Financial Management, 2011, 40, (1), 139-157 View citations (21)

2008

3. Information revelation in the futures market: Evidence from single stock futures
   Journal of Futures Markets, 2008, 28, (4), 335-353 View citations (15)

2005

4. Acknowledgement
   Review of Financial Economics, 2005, 14, (3-4), 187-187
   Also in Review of Financial Economics, 2005, 14, (3-4), 187-187 (2005)
5. Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options
   Journal of Financial and Quantitative Analysis, 2005, 40, (1), 135-160 View citations (9)

2004

6. Executive Loans
   Journal of Financial and Quantitative Analysis, 2004, 39, (4), 791-811 View citations (4)

1999

7. Symposium on Market Microstructure: A Review of Empirical Research
   The Financial Review, 1999, 34, (4), 1-27 View citations (14)

1996

8. The impact of the listing of options in the foreign exchange market
   Journal of International Money and Finance, 1996, 15, (1), 37-64 View citations (9)

1995

9. An empirical test of the BS and CSR valuation models for warrants listed in Thailand
   Pacific-Basin Finance Journal, 1995, 3, (4), 465-483 View citations (5)
10. The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements
    Journal of Finance, 1995, 50, (5), 1635-53 View citations (53)
11. The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange
    Pacific-Basin Finance Journal, 1995, 3, (1), 142-142
    Also in Pacific-Basin Finance Journal, 1994, 2, (2-3), 277-291 (1994) View citations (2)
12. Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand
    Pacific-Basin Finance Journal, 1995, 3, (2-3), 357-370 View citations (5)

1994

13. Product Regulation and Stock Prices: The Case of the US Food and Drug Administration
    International Journal of the Economics of Business, 1994, 1, (2), 163-178 View citations (1)
14. The impact of calls of preferred stock on common shareholders' wealth
    Journal of Banking & Finance, 1994, 18, (6), 1095-1111 View citations (2)

1993

15. Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships
    Journal of Financial and Quantitative Analysis, 1993, 28, (4), 553-564 View citations (6)
16. The impact of international cross listings on risk and return: The evidence from American depository receipts
    Journal of Banking & Finance, 1993, 17, (1), 91-103 View citations (70)

1992

17. The Behavior of Option Price around Large Block Transactions in the Underlying Security
    Journal of Finance, 1992, 47, (3), 879-89 View citations (13)

1989

18. Bid-ask spreads and volatility estimates: The implications for option pricing
    Journal of Banking & Finance, 1989, 13, (2), 207-219 View citations (4)

1988

19. On the Estimation of Bid-Ask Spreads: Theory and Evidence
    Journal of Financial and Quantitative Analysis, 1988, 23, (2), 219-230 View citations (56)
20. The Valuation Impacts of Specially Designated Dividends
    Journal of Financial and Quantitative Analysis, 1988, 23, (3), 301-312 View citations (25)

1987

21. THE VALUATION OF CURRENCY OPTIONS FOR ALTERNATE STOCHASTIC PROCESSES
    Journal of Financial Research, 1987, 10, (4), 283-293 View citations (11)
22. Valuation of American options on foreign currency
    Journal of Banking & Finance, 1987, 11, (2), 245-269 View citations (5)

1986

23. An Empirical Test of a Valuation Model for American Options on Futures Contracts
    Journal of Financial and Quantitative Analysis, 1986, 21, (4), 377-392 View citations (14)
24. On the use of European models to price American options on foreign currency
    Journal of Futures Markets, 1986, 6, (1), 93-108 View citations (6)
25. Options on futures contracts: A comparison of European and American pricing models
    Journal of Futures Markets, 1986, 6, (4), 593-618 View citations (1)
26. Valuation of Foreign Currency Options: Some Empirical Tests
    Journal of Financial and Quantitative Analysis, 1986, 21, (2), 145-160 View citations (20)

1985

27. Arbitrage tests of the efficiency of the foreign currency options market
    Journal of International Money and Finance, 1985, 4, (4), 455-468 View citations (7)
28. The early exercise of American puts
    Journal of Banking & Finance, 1985, 9, (2), 207-219 View citations (4)
29. Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques
    Journal of Financial and Quantitative Analysis, 1985, 20, (1), 45-71 View citations (42)

1983

30. Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note
    Journal of Finance, 1983, 38, (4), 1271-77 View citations (5)