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Kuldeep Shastri

Institution: Unknown

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://pittnews.com/article/18852/archives/pitt-professor-kuldeep-shastri-dies/

First Publication: 1983

Most Recent: 2012

RePEc ID: psh4 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 0.00 8.07 14.46 1.85 24.39 95%

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 22.20

Publications (24)

Year Article Journal Tier Authors
2012 Payout policy in Brazil: Dividends versus interest on equity Journal of Corporate Finance B 3
2008 Information revelation in the futures market: Evidence from single stock futures Journal of Futures Markets C 3
2005 Firm Performance, Capital Structure, and the Tax Benefits of Employee Stock Options Journal of Financial and Quantitative Analysis B 2
2004 Executive Loans Journal of Financial and Quantitative Analysis B 2
1998 The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis Journal of Finance A 1
1996 The impact of the listing of options in the foreign exchange market Journal of International Money and Finance B 3
1995 The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements. Journal of Finance A 3
1994 The impact of calls of preferred stock on common shareholders' wealth Journal of Banking & Finance B 3
1993 Changes in Organizational Structure and Shareholder Wealth: The Case of Limited Partnerships Journal of Financial and Quantitative Analysis B 2
1993 The impact of international cross listings on risk and return : The evidence from American depository receipts Journal of Banking & Finance B 3
1992 The Behavior of Option Price around Large Block Transactions in the Underlying Security. Journal of Finance A 3
1989 Bid-ask spreads and volatility estimates : The implications for option pricing Journal of Banking & Finance B 2
1988 On the Estimation of Bid-Ask Spreads: Theory and Evidence Journal of Financial and Quantitative Analysis B 3
1988 The Valuation Impacts of Specially Designated Dividends Journal of Financial and Quantitative Analysis B 2
1987 Valuation of American options on foreign currency Journal of Banking & Finance B 2
1987 The Valuation of Currency Options for Alternate Stochastic Processes Journal of Financial Research C 2
1986 Valuation of Foreign Currency Options: Some Empirical Tests Journal of Financial and Quantitative Analysis B 2
1986 An Empirical Test of a Valuation Model for American Options on Futures Contracts Journal of Financial and Quantitative Analysis B 2
1986 On the use of European models to price American options on foreign currency Journal of Futures Markets C 2
1986 Options on futures contracts: A comparison of European and American pricing models Journal of Futures Markets C 2
1985 Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques Journal of Financial and Quantitative Analysis B 2
1985 The early exercise of American puts Journal of Banking & Finance B 2
1985 Arbitrage tests of the efficiency of the foreign currency options market Journal of International Money and Finance B 2
1983 Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note. Journal of Finance A 3