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Details about Don Chance

Homepage:http://www.donchance.com/
Workplace:Department of Finance, Ourso College of Business, Louisiana State University, (more information at EDIRC)

Access statistics for papers by Don Chance.

Last updated 2023-08-24. Update your information in the RePEc Author Service.

Short-id: pch2175


Jump to Journal Articles Chapters

Journal Articles

2017

  1. A bias in the volatility smile
    Review of Derivatives Research, 2017, 20, (1), 47-90 Downloads View citations (1)

2014

  1. THE PRICE-TAKER EFFECT ON THE VALUATION OF EXECUTIVE STOCK OPTIONS
    Journal of Financial Research, 2014, 37, (1), 27-54 Downloads

2012

  1. Private Information and the Exercise of Executive Stock Options
    Financial Management, 2012, 41, (3), 733-764 Downloads View citations (21)

2011

  1. Experimental Evidence on Portfolio Size and Diversification: Human Biases in Naïve Security Selection and Portfolio Construction
    The Financial Review, 2011, 46, (3), 427-457 View citations (2)

2008

  1. Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue
    Management Science, 2008, 54, (5), 1015-1028 Downloads View citations (3)

2005

  1. Discretionary trading and the search for alpha
    Journal of Asset Management, 2005, 6, (2), 117-135 Downloads

1994

  1. Futures pricing and the cost of carry under price limits
    Journal of Futures Markets, 1994, 14, (7), 813-836 Downloads View citations (2)
  2. THE PRICING AND HEDGING OF LIMITED EXERCISE CAPS AND SPREADS
    Journal of Financial Research, 1994, 17, (4), 561-584 Downloads View citations (4)

1993

  1. The impact of delivery options on futures prices: A survey
    Journal of Futures Markets, 1993, 13, (2), 127-155 Downloads View citations (7)

1988

  1. BOUNDARY CONDITION TESTS OF BID AND ASK PRICES OF INDEX CALL OPTIONS
    Journal of Financial Research, 1988, 11, (1), 21-31 Downloads View citations (3)

1980

  1. A RE-EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS
    Journal of Financial Research, 1980, 3, (1), 49-55 Downloads View citations (33)

Chapters

2007

  1. Black–Scholes–Merton, Liquidity, and the Valuation of Executive Stock Options
    A chapter in Issues in Corporate Governance and Finance, 2007, pp 271-310 Downloads
 
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