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Steven P. Clark

Personal Details

First Name:Steven
Middle Name:P.
Last Name:Clark
Suffix:
RePEc Short-ID:pcl118
[This author has chosen not to make the email address public]
Terminal Degree:2003 John E. Walker Department of Economics; Wilbur O. and Ann Powers College of Business; Clemson University (from RePEc Genealogy)

Affiliation

Belk College of Business
University of North Carolina-Charlotte

Charlotte, North Carolina (United States)
http://www.belkcollege.uncc.edu/
RePEc:edi:cbnccus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Richard Buttimer & Steven P. Clark, 2005. "Housing Development, Slow Growth Policies and Leviathan Government," ERES eres2005_131, European Real Estate Society (ERES).

Articles

  1. Alberto Bueno-Guerrero & Steven P. Clark, 2023. "Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps," Mathematics, MDPI, vol. 12(1), pages 1-39, December.
  2. Lloyd P. Blenman & Alberto Bueno-Guerrero & Steven P. Clark, 2022. "Pricing and Hedging Bond Power Exchange Options in a Stochastic String Term-Structure Model," Risks, MDPI, vol. 10(10), pages 1-17, September.
  3. Yiying Cheng & Steven P. Clark & Kiplan S. Womack, 2021. "A Real Options Model of Real Estate Development with Entitlement Risk," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(1), pages 106-151, March.
  4. Steven P. Clark & Mike Dickson, 2019. "Performance expectations of basic options strategies may be different than you think," Journal of Asset Management, Palgrave Macmillan, vol. 20(2), pages 91-102, March.
  5. Steven P. Clark & David C. Marlett & Faith R. Neale, 2018. "Regulatory Capture And Efficacy In Workers’ Compensation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(3), pages 663-694, September.
  6. Steven P. Clark & T. Daniel Coggin, 2018. "A study of fractionally integrated time series using descriptive methods," Applied Economics, Taylor & Francis Journals, vol. 50(2), pages 172-186, January.
  7. Min Park & Steven P. Clark, 2015. "A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions," Applied Mathematical Finance, Taylor & Francis Journals, vol. 22(6), pages 499-521, December.
  8. Steven Clark & T. Coggin, 2011. "Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks," Empirical Economics, Springer, vol. 40(2), pages 373-391, April.
  9. Michael A Kelly & Steven P Clark, 2011. "Returns in trading versus non-trading hours: The difference is day and night," Journal of Asset Management, Palgrave Macmillan, vol. 12(2), pages 132-145, June.
  10. Clark, Steven P. & Coggin, T. Daniel, 2011. "Was there a U.S. house price bubble? An econometric analysis using national and regional panel data," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 189-200, May.
  11. Neale Faith R. & Drake Pamela Peterson & Clark Steven P., 2010. "Diversification in the Financial Services Industry: The Effect of the Financial Modernization Act," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-30, March.
  12. Steven Clark & T. Coggin, 2009. "Trends, Cycles and Convergence in U.S. Regional House Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 264-283, October.
  13. Richard Buttimer & Steven Clark & Steven Ott, 2008. "Land Development: Risk, Return and Risk Management," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 81-102, January.
  14. Steven P. Clark & T. Daniel Coggin & Faith R. Neale, 2008. "Mean Reversion in Net Discount Ratios: A Study in the Context of Fractionally Integrated Models," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(1), pages 231-247, March.
  15. Cadenillas Abel & Clark Steven P, 2007. "Free Cash Flow and Managerial Entrenchment: A Continuous-Time Stochastic Control-Theoretic Model," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 7(1), pages 1-34, September.
  16. Blenman, Lloyd P. & Clark, Steven P., 2005. "Power exchange options," Finance Research Letters, Elsevier, vol. 2(2), pages 97-106, June.
  17. Lloyd Blenman & Steven Clark, 2005. "Options with Constant Underlying Elasticity in Strikes," Review of Derivatives Research, Springer, vol. 8(2), pages 67-83, August.

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