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Publications

by members of

Louisiana State University → Ourso College of Business → Department of Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2011

  1. Armen Hovakimian & Ayla Kayhan & Sheridan Titman, 2011, "Are Corporate Default Probabilities Consistent with the Static Tradeoff Theory?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17290, Aug.

2004

  1. Ayla Kayhan & Sheridan Titman, 2004, "Firms' Histories and Their Capital Structures," NBER Working Papers, National Bureau of Economic Research, Inc, number 10526, May.

Journal articles

2017

  1. Don M. Chance & Thomas A. Hanson & Weiping Li & Jayaram Muthuswamy, 2017, "A bias in the volatility smile," Review of Derivatives Research, Springer, volume 20, issue 1, pages 47-90, April, DOI: 10.1007/s11147-016-9124-0.

2014

  1. Tung-Hsiao Yang & Don M. Chance, 2014, "The Price-Taker Effect On The Valuation Of Executive Stock Options," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 37, issue 1, pages 27-54, February.

2012

  1. Robert Brooks & Don M. Chance & Brandon Cline, 2012, "Private Information and the Exercise of Executive Stock Options," Financial Management, Financial Management Association International, volume 41, issue 3, pages 733-764, September, DOI: j.1755-053X.2012.01208.x.
  2. Armen Hovakimian & Ayla Kayhan & Sheridan Titman, 2012, "Are Corporate Default Probabilities Consistent with the Static Trade-off Theory?," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 2, pages 315-340.

2011

  1. Don M. Chance & Andrei Shynkevich & Tung‐Hsiao Yang, 2011, "Experimental Evidence on Portfolio Size and Diversification: Human Biases in Naïve Security Selection and Portfolio Construction," The Financial Review, Eastern Finance Association, volume 46, issue 3, pages 427-457, August.

2008

  1. Don M. Chance & Eric Hillebrand & Jimmy E. Hilliard, 2008, "Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue," Management Science, INFORMS, volume 54, issue 5, pages 1015-1028, May, DOI: 10.1287/mnsc.1070.0826.

2007

  1. Kayhan, Ayla & Titman, Sheridan, 2007, "Firms' histories and their capital structures," Journal of Financial Economics, Elsevier, volume 83, issue 1, pages 1-32, January.

2005

  1. Don M Chance, 2005, "Discretionary trading and the search for alpha," Journal of Asset Management, Palgrave Macmillan, volume 6, issue 2, pages 117-135, August, DOI: 10.1057/palgrave.jam.2240170.

1994

  1. Don M. Chance, 1994, "The Pricing And Hedging Of Limited Exercise Caps And Spreads," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 17, issue 4, pages 561-584, December.
  2. Don M. Chance, 1994, "Futures pricing and the cost of carry under price limits," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 14, issue 7, pages 813-836, October.

1993

  1. Don M. Chance & Michael L. Hemler, 1993, "The impact of delivery options on futures prices: A survey," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 13, issue 2, pages 127-155, April.

1988

  1. Don M. Chance, 1988, "Boundary Condition Tests Of Bid And Ask Prices Of Index Call Options," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 11, issue 1, pages 21-31, March.

1980

  1. Don M. Chance & William R. Lane, 1980, "A Re-Examination Of Interest Rate Sensitivity In The Common Stocks Of Financial Institutions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 3, issue 1, pages 49-55, March.

Chapters

2007

  1. Don M. Chance & Tung-Hsiao Yang, 2007, "Black–Scholes–Merton, Liquidity, and the Valuation of Executive Stock Options," Advances in Financial Economics, Emerald Group Publishing Limited, "Issues in Corporate Governance and Finance", DOI: 10.1016/S1569-3732(07)12011-9.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.