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

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 (3)

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 (73)

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)