Details about Steven P. Clark

Access statistics for papers by Steven P. Clark.

Last updated 2017-01-28. Update your information in the RePEc Author Service.

Short-id: pcl118

Working Papers

2005

1. Housing Development, Slow Growth Policies and Leviathan Government
   ERES, European Real Estate Society (ERES)

Journal Articles

2015

1. A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions
   Applied Mathematical Finance, 2015, 22, (6), 499-521 View citations (2)

2011

2. Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks
   Empirical Economics, 2011, 40, (2), 373-391 View citations (4)
3. Was there a U.S. house price bubble? An econometric analysis using national and regional panel data
   The Quarterly Review of Economics and Finance, 2011, 51, (2), 189-200 View citations (47)

2010

4. Diversification in the Financial Services Industry: The Effect of the Financial Modernization Act
   The B.E. Journal of Economic Analysis & Policy, 2010, 10, (1), 30 View citations (1)

2009

5. Trends, Cycles and Convergence in U.S. Regional House Prices
   The Journal of Real Estate Finance and Economics, 2009, 39, (3), 264-283 View citations (52)

2008

6. Land Development: Risk, Return and Risk Management
   The Journal of Real Estate Finance and Economics, 2008, 36, (1), 81-102 View citations (4)
7. Mean Reversion in Net Discount Ratios: A Study in the Context of Fractionally Integrated Models
   Journal of Risk & Insurance, 2008, 75, (1), 231-247

2007

8. Free Cash Flow and Managerial Entrenchment: A Continuous-Time Stochastic Control-Theoretic Model
   The B.E. Journal of Theoretical Economics, 2007, 7, (1), 34

2005

9. Options with Constant Underlying Elasticity in Strikes
   Review of Derivatives Research, 2005, 8, (2), 67-83 View citations (3)
10. Power exchange options
    Finance Research Letters, 2005, 2, (2), 97-106 View citations (8)