Information about:
Kuldeep Shastri

Other registered authors

Email:
Homepage: http://www.pitt.edu/~ks112354
Postal Address:
Phone:

Affiliation

• Katz Graduate School of Business
  University of Pittsburgh

  Location: Pittsburgh, Pennsylvania (United States)
  Homepage: http://www.katz.pitt.edu/
  Email:
  Phone: (412) 648-1500
  Fax: (412) 648-1693
  Postal: 372 Mervis Hall, Pittsburgh, PA 15260
  Handle: RePEc:edi:gspitus (registered authors at this institution)

Working papers

1. Rovert Geske & Kuldeep Shastri, 1986. "An Explanation of Seemingly Anomalous Time Premium Behavior for American Put Options," University of California at Los Angeles, Anderson Graduate School of Management 1208, Anderson Graduate School of Management, UCLA. [Downloadable!]

1. Shastri, Kuldeep & Trigeorgis, Lenos, 2005. "Acknowledgement," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 187-187. [Downloadable!] (restricted)

2. Coughenour, Jay & Shastri, Kuldeep, 1999. "Symposium on Market Microstructure: A Review of Empirical Research," The Financial Review, Eastern Finance Association, vol. 34(4), pages 1-27, November.

3. Raman Kumar & Atulya Sarin & Kuldeep Shastri, 1998. "The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis," Journal of Finance, American Finance Association, vol. 53(2), pages 717-732, 04. [Downloadable!] (restricted)

4. Shastri, Kuldeep & Sultan, Jahangir & Tandon, Kishore, 1996. "The impact of the listing of options in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 15(1), pages 37-64, February. [Downloadable!] (restricted)

5. Mayhew, Stewart & Sarin, Atulya & Shastri, Kuldeep, 1995. " The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements," Journal of Finance, American Finance Association, vol. 50(5), pages 1635-53, December. [Downloadable!] (restricted)

6. Shastri, Kuldeep & Sirodom, Kulpatra, 1995. "An empirical test of the BS and CSR valuation models for warrants listed in Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 3(4), pages 465-483, December. [Downloadable!] (restricted)

7. Shastri, Karen A. & Shastri, Kuldeep & Sirodom, Kulpatra, 1995. "Trading mechanisms and return volatility: An empirical analysis of the stock exchange of Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 357-370, July. [Downloadable!] (restricted)

8. Hingorani, Archana & Makhija, Anil K. & Shastri, Kuldeep, 1994. "The impact of calls of preferred stock on common shareholders' wealth," Journal of Banking & Finance, Elsevier, vol. 18(6), pages 1095-1111, December. [Downloadable!] (restricted)

9. Goyal, Vidhan & Hwang, Chuan-Yang & Jayaraman, Narayanan & Shastri, Kuldeep, 1994. "The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange," Pacific-Basin Finance Journal, Elsevier, vol. 2(2-3), pages 277-291, May. [Downloadable!] (restricted)
   Published as:
   • Goyal, Vidhan & Hwang, Chuan-Yang & Jayaraman, Narayanan & Shastri, Kuldeep, 1995. "The ex-date impact of rights offerings. The evidence from firms listed on the Tokyo stock exchange," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 142-142, May. [Downloadable!] (restricted)

10. Jayaraman, Narayanan & Shastri, Kuldeep & Tandon, Kishore, 1993. "The impact of international cross listings on risk and return : The evidence from American depository receipts," Journal of Banking & Finance, Elsevier, vol. 17(1), pages 91-103, February. [Downloadable!] (restricted)

11. Kumar, Raman & Sarin, Atulya & Shastri, Kuldeep, 1992. " The Behavior of Option Price around Large Block Transactions in the Underlying Security," Journal of Finance, American Finance Association, vol. 47(3), pages 879-89, July. [Downloadable!] (restricted)

12. Choi, J. Y. & Shastri, Kuldeep, 1989. "Bid-ask spreads and volatility estimates : The implications for option pricing," Journal of Banking & Finance, Elsevier, vol. 13(2), pages 207-219, May. [Downloadable!] (restricted)

13. Shastri, Kuldeep & Tandon, Kishore, 1987. "Valuation of American options on foreign currency," Journal of Banking & Finance, Elsevier, vol. 11(2), pages 245-269, June. [Downloadable!] (restricted)

14. Geske, Robert & Shastri, Kuldeep, 1985. "The early exercise of American puts," Journal of Banking & Finance, Elsevier, vol. 9(2), pages 207-219, June. [Downloadable!] (restricted)

15. Shastri, Kuldeep & Tandon, Kishore, 1985. "Arbitrage tests of the efficiency of the foreign currency options market," Journal of International Money and Finance, Elsevier, vol. 4(4), pages 455-468, December. [Downloadable!] (restricted)

16. Geske, Robert & Roll, Richard & Shastri, Kuldeep, 1983. " Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note," Journal of Finance, American Finance Association, vol. 38(4), pages 1271-77, September. [Downloadable!] (restricted)

This page was last updated on 2009-11-12.